Version: 2.0.0
Date: 2016-03-16
Title: Remove Weekends and Holidays from ggplot2 Axes
Depends: R (≥ 3.2.0)
Imports: ggplot2 (≥ 2.1.0), scales (≥ 0.3.0)
URL: http://github.com/dvmlls/bdscale
Description: Provides a continuous date scale, omitting weekends and holidays.
License: GPL-2
Suggests: knitr (≥ 1.12.3), testthat (≥ 0.11.0), rmarkdown (≥ 0.9.5)
VignetteBuilder: knitr
LazyData: true
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-03-16 18:37:26 UTC; dmills
Author: Dave Mills [aut, cre]
Maintainer: Dave Mills <dave.a.mills@gmail.com>
Repository: CRAN
Date/Publication: 2016-03-17 13:27:37

Transform Dates into your business-date scale.

Description

Transform Dates into your business-date scale.

Usage

bd2t(dates, business.dates)

Arguments

dates

a Date vector for which you want to transform each date into an integer t which is the number of business days after the first date in your business.dates vector

business.dates

a vector of Date objects, sorted ascending

Value

returns an integer vector where each element is the number of business days t after the first date in your business.dates vector

Examples

monday <- as.Date('2014-10-13')
weekdays <- monday + 0:4
bd2t(monday + c(1, 3), weekdays)

Date breaks corresponding to the first trading day of standard periods

Description

The periods are:

Usage

bd_breaks(business.dates, n.max = 5)

Arguments

business.dates

a vector of Date objects, sorted ascending

n.max

the maximum number of breaks to return

Value

returns a function function: max => [date range] => breaks that generates the breaks for the interval with the largest number of breaks less than n.max

Trading dates for the New York Stock Exchange extracted from the close prices of the S&P 500.

Description

Trading dates for the New York Stock Exchange extracted from the close prices of the S&P 500.

Usage

nyse

Format

A vector of 16657 Date objects, starting on 1950-01-03 and ending on 2016-03-15

Source

https://finance.yahoo.com/q/hp?s=SPY+Historical+Prices

Weekend- and holiday-ignoring position scale for a ggplot.

Description

Weekend- and holiday-ignoring position scale for a ggplot.

Usage

scale_x_bd(..., business.dates, max.major.breaks = 5,
  max.minor.breaks = max.major.breaks * 5,
  breaks = bd_breaks(business.dates))

Arguments

...

other arguments passed to continuous_scale

business.dates

a vector of Date objects, sorted ascending

max.major.breaks

maximum major breaks bd_breaks will return, default=5

max.minor.breaks

maximum minor breaks bd_breaks will return, default=major*5

breaks

a function max => [date range] => breaks

Examples


## Not run: 
 ggplot(ts, aes(x=date, y=price)) + 
   scale_x_bd(business.dates=yahoo('SPY'), max.major.breaks=10, labels=date_format("%b '%y"))

## End(Not run)

Get past trading days using close prices of supplied ticker

Description

Get past trading days using close prices of supplied ticker

Usage

yahoo(ticker = "^GSPC")

Arguments

ticker

The ticker you want to use, defaults to S&P 500: ^GSPC

Value

returns a vector of Dates