Candlesticks financial `ggplot2` layer

Usage

stat_candlestick(
  mapping = NULL,
  data = NULL,
  geom = "linerange",
  position = "identity",
  na.rm = FALSE,
  show.legend = NA,
  inherit.aes = TRUE,
  colours = list(up = "#55BE8B", down = "#ED4D5D", no_change = "#535453"),
  ...
)

Arguments

mapping

A `ggplot2::aes` object (required - default `NULL`).

`x`: The x-axis value, usually representing time.
`open`: The opening price.
`close`: The closing price.
`high`: The highest price in the time range.
`low`: The lowest price in the time range.
`group`: (optional) The grouping variable.

data

A `data.table` object (required - default `NULL`).

colours

A `list` with three elements "up", "down", and "no_change". These are the colours of the candlesticks when a positive change in price action, a negative change and no change respectively.

...

Additional arguments passed to `ggplot2::layer`.

Value

A `ggplot2::layer` object.

Details

This is a `ggplot2` extension; it is used with the `+` operator for adding a layer to a `ggplot2` object.

Author

Dereck Mezquita

Examples


# get some financial data
# kucoin is a private package - you can use any data source
ticker <- "BTC/USDT"

dt <- kucoin::get_market_data(
    symbols = ticker,
    from = "2022-11-28 15:29:43 EST", # lubridate::now() - lubridate::days(7),
    to = "2022-12-05 15:29:31 EST",# lubridate::now(),
    frequency = "1 hour"
)

dt
#>        symbol            datetime    open    high     low   close   volume
#>        <char>              <POSc>   <num>   <num>   <num>   <num>    <num>
#>   1: BTC/USDT 2022-11-28 15:00:00 16215.3 16233.6 16126.0 16144.1 327.8979
#>   2: BTC/USDT 2022-11-28 16:00:00 16144.1 16382.6 16000.0 16305.9 837.5801
#>   3: BTC/USDT 2022-11-28 17:00:00 16305.9 16382.0 16195.4 16205.4 507.8351
#>   4: BTC/USDT 2022-11-28 18:00:00 16206.1 16230.7 16146.5 16162.6 252.3387
#>   5: BTC/USDT 2022-11-28 19:00:00 16161.7 16253.3 16150.1 16220.9 225.4121
#>  ---                                                                      
#> 165: BTC/USDT 2022-12-05 11:00:00 17295.2 17314.3 17283.8 17312.0 176.8633
#> 166: BTC/USDT 2022-12-05 12:00:00 17312.0 17318.6 17230.5 17254.5 199.6922
#> 167: BTC/USDT 2022-12-05 13:00:00 17254.5 17282.5 17208.1 17229.7 105.2655
#> 168: BTC/USDT 2022-12-05 14:00:00 17229.8 17241.4 17175.1 17205.2 140.4375
#> 169: BTC/USDT 2022-12-05 15:00:00 17205.1 17205.1 17021.6 17083.0 504.9158
#>      turnover
#>         <num>
#>   1:  5301836
#>   2: 13557348
#>   3:  8270203
#>   4:  4082464
#>   5:  3653147
#>  ---         
#> 165:  3058929
#> 166:  3447960
#> 167:  1815447
#> 168:  2416907
#> 169:  8630174

dt |>
    ggplot2::ggplot(ggplot2::aes(
        x = datetime,
        open = open,
        close = close,
        high = high,
        low = low,
        group = symbol
    )) +
    ## ------------------------------------
    dmplot::stat_candlestick() +
    ## ------------------------------------
    ggplot2::scale_x_continuous(n.breaks = 25, labels = \(x) {
        lubridate::floor_date(lubridate::as_datetime(x), "hours")
    }) +
    ggplot2::scale_y_continuous(n.breaks = 25) +
    ggplot2::labs(
        title = ticker,
        x = "Date",
        y = "Price (USD)"
    ) +
    dmplot::theme_dereck_dark() +
    ggplot2::theme(
        axis.text.x = ggplot2::element_text(angle = 75, vjust = 0.925, hjust = 0.975),
        panel.grid.minor = ggplot2::element_blank()
    )