require("quantmod")
sh <- getSymbols("000001.ss", auto.assign = FALSE, from = "2008-01-01")
sp <- getSymbols("^gspc", auto.assign = FALSE, from = "2008-01-01")
csh <- Cl(sh)
cus <- Cl(sp)
cls <- merge(csh, cus, all = FALSE)
df <- data.frame(date = time(cls), coredata(cls))
names(df)[-1] <- c("csh", "csp")
require("ggplot2")
require("scales")
require("reshape2")
df1 <- melt(df, id.vars = "date", measure.vars = c("csh", "csp"))
p <- ggplot(df1, aes(x = date, y = value, color = variable)) +
geom_line(size = I(1.2))
p1 <- p + scale_color_discrete(guide = "none") + scale_x_date(labels = date_format("%Y-%m-%d")) +
theme(panel.grid = element_blank()) + theme_bw()
p1 + annotate("text", x = as.Date("2010-01-01", "%Y-%m-%d"),
y = c(3800, 1500), label = c("Shanghai", "SP500")) + ylab("index")