analyse des stratégies MICROTRADER
David Sissoko
27 septembre 2018
Quelques tests de graphiques multi courbe
## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)
## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)
## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)Création des données fictives
yvalue0<- c
yvalue1<- c(100,120,115,90,125)
yvalue2<- c(100,140,145,150,180)
xtimestamp<- c(1538136000,1538136120,1538136240,1538136360,1538136480)Transformation des timestamp en date
xdate<-anytime(xtimestamp)Tracé des courbes
http://www.countbio.com/web_pages/left_object/R_for_biology/R_fundamentals/multiple_curves_R.html https://www.sixhat.net/plotting-multiple-data-series-in-r.html
plot(xdate,yvalue1,type="l",ylim=c(0.9*min(yvalue1,yvalue2),1.1*max(yvalue1,yvalue2)))
scale_color_gradient(low="blue", high="red")## <ScaleContinuous>
## Range:
## Limits: 0 -- 1points(xdate,yvalue2,type="l")
## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)plot(xdate,yvalue1,type="l",ylim=c(0.9*min(yvalue1,yvalue2),1.1*max(yvalue1,yvalue2)), col=wes_palette(name = "Royal1"))
points(xdate,yvalue2,type="l",col=wes_palette(name = "Royal1"))
NEWINTRADAYHIGH
## 'data.frame': 40 obs. of 7 variables:
## $ ID : int 10033 10034 10035 10036 10037 10028 10029 10030 10031 10032 ...
## $ LAST_UPDATE : int 1537920000 1537920000 1537920000 1537920000 1537920000 1537833600 1537833600 1537833600 1537833600 1537833600 ...
## $ MICRO_TRADER_USER_NAME: chr "johntomoon" "johntomoon" "johntomoon" "johntomoon" ...
## $ PORTFOLIO_NAME : chr "INTRADAY" "INTRADAY" "INTRADAY" "INTRADAY" ...
## $ STRATEGY : chr "newIntradayHigh" "newIntradayHigh" "newIntradayHigh" "newIntradayHigh" ...
## $ VALUE : chr "17674.17322544707" "17674.17322544707" "17674.17322544707" "17674.17322544707" ...
## $ BASE_CURRENCY : chr "EUR" "EUR" "EUR" "EUR" ...## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)
## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)summary(ptfh)## ID LAST_UPDATE MICRO_TRADER_USER_NAME
## Min. : 9998 Min. :1.537e+09 Length:40
## 1st Qu.:10008 1st Qu.:1.538e+09 Class :character
## Median :10018 Median :1.538e+09 Mode :character
## Mean :10018 Mean :1.538e+09
## 3rd Qu.:10027 3rd Qu.:1.538e+09
## Max. :10037 Max. :1.538e+09
## PORTFOLIO_NAME STRATEGY VALUE
## Length:40 Length:40 Length:40
## Class :character Class :character Class :character
## Mode :character Mode :character Mode :character
##
##
##
## BASE_CURRENCY
## Length:40
## Class :character
## Mode :character
##
##
## ptfh$value.num<-as.numeric(ptfh[,6])
ptfh$mtdate<-anytime(ptfh$LAST_UPDATE)
summary(ptfh$value.num)## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 17674 18156 18514 18261 18514 18514summary(ptfh$mtdate)## Min. 1st Qu. Median
## "2018-09-21 02:00:00" "2018-09-22 20:00:00" "2018-09-23 14:00:00"
## Mean 3rd Qu. Max.
## "2018-09-23 14:00:00" "2018-09-24 08:00:00" "2018-09-26 02:00:00"## Installing package into '/home/david/R/x86_64-pc-linux-gnu-library/3.4'
## (as 'lib' is unspecified)ggplot(data = ptfh, aes(x=mtdate,y=VALUE, group = PORTFOLIO_NAME,col=as.factor(PORTFOLIO_NAME), lab))+geom_line()+scale_colour_discrete(name="Portefeuilles")
plot(ptfh$mtdate, ptfh$value.num, las=1)
plot(ptfh$mtdate, ptfh$value.num, type = "b", las=1)
plot(ptfh$mtdate, ptfh$value.num, xlab = "Temps", ylab = "Valeur du portfolio", type = "l", las=1)