Tidyquant

#get the historical price of Meta
meta_stock_price <- tq_get("META", get = "stock.prices")
meta_plot <- meta_stock_price %>%
  ggplot(aes(date, close)) +
  geom_line()
meta_plot

#observe the functions
tq_transmute_fun_options()

## $zoo
##  [1] "rollapply"          "rollapplyr"         "rollmax"           
##  [4] "rollmax.default"    "rollmaxr"           "rollmean"          
##  [7] "rollmean.default"   "rollmeanr"          "rollmedian"        
## [10] "rollmedian.default" "rollmedianr"        "rollsum"           
## [13] "rollsum.default"    "rollsumr"          
## 
## $xts
##  [1] "apply.daily"     "apply.monthly"   "apply.quarterly" "apply.weekly"   
##  [5] "apply.yearly"    "diff.xts"        "lag.xts"         "period.apply"   
##  [9] "period.max"      "period.min"      "period.prod"     "period.sum"     
## [13] "periodicity"     "to_period"       "to.daily"        "to.hourly"      
## [17] "to.minutes"      "to.minutes10"    "to.minutes15"    "to.minutes3"    
## [21] "to.minutes30"    "to.minutes5"     "to.monthly"      "to.period"      
## [25] "to.quarterly"    "to.weekly"       "to.yearly"      
## 
## $quantmod
##  [1] "allReturns"      "annualReturn"    "ClCl"            "dailyReturn"    
##  [5] "Delt"            "HiCl"            "Lag"             "LoCl"           
##  [9] "LoHi"            "monthlyReturn"   "Next"            "OpCl"           
## [13] "OpHi"            "OpLo"            "OpOp"            "periodReturn"   
## [17] "quarterlyReturn" "seriesAccel"     "seriesDecel"     "seriesDecr"     
## [21] "seriesHi"        "seriesIncr"      "seriesLo"        "weeklyReturn"   
## [25] "yearlyReturn"   
## 
## $TTR
##  [1] "adjRatios"          "ADX"                "ALMA"              
##  [4] "aroon"              "ATR"                "BBands"            
##  [7] "CCI"                "chaikinAD"          "chaikinVolatility" 
## [10] "CLV"                "CMF"                "CMO"               
## [13] "CTI"                "DEMA"               "DonchianChannel"   
## [16] "DPO"                "DVI"                "EMA"               
## [19] "EMV"                "EVWMA"              "GMMA"              
## [22] "growth"             "HMA"                "keltnerChannels"   
## [25] "KST"                "lags"               "MACD"              
## [28] "MFI"                "momentum"           "OBV"               
## [31] "PBands"             "ROC"                "rollSFM"           
## [34] "RSI"                "runCor"             "runCov"            
## [37] "runMAD"             "runMax"             "runMean"           
## [40] "runMedian"          "runMin"             "runPercentRank"    
## [43] "runSD"              "runSum"             "runVar"            
## [46] "SAR"                "SMA"                "SMI"               
## [49] "SNR"                "stoch"              "TDI"               
## [52] "TRIX"               "ultimateOscillator" "VHF"               
## [55] "VMA"                "volatility"         "VWAP"              
## [58] "VWMA"               "wilderSum"          "williamsAD"        
## [61] "WMA"                "WPR"                "ZigZag"            
## [64] "ZLEMA"             
## 
## $PerformanceAnalytics
## [1] "Return.annualized"        "Return.annualized.excess"
## [3] "Return.clean"             "Return.cumulative"       
## [5] "Return.excess"            "Return.Geltner"          
## [7] "zerofill"

#better looking version - line chart
meta_line <- meta_stock_price %>%
  ggplot(aes(date, close)) +
  geom_line() +
  labs(title = "META Line Chart", y = "Closing Price", x = "") +
  theme_tq()
meta_line

#better looking version - bar chart
meta_bar <- meta_stock_price %>%
  ggplot(aes(date, close)) +
  geom_barchart(aes(open = open, high = high, low = low, close = close)) +
  labs(title = "META Bar Chart", y = "Closing Price", x = "") +
  theme_tq()
meta_bar