如何在R中使用charts.performanceanalytics绘制累积回报图表

Posted 2023-03-25

【中文标题】如何在R中使用charts.performanceanalytics绘制累积回报图表

【英文标题】：How to draw cumulative return chart with charts.performanceanalytics in R

【发布时间】：2021-05-22 06:09:01

【问题描述】：

我设法生成了包含两列（日期、累积利润）的时间序列数据框（tibble）

a = dayt %>% mutate(buy = ifelse((foreignNetbuy > 0 || instNetbuy > 0) &
                               priceClose < 1500000 &
                               rise > 3 &
                               rise < 25 &
                               candle == 1 &
                               middle > -1 &
                               disparity > 100 &
                               disparity < 120 &
                               amount > 7500000000,1,0)) %>% 
  filter(buy == 1) %>% 
  select(logDate,stockCode, ovnprofit, buy) %>% 
  group_by(logDate) %>%
  summarize(count = sum(buy),
            avgprofit = mean(ovnprofit, na.rm = TRUE)) %>% 
  mutate(profit = ifelse(count > 60, avgprofit, (avgprofit*count + 60-count)/60)) %>% 
  arrange(logDate) %>% 
  as_tibble() %>% 
  mutate(Date = ymd(logDate),
         Cumprofit = cumprod(profit)) %>% 
  select(Date,Cumprofit)

我尝试使用 Performanceanalytics 包中的 charts.performancesummary 函数绘制图表， 但失败了。

完成这项工作的正确方法是什么？

charts.PerformanceSummary(a)

【参考方案1】：

我解决了问题

dt = xts(a[,-1], order.by = a$Date)
charts.PerformanceSummary(dt)