timelyportfolio/code.R

## code.R
require(rCharts)

rChart <- rCharts$new()
rChart$setLib('http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon')
rChart$setTemplate(script = 'http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon/layouts/d3_horizon_smallmultiple.html')

rChart$set(
  bands = 3,
  mode = "mirror",
  interpolate = "basis",
  width = 700,
  height = 300
)

require(quantmod)
#get sp500 prices and convert them to monthly
SP500 <- to.monthly(
  getSymbols("^GSPC", from = "1990-01-01", auto.assign = FALSE)
)[,4]
Nasdaq <- to.monthly(
  getSymbols("^IXIC", from = "1990-01-01", auto.assign = FALSE)
)[,4]
Dax <- to.monthly(
  getSymbols("^GDAXI", from = "1990-01-01", auto.assign = FALSE)
)[,4]

#get 12 month rolling return
prices <- merge(SP500,Nasdaq,Dax)
returns <- na.omit(ROC(prices, type = "discrete", n = 12))
returns.df <- cbind(
  as.numeric(as.POSIXct(as.Date(index(returns)))),
  coredata(returns)
)

colnames(returns.df) <- c("date","SP500","Nasdaq","DAX")

#supply the data to our dataless but no longer naked rChart

rChart$set(data = returns.df)
rChart$set(x = "date")
rChart

## index.html
<!doctype HTML>
<meta charset = 'utf-8'>
<html>
  <head>
    <link rel='stylesheet' href="http://netdna.bootstrapcdn.com/bootswatch/2.3.1/cosmo/bootstrap.min.css">
     <link rel="stylesheet" href="http://netdna.bootstrapcdn.com/twitter-bootstrap/2.3.1/css/bootstrap-responsive.min.css" >
    <link rel='stylesheet' href="http://twitter.github.io/bootstrap/assets/js/google-code-prettify/prettify.css">
    <link rel='stylesheet' href="http://aozora.github.io/bootplus/assets/css/docs.css">

    <script src='http://d3js.org/d3.v3.min.js' type='text/javascript'></script>
    <script src='http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon/js/horizon.js' type='text/javascript'></script>

    <style>
    .rChart {
      display: block
      margin: auto auto;
      width: 100%;
      height: 400px;
    }
    /*
    body {
      margin-top: 60px;
    }
    */
    </style>

  </head>
  <body>
    <div class='container'>
      <div class='row'>
        <div class='span8'>
          <div class="bs-docs-example">
            <div id='chartef455ec649e' class='rChart nvd3Plot d3_horizon'></div>
          <br/>
<pre><code class='r'>require(rCharts)

rChart &lt;- rCharts$new()
rChart$setLib('http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon')
rChart$setTemplate(script = 'http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon/layouts/d3_horizon_smallmultiple.html')

rChart$set(
  bands = 3,
  mode = &quot;mirror&quot;,
  interpolate = &quot;basis&quot;,
  width = 700,
  height = 300
)

require(quantmod)
#get sp500 prices and convert them to monthly
SP500 &lt;- to.monthly(
  getSymbols(&quot;^GSPC&quot;, from = &quot;1990-01-01&quot;, auto.assign = FALSE)
)[,4]
Nasdaq &lt;- to.monthly(
  getSymbols(&quot;^IXIC&quot;, from = &quot;1990-01-01&quot;, auto.assign = FALSE)
)[,4]
Dax &lt;- to.monthly(
  getSymbols(&quot;^GDAXI&quot;, from = &quot;1990-01-01&quot;, auto.assign = FALSE)
)[,4]

#get 12 month rolling return
prices &lt;- merge(SP500,Nasdaq,Dax)
returns &lt;- na.omit(ROC(prices, type = &quot;discrete&quot;, n = 12))
returns.df &lt;- cbind(
  as.numeric(as.POSIXct(as.Date(index(returns)))),
  coredata(returns)
)

colnames(returns.df) &lt;- c(&quot;date&quot;,&quot;SP500&quot;,&quot;Nasdaq&quot;,&quot;DAX&quot;)

#supply the data to our dataless but no longer naked rChart

rChart$set(data = returns.df)
rChart$set(x = &quot;date&quot;)
rChart
</code></pre>
</div>
        </div>
      </div>
    </div>

    <!--Attribution:
Jason Davies https://github.com/d3/d3-plugins/tree/master/horizon
Mike Bostock http://bl.ocks.org/mbostock/1483226
-->

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	require(rCharts)

	rChart <- rCharts$new()
	rChart$setLib('http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon')
	rChart$setTemplate(script = 'http://timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon/layouts/d3_horizon_smallmultiple.html')

	rChart$set(
	bands = 3,
	mode = "mirror",
	interpolate = "basis",
	width = 700,
	height = 300
	)

	require(quantmod)
	#get sp500 prices and convert them to monthly
	SP500 <- to.monthly(
	getSymbols("^GSPC", from = "1990-01-01", auto.assign = FALSE)
	)[,4]
	Nasdaq <- to.monthly(
	getSymbols("^IXIC", from = "1990-01-01", auto.assign = FALSE)
	)[,4]
	Dax <- to.monthly(
	getSymbols("^GDAXI", from = "1990-01-01", auto.assign = FALSE)
	)[,4]

	#get 12 month rolling return
	prices <- merge(SP500,Nasdaq,Dax)
	returns <- na.omit(ROC(prices, type = "discrete", n = 12))
	returns.df <- cbind(
	as.numeric(as.POSIXct(as.Date(index(returns)))),
	coredata(returns)
	)

	colnames(returns.df) <- c("date","SP500","Nasdaq","DAX")

	#supply the data to our dataless but no longer naked rChart

	rChart$set(data = returns.df)
	rChart$set(x = "date")
	rChart