addOBV投擲錯誤

Question

我試圖用價格和一些技術指標（如ADX，RSI和OBV）繪製圖表。我無法弄清楚爲什麼addOBV提供了一個錯誤，爲什麼addADX根本沒有顯示在圖表的圖表中？

這裏我的代碼：

tmp <- read.csv(paste("ProcessedQuotes/",Nifty[x,],".csv", sep=""), 
    as.is=TRUE, header=TRUE, row.names=NULL) 
tmp$Date<-as.Date(tmp$Date) 
ydat = xts(tmp[,-1],tmp$Date) 
lineChart(ydat, TA=NULL, name=paste(Nifty[x,]," Technical Graph")) 
plot(addSMA(10)) 
plot(addEMA(10)) 
plot(addRSI()) 
plot(addADX()) 
plot(addOBV()) 

誤差addOBV是：

Error in try.xts(c(2038282, 1181844, -1114409, 1387404, 3522045, 4951254, : 
    Error in as.xts.double(x, ..., .RECLASS = TRUE) : 
     order.by must be either 'names()' or otherwise specified 

下面你可以參見DIN未在圖盡顯。

> class(ydat) 
[1] "xts" "zoo" 
> head(ydat) 
    Open High Low Close Volume Trades Sma20 Sma50 DIp DIn DX ADX aroonUp aroonDn oscillator macd signal RSI14 

Answer 1

我不知道爲什麼這個補丁不適合你的工作，但你可以創建一個新的函數（或者你可以屏蔽該quantmod的一個）。我們只需製作一個名爲addOBV2的新修補版本，它是addOBV的代碼，除了一條修補線。 （x <- as.matrix(lchob@xdata)替換爲x <- try.xts(lchob@xdata, error=FALSE)）。

addOBV2 <- function (..., on = NA, legend = "auto") 
{ 
    stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE)) 
    lchob <- quantmod:::get.current.chob() 
    x <- try.xts(lchob@xdata, error=FALSE) 
    #x <- as.matrix(lchob@xdata) 
    x <- OBV(price = Cl(x), volume = Vo(x)) 
    yrange <- NULL 
    chobTA <- new("chobTA") 
    if (NCOL(x) == 1) { 
    chobTA@TA.values <- x[lchob@xsubset] 
    } 
    else chobTA@TA.values <- x[lchob@xsubset, ] 
    chobTA@name <- "chartTA" 
    if (any(is.na(on))) { 
    chobTA@new <- TRUE 
    } 
    else { 
    chobTA@new <- FALSE 
    chobTA@on <- on 
    } 
    chobTA@call <- match.call() 
    legend.name <- gsub("^.*[(]", " On Balance Volume (", deparse(match.call()))#, 
    #extended = TRUE) 
    gpars <- c(list(...), list(col=4))[unique(names(c(list(col=4), list(...))))] 
    chobTA@params <- list(xrange = lchob@xrange, yrange = yrange, 
         colors = lchob@colors, color.vol = lchob@color.vol, multi.col = lchob@multi.col, 
         spacing = lchob@spacing, width = lchob@width, bp = lchob@bp, 
         x.labels = lchob@x.labels, time.scale = lchob@time.scale, 
         isLogical = is.logical(x), legend = legend, legend.name = legend.name, 
         pars = list(gpars)) 
    if (is.null(sys.call(-1))) { 
    TA <- lchob@passed.args$TA 
    lchob@passed.args$TA <- c(TA, chobTA) 
    lchob@windows <- lchob@windows + ifelse(chobTA@new, 1, 
              0) 
    chartSeries.chob <- quantmod:::chartSeries.chob 
    do.call("chartSeries.chob", list(lchob)) 
    invisible(chobTA) 
    } 
    else { 
    return(chobTA) 
    } 
} 

現在有效。

# reproduce your data 
ydat <- getSymbols("ZEEL.NS", src="yahoo", from="2012-09-11", 
        to="2013-01-18", auto.assign=FALSE) 

lineChart(ydat, TA=NULL, name=paste("ZEEL Technical Graph")) 
plot(addSMA(10)) 
plot(addEMA(10)) 
plot(addRSI()) 
plot(addADX()) 
plot(addOBV2()) 

Answer 2

此代碼重現錯誤：

library(quantmod) 
getSymbols("AAPL") 
lineChart(AAPL, 'last 6 months') 
addOBV() 

會議信息：

sessionInfo() 
R version 2.15.0 (2012-03-30) 
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) 

locale: 
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8 

attached base packages: 
[1] stats  graphics grDevices utils  datasets methods base  

other attached packages: 
[1] quantmod_0.3-17 TTR_0.21-1  xts_0.9-1  zoo_1.7-9  Defaults_1.1-1 rgeos_0.2-11 
[7] sp_1.0-5  sos_1.3-5  brew_1.0-6  

loaded via a namespace (and not attached): 
[1] grid_2.15.0 lattice_0.20-6 tools_2.15.0 

周圍的Googling，錯誤似乎與這樣的事實：addOBV轉換數據轉換成矩陣，這會導致問題。補丁已被posted on RForge。