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plot.xts Integration
Integrate xts::plot.xts functionality in quantmod and !PerformanceAnalytics
Integrate xts::plot.xts functionality to replace charting functions in
quantmod and !PerformanceAnalytics R packages.
The main charting "engine" for xts::plot.xts and associated functions in the
xts package is based on the quantmod::chart_Series. While chart_Series was
developed specifically for financial OHLC time series, plot.xts builds on
the chart_Series framework to generalize charting xts objects. This generalized
framework allows for replacing code in charting functions in the quantmod and
!PerformanceAnalytics R packages, allowing for greater flexibility and easier
maintainability.
TBD: more specifics for integrating plot.xts functionality into
PerformanceAnalytics::charts.*, quantmod::add_*, and quantmod::chart_Series.
The student in this project will develop a list of specific functions
identified from this outline in !PerformanceAnalytics and quantmod that will
be modified/re-written to integrate the new plot.xts functionality. New code
will be consistent and backwards compatible with interfaces of other functions
in xts, !PerformanceAnalytics, and quantmod.
In addition, the student will review and extend as necessary the complete documentation for each function. Students should strongly consider creating a vignette that goes beyond the functional documentation to show how the functions might be used, perhaps with some extended examples.
- [https://r-forge.r-project.org/projects/returnanalytics/ ReturnAnalytics on R-Forge]
- [https://github.com/joshuaulrich/xts xts on Github]
- [https://github.com/joshuaulrich/quantmod quantmod on Github]
Applicants should have:
- Prior experience using or developing in R, and comfort with tools such as svn, git, Roxygen2, LaTeX (for equations in particular), and familiarity with base graphics.
- Those with demonstrable experience with finance-related or graphics related R packages will be preferred.
- A background in computer science or engineering with graduate training in finance would likely be ideal.
- Discuss the list of proposed functionality for inclusion in quantmod and !PerformanceAnalytics.
- Develop a specific plan with a timeline for development, documentation (consider adding a vignette as well), and testing the functionality.
- Provide a complete code example of a function with documentation that could be used in the !PerformanceAnalytics package (exceptional examples will be considered for inclusion in the package and their author given full credit for the contribution). The example does not need to pertain to the subject of this project, but should demonstrate your coding ability and familiarity with the tools used in developing !PortfolioAnalytics.
- Clearly identify any other commitments or possible conflicts for their time during the coming summer.
Brian Peterson ([@](mailto:brian {at} braverock {dot} com)) is one of the primary authors of these packages, and has previously mentored GSoC projects.
Peter Carl ([@](mailto:peter {at} braverock {dot} com)) is one of the primary authors of these packages, and has previously mentored GSoC projects.
Ross Bennett ([@](mailto:rossbennett34 {at} gmail {dot} com)) is a contributor to these packages, and has previously participated in GSoC as a student.