如何使用R中的charts.performanceanalytics绘制累积回报图

问题描述

我设法用两列（日期，累积利润）生成时间序列数据帧（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)

解决方法

我解决了问题

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