Neil Osborne
2002-May-09 12:27 UTC
[R] Help on creating custom financial time series graphs
I have written a series of C modules that produce various custom (technical analysis) graphs when presented with a financial time series. The code was developed on the Win2K and so makes many now level function calls to the GDI etc, and is very tightly wedded to the Win2k windowing system. I notice however, that most of the graphing functionality in R (at least on the Windows OS) is handled by GraphApp This is the dillema I face: Do I scrap the existing code and start from "afresh" (Please don't say yes to this ! ;0) How Can I "merge" my code into R with the minimum of fuss ? If I have to start from afresh, I would like to know how easy it is to draw/create graphs in R. Many thanks in advance _________________________________________________________________ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Don MacQueen
2002-May-09 14:46 UTC
[R] Help on creating custom financial time series graphs
You haven't mentioned why you're considering R in the first place. For example, if you're planning to stay on the Win2K platform, the easiest approach is probably to call your C modules from within R. Since you know C, you probably won't find that to be too difficult. On the other hand, if you're interested in R because you want to move to some other platform (Linux, unix, Mac OS X), or want the freedom of moving easily between platforms, then your C may not be easily ported, in which case it's probably better to start afresh. I think most R users would say it is very easy to draw/create graphs in R. And indeed it is, for many kinds of graphs. But financial graphs are somewhat specialized. The difficulty will depend on what kind of customization you need. For example, if you have daily closings, and want to graph them with Saturdays and Sundays omitted from the graphs, and the gaps between Friday and Monday reduced, then you have some significant customization to do. It definitely can be done in R but you may not find to be easy (especially at first). With that particular example in mind, however, I would bet that whatever methods you used to construct the time axis could be implemented in R fairly easily. Hope this helps -Don At 12:27 PM +0000 5/9/02, Neil Osborne wrote:>I have written a series of C modules that produce various custom >(technical analysis) graphs when presented with a financial time >series. The code was developed on the Win2K and so makes many now >level function calls to the GDI etc, and is very tightly wedded to >the Win2k windowing system. I notice however, that most of the >graphing functionality in R (at least on the Windows OS) is handled >by GraphApp > >This is the dillema I face: > >Do I scrap the existing code and start from "afresh" (Please don't >say yes to this ! ;0) > >How Can I "merge" my code into R with the minimum of fuss ? > > >If I have to start from afresh, I would like to know how easy it is >to draw/create graphs in R. > >Many thanks in advance > >_________________________________________________________________ > > >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- >r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html >Send "info", "help", or "[un]subscribe" >(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch >_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._-- -------------------------------------- Don MacQueen Environmental Protection Department Lawrence Livermore National Laboratory Livermore, CA, USA -------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Neil Osborne
2002-May-09 15:15 UTC
[R] Help on creating custom financial time series graphs
Hmmm, Not quite the response I was hoping for ;0( I chose R because of the cross platform capability. But I think it will be too difficult to re-write my functions in R. Basically, the porting from Win32 GDI API won't be to GraphApp will not be too difficult if any one can help with one of the ff: 1. GraphApp to Win32 GDI func mapping (this would REALLY help) 2. A way to access the handle to a Graph Window (is this a HWND struct ?) 3. How to write an R extension (I hear this is unnecessarily difficult to implement) that draws to the screen Any help will be appreciated MAny Thanks>From: Don MacQueen <macq at llnl.gov> >To: "Neil Osborne" <r_stuff_online at hotmail.com>, r-help at stat.math.ethz.ch >Subject: Re: [R] Help on creating custom financial time series graphs >Date: Thu, 9 May 2002 07:46:12 -0700 > >You haven't mentioned why you're considering R in the first place. >For example, if you're planning to stay on the Win2K platform, the >easiest approach is probably to call your C modules from within R. >Since you know C, you probably won't find that to be too difficult. >On the other hand, if you're interested in R because you want to move >to some other platform (Linux, unix, Mac OS X), or want the freedom >of moving easily between platforms, then your C may not be easily >ported, in which case it's probably better to start afresh. > >I think most R users would say it is very easy to draw/create graphs >in R. And indeed it is, for many kinds of graphs. But financial >graphs are somewhat specialized. The difficulty will depend on what >kind of customization you need. For example, if you have daily >closings, and want to graph them with Saturdays and Sundays omitted >from the graphs, and the gaps between Friday and Monday reduced, then >you have some significant customization to do. It definitely can be >done in R but you may not find to be easy (especially at first). With >that particular example in mind, however, I would bet that whatever >methods you used to construct the time axis could be implemented in R >fairly easily. > >Hope this helps >-Don > >At 12:27 PM +0000 5/9/02, Neil Osborne wrote: >>I have written a series of C modules that produce various custom >>(technical analysis) graphs when presented with a financial time >>series. The code was developed on the Win2K and so makes many now >>level function calls to the GDI etc, and is very tightly wedded to >>the Win2k windowing system. I notice however, that most of the >>graphing functionality in R (at least on the Windows OS) is handled >>by GraphApp >> >>This is the dillema I face: >> >>Do I scrap the existing code and start from "afresh" (Please don't >>say yes to this ! ;0) >> >>How Can I "merge" my code into R with the minimum of fuss ? >> >> >>If I have to start from afresh, I would like to know how easy it is >>to draw/create graphs in R. >> >>Many thanks in advance >> >>_________________________________________________________________ >> >> >>-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- >>r-help mailing list -- Read >>http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html >>Send "info", "help", or "[un]subscribe" >>(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch >>_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ > > >-- >-------------------------------------- >Don MacQueen >Environmental Protection Department >Lawrence Livermore National Laboratory >Livermore, CA, USA >--------------------------------------_________________________________________________________________ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._