R help - May 2002 - 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

_________________________________________________________________


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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
>
>_________________________________________________________________
>
>
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>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
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-- 
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
--------------------------------------
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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
>--------------------------------------

_________________________________________________________________


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r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
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