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93 changes: 58 additions & 35 deletions R/addOBV.R
Original file line number Diff line number Diff line change
Expand Up @@ -7,43 +7,66 @@
`addOBV` <-
function (..., on = NA, legend = "auto")
{
lchob <- get.current.chob()
x <- try.xts(lchob@xdata, error=FALSE)
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
lenv <- new.env()
lenv$chartOBV <- function(x, ..., on, legend) {
xdata <- try.xts(x$Env$xdata, error=FALSE)
xsubset <- x$Env$xsubset
vo <- x$Env$vo
obv <- OBV(price = Cl(xdata), volume = vo)[xsubset]
spacing <- x$Env$theme$spacing
x.pos <- 1 + spacing * (1:NROW(obv) - 1)
xlim <- x$Env$xlim
ylim <- range(obv, na.rm=TRUE) * 1.05
theme <- x$Env$theme

lines(x.pos, obv, col = 4, lwd = 1, lend = 2, ...)

}
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 <- chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
if(!is.character(legend) || legend == "auto")
legend <- gsub("^.*[(]", " On Balance Volume (", deparse(match.call()))#,
#extended = TRUE)
mapply(function(name, value) {
assign(name, value, envir = lenv)
}, names(list(..., on = on, legend = legend)),
list(..., on = on, legend = legend))
exp <- parse(text = gsub("list", "chartOBV", as.expression(substitute(list(x = current.chob(),
..., on = on, legend = legend)))), srcfile = NULL)
exp <- c(exp, expression(
lc <- xts:::legend.coords("topleft", xlim, range(obv, na.rm=TRUE) * 1.05),
legend(x = lc$x, y = lc$y,
legend = c(paste(legend, ":"),
paste(format(last(obv),nsmall = 3L))),
text.col = c(theme$fg, 4),
xjust = lc$xjust,
yjust = lc$yjust,
bty = "n",
y.intersp=0.95)))
exp <- c(expression(
# add inbox color
rect(xlim[1], range(obv, na.rm=TRUE)[1] * 1.05, xlim[2], range(obv, na.rm=TRUE)[2] * 1.05, col=theme$fill),
# add grid lines and left-side axis labels
segments(xlim[1], y_grid_lines(range(obv, na.rm=TRUE) * 1.05),
xlim[2], y_grid_lines(range(obv, na.rm=TRUE) * 1.05),
col = theme$grid, lwd = x$Env$grid.ticks.lwd, lty = 3),
text(xlim[1], y_grid_lines(range(obv, na.rm=TRUE) * 1.05), y_grid_lines(range(obv, na.rm=TRUE) * 1.05),
col = theme$labels, srt = theme$srt,
offset = 0.5, pos = 2, cex = theme$cex.axis, xpd = TRUE),
# add border of plotting area
rect(xlim[1], range(obv, na.rm=TRUE)[1] * 1.05, xlim[2], range(obv, na.rm=TRUE)[2] * 1.05, border=theme$labels)), exp)

lchob <- current.chob()
x <- try.xts(lchob$Env$xdata, error=FALSE)
xsubset <- lchob$Env$xsubset
vo <- lchob$Env$vo
obv <- OBV(price = Cl(x), volume = vo)[xsubset]
lchob$Env$obv <- obv
if(is.na(on)) {
lchob$add_frame(ylim=range(obv, na.rm=TRUE) * 1.05 ,asp=1,fixed=TRUE)
lchob$next_frame()
}
else {
return(chobTA)
lchob$set_frame(sign(on)*(abs(on)+1L))
}
lchob$replot(exp, env=c(lenv,lchob$Env), expr=TRUE)
lchob
}