CoCalc -- chart.Weights.R

GitHub Repository: braverock/portfolioanalytics
Path: blob/master/R/chart.Weights.R
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#' boxplot of the weights of the optimal portfolios
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#' 
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#' This function charts the optimal weights of a portfolio run via 
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#' \code{\link{optimize.portfolio}} or \code{\link{optimize.portfolio.rebalancing}}.
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#' The upper and lower bounds on weights can be plotted for single period optimizations.
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#' The optimal weights will be charted through time for \code{optimize.portfolio.rebalancing}
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#' objects. For \code{optimize.portfolio.rebalancing} objects, the weights are
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#' plotted with \code{\link[PerformanceAnalytics]{chart.StackedBar}}.
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#' 
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#' @param object optimal portfolio object created by \code{\link{optimize.portfolio}}.
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#' @param neighbors set of 'neighbor' portfolios to overplot. See Details.
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#' @param \dots any other passthru parameters .
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#' @param main an overall title for the plot: see \code{\link{title}}
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#' @param las numeric in \{0,1,2,3\}; the style of axis labels
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#'       \describe{
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#'         \item{0:}{always parallel to the axis,}
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#'         \item{1:}{always horizontal,}
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#'         \item{2:}{always perpendicular to the axis,}
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#'         \item{3:}{always vertical [\emph{default}].}
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#'       }
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#' @param xlab a title for the x axis: see \code{\link{title}}
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#' @param cex.lab The magnification to be used for x and y labels relative to the current setting of \code{cex}
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#' @param element.color provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
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#' @param cex.axis The magnification to be used for axis annotation relative to the current setting of \code{cex}.
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#' @param colorset color palette or vector of colors to use.
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#' @param legend.loc location of the legend. If NULL, the legend will not be plotted.
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#' @param cex.legend The magnification to be used for legend annotation relative to the current setting of \code{cex}.
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#' @param plot.type "line" or "barplot" to plot.
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#' @seealso \code{\link{optimize.portfolio}} \code{\link{optimize.portfolio.rebalancing}} \code{\link[PerformanceAnalytics]{chart.StackedBar}}
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#' @name chart.Weights
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#' @export
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chart.Weights <- function(object, ...){
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  UseMethod("chart.Weights")
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}
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barplotWeights <- function(object, ..., main="Weights", las=3, xlab=NULL, cex.lab=1, element.color="darkgray", cex.axis=0.8, legend.loc="topright", cex.legend=0.8, colorset=NULL){
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  weights <- object$weights
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  columnnames <- names(weights)
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  if(is.null(xlab))
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    minmargin = 3
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  else
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    minmargin = 5
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  if(main=="") topmargin=1 else topmargin=4
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  if(las > 1) {# set the bottom border to accommodate labels
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    bottommargin = max(c(minmargin, (strwidth(columnnames,units="in"))/par("cin")[1])) * cex.lab
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    if(bottommargin > 10 ) {
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      bottommargin<-10
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      columnnames<-substr(columnnames,1,19)
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      # par(srt=45) #TODO figure out how to use text() and srt to rotate long labels
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    }
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  }
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  else {
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    bottommargin = minmargin
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  }
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  par(mar = c(bottommargin, 4, topmargin, 2) +.1)
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  if(is.null(colorset)) colorset <- 1:length(weights)
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  barplot(height=weights, las=las, main=main, xlab=xlab, ylab="Weights", cex.axis=cex.axis, cex.names=cex.lab, col=colorset, ...)
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  if(!is.null(legend.loc)){
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    legend(legend.loc, legend=names(weights), cex=cex.legend, fill=colorset, bty="n")
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  }
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  box(col=element.color)
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}
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barplotWeights <- function(object, ..., main="Weights", las=3, xlab=NULL, cex.lab=1, element.color="darkgray", cex.axis=0.8, legend.loc="topright", cex.legend=0.8, colorset=NULL){
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  weights <- object$weights
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  columnnames <- names(weights)
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  if(is.null(xlab))
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    minmargin = 3
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  else
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    minmargin = 5
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  if(main=="") topmargin=1 else topmargin=4
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  if(las > 1) {# set the bottom border to accommodate labels
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    bottommargin = max(c(minmargin, (strwidth(columnnames,units="in"))/par("cin")[1])) * cex.lab
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    if(bottommargin > 10 ) {
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      bottommargin<-10
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      columnnames<-substr(columnnames,1,19)
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      # par(srt=45) #TODO figure out how to use text() and srt to rotate long labels
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    }
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  }
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  else {
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    bottommargin = minmargin
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  }
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  par(mar = c(bottommargin, 4, topmargin, 2) +.1)
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  if(is.null(colorset)) colorset <- 1:length(weights)
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  barplot(height=weights, las=las, main=main, xlab=xlab, ylab="Weights", cex.axis=cex.axis, cex.names=cex.lab, col=colorset, ...)
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  if(!is.null(legend.loc)){
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    legend(legend.loc, legend=names(weights), cex=cex.legend, fill=colorset, bty="n")
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  }
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  box(col=element.color)
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}
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#' @rdname chart.Weights
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#' @method chart.Weights optimize.portfolio.rebalancing
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#' @export
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chart.Weights.optimize.portfolio.rebalancing <- function(object, ..., main="Weights"){
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  rebal.weights <- extractWeights(object)
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  chart.StackedBar(w=rebal.weights, main=main, ...)
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}
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###############################################################################
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# R (https://r-project.org/) Numeric Methods for Optimization of Portfolios
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#
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# Copyright (c) 2004-2021 Brian G. Peterson, Peter Carl, Ross Bennett, Kris Boudt
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#
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# This library is distributed under the terms of the GNU Public License (GPL)
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# for full details see the file COPYING
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#
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# $Id$
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#
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###############################################################################
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