Candlestick plotter

[przmv]

Candlestick chart with optional bars compression annually, quarterly, monthly, weekly or daily.

[danvk]

Let's please not modify built-in objects.

[danvk]

This is cool, but it could really benefit from some documentation. What assumptions does it make about the data?

[przmv]

@danvk: This is cool, but it could really benefit from some documentation. What assumptions does it make about the data?

@danielkrizian could you please write some documentation for this plugin since you are more competent in this question. Thanks!

[danielkrizian]

What assumptions does it make about the data?

Candlesticks are traditional way of displaying price ranges as well as trend in which a financial stock traded during a day (or week, month, etc.), from the stock exchange open till close during the period, marking the highest and lowest price reached during that period and color-coding the trend.

The data argument is a table containing a date column and columns with names Open,High,Low and Close (case-insensitive, order doesn't matter). High value is always the highest of the four, Low value is always the lowest. If Close is higher than Open for that period, the candlestick will be green, otherwise it will be red.
Note that in order to keep the chart legible and not too clunky, the candlestick plotter algorithm will not necessarily plot one candlestick for each date in the data, but will attempt to compress the periodicity of the data so that only 20-50 candlesticks are displayed on each redraw ( @pshevtsov please confirm). For example, weekly candlestick is formed from daily data by treating Monday's Open as week's Open, Friday's Close as week's Close, the highest (lowest) of the daily Highs (Lows) as weekly High (Low) respectively.

http://en.wikipedia.org/wiki/Candlestick_chart#/media/File:Candlestick_chart_scheme_03-en.svg

[coveralls]

Coverage remained the same at 90.97% when pulling f1069a5 on pshevtsov:candlestick-plotter into 57894b1 on danvk:master.

[coveralls]

Coverage remained the same at 90.97% when pulling fe2562e on pshevtsov:candlestick-plotter into 57894b1 on danvk:master.

[coveralls]

Coverage remained the same at 90.97% when pulling 06e4ae3 on pshevtsov:candlestick-plotter into 57894b1 on danvk:master.

[danvk]

Remove this—it's a relic of when dygraphs supported canvas emulation.

[danvk]

I'd like to merge this. I have three comments which should be easy to address:

1. Any reason to put the data handler in src/datahandlers rather than src/extras? I'd prefer the latter.
2. The vertical lines would look crisper if you did the standard draw-on-half-pixel trick.
3. You should include some documentation about assumptions, either in tests/candlestick.html or one of the JS files. For example, I'd like the documentation to include answers to the following questions:
   1. Does the candlestick plotter work require that you use the Compress data handler?
   2. Do the series have to be named in a particular way or appear in a particular order?

[coveralls]

Coverage remained the same at 90.9% when pulling 1cc4cd6 on pshevtsov:candlestick-plotter into 9fc0dc8 on danvk:master.

[przmv]

@danvk do you have any more questions or suggestions about this PR? Thanks!

[danvk]

Sorry this has been pending for so long. I'll be happy to merge it if you guys add a unit test (e.g. in auto_tests). During my recent module refactor (see #674) I was reminded of the value of having unit tests, even for "extras".

[przmv]

Hello @danvk !

I've changed the Candlestick plotter code to adapt using ES6 modules, added one more demo and created a couple of test cases. Hope it is good enough now to merge. Please let me know if you have any suggestions/notes.

Cheers

[przmv]

@danvk any feedback of this PR? Thanks.

[przmv]

If nobody has any objections, I'd like to merge this PR.

[algoquant]

@pshevtsov Do you have a simple example of R code for creating a candlestick plot using your branch of dygraphs?

[przmv]

@algoquant Please check rstudio/dygraphs#128