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ShichenXie · Apr 4, 2024 · 7e1333c · 7e1333c
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Showing 41 changed files with 125 additions and 70 deletions.
diff --git a/NEWS.md b/NEWS.md
@@ -3,10 +3,12 @@
 * fixed a bug in pq_plot function to support candle chart
 * the md_stock_symbol supports to query the constituent symbols of Chinese securities index
 * fixed a bug in md_moneycn function to query lpr
+* fixed a bug in md_stock_symbol supports to query stock symbol constituent of index
+* pq_plot supports order with multiple terms
 
 # pedquant 0.2.4
 
-* fixed mutual bugs
+* fixed several bugs
 
 # pedquant 0.2.3
 
@@ -21,7 +23,7 @@
 # pedquant 0.2.2
 
 * replace stock data source from the 163 to the Eastmoney
-* fixed mutual bugs
+* fixed several bugs
 
 # pedquant 0.2.1
 
@@ -46,7 +48,7 @@
 
 # pedquant 0.1.7
 
-* fixed mutual bugs in the functions such as get_fromto, md_stock_divsplit1_163, md_stock_symbol etc.
+* fixed several bugs in the functions such as get_fromto, md_stock_divsplit1_163, md_stock_symbol etc.
 * modified stock adjust method for 163 data
 * md_stock function supports to query listed company information, such as profile, IPO, structure of income, structure of employee
 

diff --git a/R/md_2chinamoney.R b/R/md_2chinamoney.R
@@ -57,7 +57,7 @@ md_moneycn_symbol = function() {
     )
 }
 md_moneycn_widelong = function(dt) {
-    . = name = symbol = NULL
+    . = name = symbol = value = NULL
 
     melt(dt, id.vars = 'date', variable.name = 'symbol', value.name = 'value')[
         md_moneycn_symbol()[], on = 'symbol', nomatch = 0
@@ -83,6 +83,8 @@ md_cnshibor = function(date_range = '3y', from=NULL, to=Sys.Date(), ...) {
 
 # loan prime rate, lpr
 md_cnlpr = function(date_range = 'max', from=NULL, to=Sys.Date(), ...) {
+    cn1ylpr = cn5ylpr = value = symbol = NULL 
+
     ## from/to
     to = check_to(to)
     from = check_from(date_range, from, to, default_from = "1997-01-01", default_date_range = '3y')

diff --git a/R/pq_orders.R b/R/pq_orders.R
@@ -11,7 +11,7 @@
 # current prices:
 # current values
 check_odr = function(orders) {
-    . = symbol = side = prices = values = quantity = NULL
+    . = symbol = side = prices = values = quantity = side_term = n = term = NULL
 
     if (is.null(orders)) return(orders)
     # symbol, date, side, prices, quantity, values
@@ -34,10 +34,25 @@ check_odr = function(orders) {
             ][, side := ifelse(values >= 0, 1, -1)]
         }
 
-        orders = orders[
-            data.table(side=c(1,-1, 1.1,-1.1), side_bs = c('buy', 'sell', 'buy_short', 'sell_short')), 
-            on='side', nomatch=0
-        ][]
+        # side level
+        if (!('side_term' %in% names(orders))) {
+            if ('n' %in% names(orders)) {
+                orders = orders[, side_term := n] 
+            } else if ('term' %in% names(orders)) {
+                orders = orders[, side_term := term] 
+            } else {
+                orders = orders[, side_term := 10]
+            }
+        } 
+
+        # side type
+        if (!('side_bs' %in% names(orders))) {
+            orders = orders[
+                data.table(side=c(1,-1, 1.1,-1.1), side_bs = c('buy', 'sell', 'buy_short', 'sell_short')), 
+                on='side', nomatch=0
+            ][]
+        }
+
     }
 
     return(orders)

diff --git a/R/pq_plot2.R b/R/pq_plot2.R
@@ -8,7 +8,7 @@ pp_yrng = function(dt, y, yb, yrng=NULL, ...) {
 
 pp_dtpre = function(dt, x='date', y='close', 
                     addti = NULL, markline = TRUE, 
-                    orders = NULL, order_y = 'prices', order_type = 'side_bs') {
+                    orders = NULL, order_y = 'prices', order_type = 'side_bs', order_term = 'side_term') {
     sybnam = symbol = name = markline_value = NULL
 
     dt = setorderv(copy(dt), c('symbol', x))[, sybnam := sprintf('%s %s', symbol, name[.N]), by = 'symbol']
@@ -31,10 +31,11 @@ pp_dtpre = function(dt, x='date', y='close',
         dt = merge(
             dt, 
             dcast(orders, 
-                  sprintf('%s ~ %s', paste0(dtodr_cols,collapse='+'), order_type), 
+                  sprintf('%s ~ %s + %s', paste0(dtodr_cols,collapse='+'), order_type, order_term), 
                   value.var = order_y), 
             by = dtodr_cols, all.x = TRUE
         )
+
     }
 
     return(dt)
@@ -101,14 +102,31 @@ p_markline = function(e, dt, markline = TRUE) {
 }
 # orders
 p_orders = function(e, orders, color_up = "#CF002F", color_down = "#000000", orders_ml=FALSE, ...) {
+    side_term = side_bs = NULL
+
     if (is.null(orders)) return(e)
 
-    # long
-    if ('buy' %in% unique(orders$side_bs)) e = e_scatter_(e, 'buy', symbol = 'triangle', symbolSize = 12, color = color_up, legend = FALSE)
-    if ('sell' %in% unique(orders$side_bs)) e = e_scatter_(e, 'sell', symbol = 'triangle', symbolSize = 12, symbolRotate=180, color = color_down, legend = FALSE) 
-    # short
-    if ('buy_short' %in% unique(orders$side_bs)) e = e_scatter_(e, 'buy_short', symbol = 'triangle', symbolSize = 12, color = color_up, legend = FALSE)
-    if ('sell_short' %in% unique(orders$side_bs)) e = e_scatter_(e, 'sell_short', symbol = 'triangle', symbolSize = 12, symbolRotate=180, color = color_down, legend = FALSE) 
+    lvls = orders[order(-side_term)][,unique(side_term)]
+    sybs = rep_len(c('triangle', 'arrow', 'diamond'), length(lvls))
+    cols = orders[, unique(paste(side_bs, side_term, sep = '_'))]
+
+    for (i in seq_along(lvls) ) {
+        sybi = sybs[i]
+        sybsize = 12 - (i*i-1)
+
+        # long
+        col1 = sprintf('buy_%s', lvls[i])
+        if (col1 %in% cols) e = e_scatter_(e, col1, symbol = sybi, symbolSize = sybsize, color = color_up, legend = FALSE)
+        col2 = sprintf('sell_%s', lvls[i])
+        if (col2 %in% cols) e = e_scatter_(e, col2, symbol = sybi, symbolSize = sybsize, symbolRotate=180, color = color_down, legend = FALSE) 
+
+        # short
+        col3 = sprintf('buy_short_%s', lvls[i])
+        if (col3 %in% cols) e = e_scatter_(e, col3, symbol = sybi, symbolSize = sybsize, color = color_up, legend = FALSE)
+        col4 = sprintf('sell_short_%s', lvls[i])
+        if (col4 %in% cols) e = e_scatter_(e, col4, symbol = sybi, symbolSize = sybsize, symbolRotate=180, color = color_down, legend = FALSE) 
+    }
+
 
     if (isFALSE(orders_ml)) return(e)
     for (o in split(orders,by='side_bs')) {
@@ -414,8 +432,11 @@ pp_candle = function(
 #' 
 #' # orders 
 #' b2 = dt_banks[symbol %in% c('601988.SH', '601398.SH')]
-#' b2orders = b2[sample(.N, 10), .(symbol, date, prices=close, 
-#'               side=sample(c(-1, 1), 10, replace=TRUE))]
+#' b2orders = b2[sample(.N, 20), .(
+#'     symbol, date, prices=close,
+#'     side = sample(c(-1,  1), 20, replace=TRUE),
+#'     term = sample(c(10, 20), 20, replace=TRUE)
+#' )]
 #'                 
 #' e5 = pq_plot(b2, orders=b2orders)
 #' e5[[1]]

diff --git a/docs/404.html b/docs/404.html
diff --git a/docs/LICENSE.html b/docs/LICENSE.html
diff --git a/docs/authors.html b/docs/authors.html
diff --git a/docs/index.html b/docs/index.html
diff --git a/docs/news/index.html b/docs/news/index.html
diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml
@@ -2,5 +2,5 @@ pandoc: 3.1.1
 pkgdown: 2.0.7
 pkgdown_sha: ~
 articles: {}
-last_built: 2024-01-10T12:48Z
+last_built: 2024-04-04T02:09Z
 
diff --git a/docs/reference/crossover.html b/docs/reference/crossover.html
diff --git a/docs/reference/dt_banks.html b/docs/reference/dt_banks.html
diff --git a/docs/reference/dt_ssec.html b/docs/reference/dt_ssec.html
diff --git a/docs/reference/ed_code.html b/docs/reference/ed_code.html
diff --git a/docs/reference/ed_fred.html b/docs/reference/ed_fred.html
diff --git a/docs/reference/ed_fred_symbol.html b/docs/reference/ed_fred_symbol.html