ShinyApp_2_Graphs_and_Options

This vignette describes in detail graphing and data options available in av_runShiny(). Graphing options are typically set within the boxes to the side of the main screen, while all other options are set in the AVOPTS tab.

Application Options

Application defaults are initialized upon setup, and are saved persistently in a file ()avpf_constants.RD) within a cache directory chosen by tools::R_user_dir("alphavantagepf", which = "cache"). Data itself is stored in the same directory unless a Cache data directory is set up. The options can be categorized within three groups: required API options, data management options, and others.

Required API Options

This app is centered around the Alphavantage API, and requires a valid API key and entitlement status to function.

Field	Description
av api key (A above)	API key obtained form Alphavantage.
av entitlement (B above)	Entitlement status, either delayed or realtime

Data Management Options

Data is stored in one or two directories, depending on whether a Dump directory is set.

• Price series and user time series are kept in a cache directory which defaults to the temporary directory created for the package, but can be set in the Cache Data Directory (C above). Earnings data is stored in the same directory.
• The results of each call to the Alphavantage API can optionally be stored in a Dump directory. The purpose of this is to allow users to “scrape” their thoughts, analyses, etc. on a per-call basis. Please be aware that this does increase the time spent on each command issued. That directory is set in Dump Directory (D above) and data is stored as a named (by function call name) list of data.tables().

The options associated with the dumping are given below:

Field	Description
C Cache Data	Directory to store time series, earnings, and earnings estimates
D AV dump directory	Directory to store API call results. Must be set for dumping to occur.
E Capture AV Data	What to capture

None (default): Turn capture off, even if the directory is set.
nopricesonly: Capture anything but time series data.
‘all’ Capture all calls| |F Update or Cumulative|update data captured by symbol, or (cum) capture every time with a timestamp.| |G Data Saving Options|Other options
SaveEveryAVCall: Save all calls cumulatively when the call is made.
CleanOnStart: Delete dump data on every startup of the app.
None: Keep dumped data in memory, avoiding I/O overhead.
SaveNowonOptUpdate|Save next time Set Opts is pressed, (used in conjunction with None| |H Max Earnings Age|Number of days to go before reloading earnings data.| |G Max Price Age| Number of hours to go before refreshing price data.|

Non-analytic Options

Non analytic features are set as check boxes, and are described in the following table. Note that they only change “officially” when the Set Opts button is pressed.

Field	Description
UseTotRtn	Use total return data (i.e. adjusted for splits and dividends in price series)
UseLivePx	Use separate Alphavantage calls to always have the most recent price point.
verbose	Display (or not) informative messages in the console.
data2clipboard	Copy select data from each analysis to the clipboard for pasting into other applications.
	This is useful for other ad-hoc analysis without going through download boxes or extra buttons
persistOuput	Keep analyses output (graphs, tables, etc) until replaced by new ones
showGeneralHelp	Show (or not) a general help screen when AV.H is run.
showWarnings	Suppress warnings from other packages (e.g. ggplot2)

Analytics Options

These are default statistical parameters:

Field	Description
J HistVolParams	Historical volatility parameters, see TTR::volatility
K Regr Significance	Significance level below which regression results are highlighted

Graphing Options

The default graphing package used is FinanceGraphs which provides finance-specific graphing functions based on dygraphs and ggplot2. Any of the features described there can be used, most notably:

• Event Sets which can be used to highlight events or regimes in a time series.
• Automated rescaling of data to put in total return (index) terms.
• Annotations to highlight levels on a graph, e.g. last values.
• Full aesthetic control of the graphing output, including colors, line types, and point types. For example, to change color sets for timeseries lines, use an aesthtic set (e.g. lines or altlines_6, specified in L above. See Color customization

Specific options for this app are described below, referencing this example:

GraphOptions

• Historical timeframes are given by date strings in ther HistDates box. For example, time series for the past 4 years from Sys.Date() are specified as "-4y::". Note this is the parameter is used for all historical analyses and requests, not just graphs. For example, IBM EA would only report 4 years of data given the configuration described here.

• Time Series Opts are options that can be used to decorate or modify a time series graph. Choices are

TS Choice	Description
last	Add last value for each series at last point
splitts	Split first series into separate axis
lastlabel	Add label for series at last point
highlightfirst	Make first series bolder
hilow	Add high-low ranges if available

• Scatter Options apply to scatterplots, and are:

Scatter Choice	Description
last	Show last value as large point
tailhedge	Split return scatter plot regressions into three piecewise regressions, one each for big negative returns, big positive returns, and everything else

• Events are dates or date ranges highlighted in the graph. Any valid event string can be used. For example, tp,5 finds 5 turning points for the first series plotted, as seen in the picture above.

Enhancements for this app.

A few enhancements have been added to the av_runShiny() set of options.

• Tail Hedge regressions (see above) separate out large moves from smaller moves in asset regressions.
• Extra events. Im addition to any events defined or created from the FinanceGraphs package, you can also add to timeseries:

Event	Description
earn	Show EPS at report dates
surp	Show earnings suprises at report dates, color coded by sign.
div	Show dividends at ex-dates
divpct	Show dividends as percent of close at ex-dates