感谢 FXQuantTrader 为 R 中的烛台条引入了一种美观且快速的替代方法！很棒，简洁，易读！
这是 FXQuantTrader 解决方案的一些改进版本，其中包括：
- 将其包装成一个函数
- 支持较低的分辨率（低至 1 秒条）
- 将蜡烛的胡须颜色从黑色更改为正确的颜色
- 为关闭 == 打开的条形添加小水平线
- 将第三种颜色（蓝色）添加到关闭 == 打开的条形
- 添加 'alpha' 参数，让您可以使整个烛台图表更加透明，因此当您在一些布林带和/或移动平均线顶部绘制时，条形图将不会分散注意力（更像是背景）
- 更多的 cmets 让新手弄清楚发生了什么 :)
她来了：
library(ggplot2)
library(quantmod)
draw_candles <- function(df, title_param, alpha_param = 1){
df$change <- ifelse(df$Close > df$Open, "up", ifelse(df$Close < df$Open, "down", "flat"))
# originally the width of the bars was calculated by FXQuantTrader with use of 'periodicity()', which
# seems to work ok only with: ‘minute’,‘hourly’, ‘daily’,‘weekly’, ‘monthly’,
# ‘quarterly’, and ‘yearly’, but can not do 1 sec bars while we want arbitrary bar size support!-)
# df$width <- as.numeric(periodicity(df)[1])
# So let us instead find delta (seconds) between 1st and 2nd row and just
# use it for all other rows. We check 1st 3 rows to avoid larger "weekend gaps"
width_candidates <- c(as.numeric(difftime(df$Date[2], df$Date[1]), units = "secs"),
as.numeric(difftime(df$Date[3], df$Date[2]), units = "secs"),
as.numeric(difftime(df$Date[4], df$Date[3]), units = "secs"))
df$width_s = min(width_candidates) # one (same) candle width (in seconds) for all the bars
# define the vector of candle colours either by name or by rgb()
#candle_colors = c("down" = "red", "up" = "green", "flat" = "blue")
candle_colors = c("down" = rgb(192,0,0,alpha=255,maxColorValue=255), "up" = rgb(0,192,0,alpha=255,maxColorValue=255), "flat" = rgb(0,0,192,alpha=255,maxColorValue=255))
# Candle chart:
g <- ggplot(df, aes(x=Date))+
geom_linerange(aes(ymin=Low, ymax=High, colour = change), alpha = alpha_param) + # candle whiskerss (vertical thin lines:)
theme_bw() +
labs(title=title_param) +
geom_rect(aes(xmin = Date - width_s/2 * 0.9, xmax = Date + width_s/2 * 0.9, ymin = pmin(Open, Close), ymax = pmax(Open, Close), fill = change), alpha = alpha_param) + # cabdke body
guides(fill = FALSE, colour = FALSE) +
scale_color_manual(values = candle_colors) + # color for line
scale_fill_manual(values = candle_colors) # color for candle fill
# Handle special cases: flat bar and Open == close:
if (any(df$change == "flat")) g <- g + geom_segment(data = df[df$change == "flat",], aes(x = Date - width_s / 2 * 0.9, y = Close, yend = Close, xend = Date + width_s / 2 * 0.9, colour = change), alpha = alpha_param)
#print(g)
g
}