[R-SIG-Finance] RFC: plot.xts

Joshua Ulrich josh.m.ulrich at gmail.com
Mon Apr 20 19:36:58 CEST 2015

We have been working on a new charting engine for xts::plot.xts for
the past couple years. It started with Michael Weylandt's work during
the 2012 Google Summer of Code, and Ross Bennett took up the torch
during the 2014 GSoC.

This new engine improves the functionality, modularity, and
flexibility of plot.xts by building off the framework Jeff Ryan began
with quantmod::chart_Series.  The modular framework allows users to
plot an xts object and incrementally build custom charts by adding
panels of new data (including transformations of the original xts

The main objective was to provide functionality similar to chartSeries
and addTA for xts objects. The current code includes support for:
- basic time series plots with sensible defaults
- plotting xts objects by column "automagically" as separate panels
- small multiples with multiple pages
- "layout-safe" so multiple specifications/panels can be charted in a
single device
- Easily add data to an existing plot or add panels similar to quantmod::add*
- Event lines

The xts team would greatly appreciate any comments, feedback, and bug
reports before the upcoming CRAN release at the end of April.

The new version of plot.xts is in the main xts development code base,
which is available in the develop branch at:

Bug reports and feature requests can be submitted at:

Note that the new plot.xts includes breaking changes to the original
(and rather limited) plot.xts.  However, we believe the new
functionality more than compensates for the potential one-time


Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2015 | www.rinfinance.com

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