[R-SIG-Finance] Quantmod graphing issue
Jon Golenbock
jongolenbock at gmail.com
Tue Feb 14 15:58:45 CET 2017
Hi, having an issue and I'm running into a wall. What I'm trying to do is
set up some alerts given a list of products, terms, and rules. For example,
look at the prompt 3 months for natural gas and crude, and if there is RSI
divergence on any of those charts, graph them with the relevant technical
indicators) and email them out (haven't written this part yet but it should
be pretty simple I think).
The issue I'm having might be a graphics issue (my suspicion) or I might be
using a purrr function incorrectly, as I'm still figuring out how to best
use it's mapping functions.
Code below -- should be spitting out two graphs, but it only creates one
and then throws the error "Error: is.list(res) is not TRUE". This
particular (vanilla) example is looking to flag natgas pricing as it breaks
bollinger bands.
Worth noting, I am using the lmap() function instead of the map() function
because I want the name passed as well. i.e if I pass df[[1]] to
graph_send(), it will pass an unnamed dataframe. if i pass df[1], it passes
a (named) list containing the dataframe, which I can still access using
mylist[[1]].
Any help is appreciated, thank you in advance!!
library(TTR)
library(dplyr)
library(purrr)
library(magrittr)
library(quantmod)
graph_send <- function(mylist){
#print(df %>% str())
df2 <- mylist[[1]] %<>% dplyr::select(COB_DT, PRICE,QUOTE_DEF_CD) %>%
dplyr::rename (Date = COB_DT, Close = PRICE) %>%
dplyr::mutate (Open = lag(Close))
df2$Open[1] <- df2$Close[1]
df2$High <- pmax(df2$Close, df2$Open)
df2$Low <- pmin(df2$Close, df2$Open)
#print(df2 %>% str())
df3 <- df2 %>% select(Date, Open, High, Low, Close)
ts <- xts(df3[,-1], df3[,1]) %>% zoo::na.locf()
#print(ts)
candleChart(ts, theme = "white", name = names(mylist))
plot(addBBands())
}
df <- structure(list(`Henry Hub xh19` = structure(list(COB_DT =
structure(c(17151,
17152, 17153, 17154, 17155, 17156, 17157, 17158, 17159, 17160,
17161, 17162, 17163, 17164, 17165, 17166, 17167, 17168, 17169,
17170, 17171, 17172, 17173, 17174, 17175, 17176, 17177, 17178,
17179, 17180, 17181, 17182, 17183, 17184, 17185, 17186, 17187,
17188, 17189, 17190, 17191, 17192, 17193, 17194, 17195, 17196,
17197, 17198, 17199, 17200, 17201, 17202, 17203, 17204, 17205,
17206, 17207, 17208, 17209, 17210), class = "Date"), PRICE = c(-0.86,
-0.86,
-0.86, -0.86, -0.83, -0.87, -0.87, -0.83, -0.83, -0.83,
-0.83,
-0.81, -0.81, -0.78, -0.77, -0.77, -0.77, -0.77, -0.75,
-0.775,
-0.755, -0.755, -0.755, -0.755, -0.73, -0.74, -0.72,
-0.72,
-0.72, -0.72, -0.72, -0.72, -0.72, -0.71, -0.71, -0.7,
-0.7, -0.7,
-0.7, -0.735, -0.7, -0.7, -0.72, -0.72, -0.72, -0.72,
-0.72,
-0.72, -0.72, -0.72, -0.72, -0.72, -0.665, -0.68, -0.635,
-0.635,
-0.635, -0.635, -0.635, -0.585), CURVE_START_DT = c("",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", ""), QUOTE_DEF_CD = c("Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion South
Basis"), dn = c(NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA,
NA, -0.894741986767873, -0.891255877526362, -0.88636710179481,
-0.880094879733141, -0.872383869796585, -0.870767185654083,
-0.858363089262289,
-0.844740808202286, -0.83891646141184, -0.831269081190139,
-0.821607558621575,
-0.809474309040864, -0.800695515162401, -0.789713052669259,
-0.785893441660804,
-0.783099173310338, -0.780390228494039, -0.77657550056119,
-0.771630648315995,
-0.769709751494918, -0.761836566749306, -0.757707733980463,
-0.752643214660164,
-0.746563490998189, -0.739223944189474, -0.737874662159694,
-0.733967566619156,
-0.733967566619156, -0.733967566619156, -0.733967566619156,
-0.733967566619156,
-0.733967566619156, -0.733967566619156, -0.740086079144498,
-0.741578029864691,
-0.75138715591489, -0.757590834083357, -0.761721993725188,
-0.764454364360499,
-0.766130855814034, -0.769658234195486), mavg = c(NA, NA, NA,
NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
-0.81675,
-0.8115, -0.80625, -0.801, -0.79575, -0.79075, -0.78425,
-0.77675,
-0.77125, -0.76575, -0.76025, -0.75475, -0.75025, -0.74575,
-0.74225,
-0.73925, -0.73575, -0.73225, -0.72875, -0.72625, -0.72425,
-0.7215,
-0.71875, -0.717, -0.71525, -0.71475, -0.71375, -0.71375,
-0.71375,
-0.71375, -0.71375, -0.71375, -0.71375, -0.711, -0.7095,
-0.70575,
-0.7025, -0.69925, -0.696, -0.69275, -0.68525), up = c(NA,
NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA,
-0.738758013232128, -0.731744122473638, -0.72613289820519,
-0.721905120266859,
-0.719116130203415, -0.710732814345917, -0.710136910737711,
-0.708759191797714,
-0.70358353858816, -0.700230918809861, -0.698892441378425,
-0.700025690959136,
-0.699804484837599, -0.701786947330742, -0.698606558339196,
-0.695400826689663,
-0.691109771505961, -0.687924499438811, -0.685869351684006,
-0.682790248505082,
-0.686663433250695, -0.685292266019537, -0.684856785339835,
-0.687436509001811,
-0.691276055810526, -0.691625337840306, -0.693532433380844,
-0.693532433380844,
-0.693532433380844, -0.693532433380844, -0.693532433380844,
-0.693532433380844,
-0.693532433380844, -0.681913920855502, -0.677421970135309,
-0.66011284408511,
-0.647409165916643, -0.636778006274811, -0.627545635639501,
-0.619369144185966,
-0.600841765804514), pctB = c(NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA,
0.767655702400944, 0.854205870165024,
0.819844320699827, 0.790789999018899,
0.765874606803529, 0.879605952792593,
0.798530262605824, 0.917335824507027,
0.878695729987092, 0.849134932671232,
0.827995449169055, 0.817500582547799,
0.799828437697737, 0.792859554063748,
0.869471320005496, 0.833529663067839,
0.900423577634397, 0.863786077897535,
0.835232804645777, 0.8020035676351,
0.356996781966012, 0.796897894958033,
0.77660403694367, 0.449261743138118,
0.400934114919529, 0.38648482810809,
0.345431447865779, 0.345431447865779,
0.345431447865779, 0.345431447865779,
0.345431447865779, 0.345431447865779,
0.345431447865779, 1.29075628879841,
0.959816268711555, 1.27513594549958,
1.11262459647885, 1.01423042685842,
0.945552307510719, 0.893495001927707,
1.09384016829345), cross_up = c(NA, NA, NA, NA,
NA, NA, NA, NA,
NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, TRUE, FALSE, TRUE, TRUE, TRUE, FALSE, FALSE,
TRUE), cross_dn =
c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE
)), class =
"data.frame", .Names = c("COB_DT", "PRICE", "CURVE_START_DT",
"QUOTE_DEF_CD", "dn", "mavg", "up", "pctB", "cross_up",
"cross_dn"
), row.names =
c(NA, -60L)), `Dominion South Basis xh19` = structure(list(
COB_DT =
structure(c(17151, 17152, 17153, 17154, 17155, 17156,
17157, 17158, 17159, 17160, 17161, 17162, 17163, 17164, 17165,
17166, 17167, 17168, 17169, 17170, 17171, 17172, 17173, 17174,
17175, 17176, 17177, 17178, 17179, 17180, 17181, 17182, 17183,
17184, 17185, 17186, 17187, 17188, 17189, 17190, 17191, 17192,
17193, 17194, 17195, 17196, 17197, 17198, 17199, 17200, 17201,
17202, 17203, 17204, 17205, 17206, 17207, 17208, 17209, 17210
), class =
"Date"), PRICE = c(2.95, 2.95, 2.95, 2.975, 2.905,
2.96, 2.955, 2.95, 2.95, 2.95, 2.95, 2.96, 2.955, 2.96, 2.97,
2.97, 2.97, 2.97, 2.94, 2.92, 2.925, 2.925, 2.925, 2.925,
2.895, 2.94, 2.95, 2.97, 2.97, 2.97, 2.97, 2.97, 2.975,
2.975,
2.975, 2.95, 2.95, 2.95, 2.965, 2.955, 2.945, 2.955, 2.955,
2.955, 2.955, 2.95, 2.945, 2.96, 2.98, 2.935, 2.935, 2.935,
2.95, 2.98, 2.97, 2.975, 2.96, 2.96, 2.96, 2.94),
CURVE_START_DT = c("",
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "", "", "", "", "", ""),
QUOTE_DEF_CD =
c("Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub"), dn = c(NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
2.92007584473369,
2.91663946027188, 2.9135, 2.9106138770061,
2.9086350423062,
2.90576852275423, 2.90519066900209, 2.90512519592525,
2.90469624714387,
2.90440892112191, 2.90425071429154, 2.90421160864688,
2.90401373833782,
2.90371324973884, 2.90340911790111, 2.90321956918171,
2.90297106144673,
2.90282023993206, 2.9027725465393, 2.90365498942402,
2.90744321845618,
2.9100147084275, 2.9134290744498, 2.91717246420653,
2.92130686340485,
2.93832051661132, 2.94027625158384, 2.93939934053801,
2.93938458814558,
2.9384612414305, 2.9346043937093, 2.93139748533183,
2.92873214892687,
2.92907714041705, 2.92838750305027, 2.92887531407233,
2.92854248688935,
2.9290613918672, 2.92961818808345, 2.92962051473909,
2.92798148782779
), mavg = c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, 2.953, 2.95175, 2.9505, 2.94925,
2.94675, 2.94625, 2.94525, 2.945, 2.946, 2.947, 2.948, 2.949,
2.9495, 2.9505, 2.95125, 2.9515, 2.9505, 2.9495, 2.9485,
2.94975, 2.9515, 2.9525, 2.954, 2.9555, 2.957, 2.96, 2.9605,
2.96025, 2.95975, 2.96025, 2.9585, 2.95675, 2.955, 2.95375,
2.954, 2.95375, 2.955, 2.9555, 2.956, 2.95575, 2.955), up =
c(NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, 2.98592415526631, 2.98686053972812, 2.9875, 2.9878861229939,
2.9848649576938, 2.98673147724577, 2.98530933099791, 2.98487480407475,
2.98730375285613, 2.98959107887809, 2.99174928570845, 2.99378839135312,
2.99498626166217, 2.99728675026116, 2.99909088209889, 2.99978043081829,
2.99802893855326, 2.99617976006793, 2.99422745346069, 2.99584501057598,
2.99555678154382, 2.9949852915725, 2.9945709255502, 2.99382753579347,
2.99269313659515, 2.98167948338868, 2.98072374841616, 2.98110065946199,
2.98011541185442, 2.9820387585695, 2.9823956062907, 2.98210251466817,
2.98126785107313, 2.97842285958295, 2.97961249694973, 2.97862468592767,
2.98145751311065, 2.9819386081328, 2.98238181191655, 2.98187948526091,
2.98201851217221), pctB = c(NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
-0.00115180986540484,
0.119060256448094, 0.155405405405416,
0.186174515959769,
0.214678943438289, -0.133005555711918,
0.434472195750436,
0.56269623282195, 0.790530500746511,
0.770009595974702, 0.75143267648539,
0.734435747361799, 0.725342765605294,
0.761826263453277,
0.748218667361821, 0.743369825017154,
0.494740046640864,
0.505355640209733, 0.516401525631536,
0.665419204914405,
0.539721467131223, 0.411734158782905,
0.512324096461183,
0.493477274371434, 0.471983409265977,
0.384683598996404,
0.240404207372084, 0.134304132495249,
0.50613785770176, 0.953215357290844,
0.00827780400054887, 0.071048468274765,
0.119306506186558,
0.424005565966269, 1.00756472613798,
0.826637289959252, 0.877964473009239,
0.585102815878129, 0.575809804357899,
0.581325750537434,
0.222412546175904), cross_up = c(NA, NA, NA, NA,
NA, NA,
NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, TRUE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE), cross_dn = c(NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA,
TRUE, FALSE, FALSE, FALSE, FALSE, TRUE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE)), class =
"data.frame", .Names = c("COB_DT",
"PRICE", "CURVE_START_DT", "QUOTE_DEF_CD", "dn",
"mavg", "up",
"pctB", "cross_up", "cross_dn"), row.names = c(NA,
-60L)), `Henry Hub jv18` = structure(list(
COB_DT = structure(c(17151, 17152, 17153, 17154,
17155, 17156,
17157, 17158, 17159, 17160,
17161, 17162, 17163, 17164, 17165,
17166, 17167, 17168, 17169,
17170, 17171, 17172, 17173, 17174,
17175, 17176, 17177, 17178,
17179, 17180, 17181, 17182, 17183,
17184, 17185, 17186, 17187,
17188, 17189, 17190, 17191, 17192,
17193, 17194, 17195, 17196,
17197, 17198, 17199, 17200, 17201,
17202, 17203, 17204, 17205,
17206, 17207, 17208, 17209, 17210
), class = "Date"), PRICE = c(-0.58, -0.58, -0.58,
-0.645,
-0.61, -0.675, -0.685,
-0.685, -0.685, -0.685, -0.685, -0.63,
-0.62, -0.58, -0.59,
-0.59, -0.59, -0.59, -0.555, -0.545,
-0.51, -0.49, -0.49,
-0.49, -0.465, -0.48, -0.46, -0.46,
-0.43, -0.43, -0.43,
-0.43, -0.43, -0.41, -0.38, -0.37, -0.37,
-0.37, -0.37, -0.385,
-0.37, -0.35, -0.465, -0.465, -0.465,
-0.5, -0.49, -0.475,
-0.475, -0.375, -0.375, -0.375, -0.295,
-0.295, -0.265, -0.285,
-0.26, -0.26, -0.26, -0.27), CURVE_START_DT = c("",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", "", "", "", "", "",
"", "", "", "", "", "", "",
"", "", "", "", "", "", ""),
QUOTE_DEF_CD = c("Dominion South Basis", "Dominion
South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis", "Dominion
South Basis", "Dominion South Basis",
"Dominion South Basis"), dn = c(NA,
NA, NA, NA, NA, NA, NA,
NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, -0.713921801503932,
-0.720596316101235, -0.728803179455088, -0.735135162694137,
-0.735660162446852, -0.740184328913496, -0.732877433700339,
-0.722778780170072, -0.709329903557334, -0.695083239700345,
-0.676323574997258, -0.652432125306766, -0.638170250551281,
-0.623004896808335, -0.615203884726974, -0.605732722363753,
-0.593744876941616, -0.577680534934208, -0.556963571902068,
-0.541539596198718, -0.524069645625611, -0.513641930997681,
-0.507274996479865, -0.50260074692116, -0.497706792863262,
-0.497706792863262, -0.50222910301065, -0.507668380045843,
-0.510039591914492, -0.515420178875468, -0.514712232154113,
-0.513652444925869, -0.512258837989343, -0.517680034178804,
-0.522046125247264, -0.529833230325465, -0.533588195172019,
-0.53892091461952, -0.542798305725634, -0.545459666783158,
-0.545505649627349), mavg = c(NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
-0.61925,
-0.61575, -0.61125, -0.60675, -0.599, -0.59175,
-0.582, -0.57075,
-0.5595, -0.54675, -0.534, -0.52125, -0.51125,
-0.50175,
-0.49325, -0.48275, -0.47175, -0.46075, -0.44975,
-0.4405,
-0.4325, -0.4255, -0.4185, -0.41725, -0.416,
-0.416, -0.417,
-0.4185, -0.41925, -0.4215, -0.41875, -0.416,
-0.41325, -0.4065,
-0.40075, -0.395, -0.39075, -0.38525, -0.37975,
-0.37425,
-0.3685), up = c(NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA,
NA, -0.524578198496067, -0.510903683898765,
-0.493696820544912,
-0.478364837305863, -0.462339837553148,
-0.443315671086504,
-0.431122566299662, -0.418721219829928,
-0.409670096442666,
-0.398416760299655, -0.391676425002742,
-0.390067874693234,
-0.384329749448719, -0.380495103191665,
-0.371296115273026,
-0.359767277636247, -0.349755123058384,
-0.343819465065792,
-0.342536428097931, -0.339460403801282,
-0.340930354374389,
-0.337358069002319, -0.329725003520135,
-0.331899253078839,
-0.334293207136738, -0.334293207136738,
-0.33177089698935,
-0.329331619954156, -0.328460408085508,
-0.327579821124531,
-0.322787767845886, -0.31834755507413,
-0.314241162010656,
-0.295319965821196, -0.279453874752735,
-0.260166769674534,
-0.24791180482798, -0.231579085380479,
-0.216701694274365,
-0.203040333216842, -0.19149435037265
), pctB = c(NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA,
0.892144222569356, 1.00430956438132,
1.01572403469667, 0.954686497839878,
0.898799467410229, 0.92695648953911,
0.838022716513673, 0.86424024410413,
0.832043195776087, 0.893539574258111,
0.865364627757573, 0.847798908527417,
0.820082885304309,
0.795864339868325, 0.841317540586662,
0.917741606402606,
0.917025708582399, 0.888050905826529,
0.871921197032991,
0.848873128220668, 0.7593654244017,
0.814833129770324, 0.885806830279832,
0.220271926594225, 0.200147329965559,
0.200147329965559,
0.0130771234936691,
0.0990731245580526, 0.192971414319677,
0.215183677029951, 0.72795426397407,
0.709928179633002, 0.693164573874287,
1.00143895360151, 0.935916645253204,
0.982077006114149, 0.870174097595693,
0.907526695308968, 0.867222460445268,
0.83365522562666, 0.778239706493471
), cross_up = c(NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA,
FALSE, TRUE, TRUE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, TRUE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE,
FALSE), cross_dn = c(NA, NA, NA,
NA, NA, NA, NA, NA, NA,
NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE,
FALSE)), class = "data.frame", .Names = c("COB_DT",
"PRICE", "CURVE_START_DT",
"QUOTE_DEF_CD", "dn", "mavg", "up",
"pctB", "cross_up", "cross_dn"),
row.names = c(NA, -60L)), `Dominion South Basis jv18` = structure(list(
COB_DT = structure(c(17151, 17152,
17153, 17154, 17155, 17156,
17157, 17158,
17159, 17160, 17161, 17162, 17163, 17164, 17165,
17166, 17167,
17168, 17169, 17170, 17171, 17172, 17173, 17174,
17175, 17176,
17177, 17178, 17179, 17180, 17181, 17182, 17183,
17184, 17185,
17186, 17187, 17188, 17189, 17190, 17191, 17192,
17193, 17194,
17195, 17196, 17197, 17198, 17199, 17200, 17201,
17202, 17203,
17204, 17205, 17206, 17207, 17208, 17209, 17210
), class = "Date"), PRICE = c(2.92,
2.92, 2.92, 2.94, 2.86,
2.93,
2.93, 2.94, 2.94, 2.94, 2.94, 2.965, 2.97, 2.975, 2.98,
2.98,
2.98, 2.98, 2.92, 2.89, 2.9, 2.91, 2.91, 2.91, 2.85,
2.905,
2.91, 2.96, 2.97, 2.97, 2.97, 2.97, 2.985, 2.965,
2.975,
2.92, 2.92, 2.92, 2.94, 2.94, 2.95, 2.96, 2.96, 2.96,
2.96,
2.945, 2.925, 2.945, 2.97, 2.92, 2.92, 2.92, 2.93,
2.965,
2.955, 2.96, 2.935, 2.935, 2.935, 2.905), CURVE_START_DT = c("",
"", "", "", "",
"", "", "", "", "", "", "", "", "", "", "",
"", "", "", "",
"", "", "", "", "", "", "", "", "", "", "",
"", "", "", "",
"", "", "", "", "", "", "", "", "", "", "",
"", "", "", "",
"", "", "", "", "", "", "", "", "", ""),
QUOTE_DEF_CD = c("Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub", "Henry
Hub", "Henry Hub", "Henry Hub", "Henry Hub",
"Henry Hub"), dn =
c(NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 2.87802381402466,
2.87511548720997, 2.87385702627089, 2.87262229289889, 2.86993521627356,
2.86704287027043, 2.8644565921701, 2.86260604668442, 2.86279282077821,
2.86278692190085, 2.8629294882634, 2.86321267138588, 2.86311137034422,
2.86245437829422, 2.86269393040897, 2.86291778554333, 2.86163828369988,
2.86088614260888, 2.86071158286838, 2.86182468606366, 2.86702941812813,
2.87120520382413, 2.87427329309938, 2.87773118034116, 2.88159653006341,
2.90425067568061, 2.9110874415183, 2.9144846804476, 2.91370567051746,
2.91370567051746, 2.90962674152363, 2.90620835435588, 2.90340673131383,
2.90450413929979, 2.90450413929979, 2.90605411955924, 2.90856931373228,
2.91074342170337, 2.91305220827881, 2.91257822060098, 2.90649051848137
), mavg = c(NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA,
NA, NA, NA, NA, NA, 2.941, 2.94, 2.9395, 2.939, 2.9375,
2.937,
2.93575, 2.93475, 2.93575, 2.93725, 2.93875, 2.94025,
2.9405,
2.94125, 2.94075, 2.9405, 2.9375, 2.9345, 2.9315,
2.9325,
2.935, 2.9375, 2.94, 2.9425, 2.945, 2.9505, 2.9525,
2.95325,
2.9525, 2.9525, 2.95, 2.9475, 2.945, 2.94225, 2.94225,
2.94125,
2.94325, 2.944, 2.94475, 2.9445, 2.94275), up = c(NA,
NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA,
3.00397618597533, 3.00488451279003, 3.00514297372911,
3.0053777071011,
3.00506478372643, 3.00695712972957, 3.0070434078299,
3.00689395331558,
3.00870717922179, 3.01171307809915, 3.0145705117366,
3.01728732861412,
3.01788862965578, 3.02004562170578, 3.01880606959103,
3.01808221445667,
3.01336171630012, 3.00811385739112, 3.00228841713162,
3.00317531393634,
3.00297058187187, 3.00379479617587, 3.00572670690062,
3.00726881965885,
3.00840346993659, 2.99674932431939, 2.9939125584817,
2.9920153195524,
2.99129432948254, 2.99129432948254, 2.99037325847637,
2.98879164564413,
2.98659326868617, 2.97999586070021, 2.97999586070021,
2.97644588044076,
2.97793068626772, 2.97725657829663, 2.97644779172119,
2.97642177939902,
2.97900948151863), pctB = c(NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA,
NA, 0.095085037223641, 0.191760034251622,
0.275299637385869,
0.281553165463918, 0.296491615281828,
-0.121809387665777,
0.284341912274921, 0.328467952873774, 0.666193377119756,
0.719907643063004, 0.706078799023163, 0.69308821148912,
0.690596474774226,
0.777616947825876, 0.655337055318415, 0.722344774776124,
0.384658554713109, 0.401513108306767, 0.418772021850563,
0.55305954499725, 0.53678061789603, 0.594275876245545,
0.652145154862543,
0.635095869371843, 0.618290055851844, 0.602704203140293,
0.409447758421942, 0.135627923022663, 0.40333638833254,
0.725548427224084,
0.128466946536447, 0.167002857708663, 0.19947060197853,
0.337730551473016,
0.80135754726439, 0.695335360670196, 0.741488877565705,
0.364688424652042,
0.346203797321917, 0.351198771201796, -0.0205534996494938
), cross_up = c(NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA,
NA, NA, NA, NA, NA, NA, FALSE, FALSE, FALSE, FALSE,
FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE),
cross_dn = c(NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, FALSE, FALSE, FALSE,
FALSE, FALSE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE,
FALSE, TRUE)), class = "data.frame", .Names = c("COB_DT",
"PRICE",
"CURVE_START_DT", "QUOTE_DEF_CD", "dn", "mavg", "up",
"pctB",
"cross_up", "cross_dn"), row.names = c(NA, -60L))), .Names = c("Henry Hub
xh19",
"Dominion South Basis
xh19", "Henry Hub jv18", "Dominion South Basis jv18"
))
process_lgl <- df %>% map_lgl( ~ .$cross_up[nrow(.)] == TRUE |
.$cross_dn[nrow(.)] == TRUE)
process_df <- data.frame(Names = names(process_lgl), Process =
process_lgl, row.names = NULL)
process_df
df[process_df$Process == TRUE] %>% lmap(graph_send)
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