[R-SIG-Finance] Performanceanalytics Charts - removing default date in title?

Joshua Ulrich jo@h@m@u|r|ch @end|ng |rom gm@||@com
Tue May 23 19:11:08 CEST 2023


Hi Ed,

It's not helpful to give an answer you're not sure is correct.
Especially from ChatGPT, which is known to confidently give wrong
answers. And that's what it did in this case. There are at least two
issues:

1. "chart.CumReturns.custom is a copy of the chart.CumReturns
function" is false.
The definition of chart.CumReturns.custom() isn't even close to the
definition of chart.CumReturns() in PerformanceAnalytics version
2.0.4. You can find the actual chart.CumReturns() code on GitHub:
https://github.com/braverock/PerformanceAnalytics/blob/691961b6a9d97cbc9c0660431f7bf0e9884cf03d/R/chart.CumReturns.R#L42

2. The code you pasted throws an error. You could have run the code
yourself to see if it was correct.
    i. The 'returns' object can't be converted to xts, which causes an error
    ii. It errors even if you make 'returns' an xts object because it
uses `class(x) == "numeric"` (which the real function does not)

There's already enough noise in time series data. We don't need
ChatGPT adding even more noise. ;-)

Regards,
Josh


On Mon, May 22, 2023 at 10:47 PM Ed Herranz <ed.herranz using gmail.com> wrote:
>
> Jason,
>
> This is what ChatGPT 4.0 says.  No guarantees that it is correct, though:
>
> The PerformanceAnalytics package in R does not provide direct options to
> remove the date from the title of the charts.
>
> However, it's possible to work around this by making a custom version of
> the function in which the date is added to the chart title, and removing
> the part of the code that adds the date.
>
> Below is an example using the chart.CumReturns function:
>
> library(PerformanceAnalytics)
> library(zoo)
>
> # Create a custom version of chart.CumReturns
> chart.CumReturns.custom <- function (R, wealth.index = FALSE, geometric =
> FALSE,
>           main = "Cumulative Returns", ylab = "Cumulative Returns",
>           xlab = "Date", ...)
> {
>   # Convert to zoo for time series functionality
>   R = checkData(R, method = "zoo")
>   R = na.omit(R)
>
>   # Calculate returns
>   if (geometric) {
>     returns = Return.cumulative(R, geometric = TRUE)
>   } else if (wealth.index) {
>     returns = Return.cumulative(R, geometric = TRUE)
>     returns = cumprod(1 + returns) - 1
>   } else {
>     returns = Return.cumulative(R, geometric = FALSE)
>   }
>
>   # Remove the date from the chart title
>   chart.TimeSeries(returns, main = main, ylab = ylab,
>                    xlab = xlab, ...)
> }
>
> # Generate some example returns data
> returns = rnorm(100)
>
> # Create the chart
> chart.CumReturns.custom(returns)
>
>
> In this code, chart.CumReturns.custom is a copy of the chart.CumReturns
> function, with the part of the code that adds the date to the chart title
> removed. You can use this function just like chart.CumReturns, but it will
> not include the date in the chart title.
>
> Note: This code was based on the PerformanceAnalytics 2.0.4 package as of
> my knowledge cut-off in September 2021. The specifics may change in later
> versions of the package. Be sure to check the function's code for the
> specific version of the package you are using.
>
> Regards,
>
> -Ed
>
> On Sun, Feb 26, 2023 at 12:20 PM Jason Hart via R-SIG-Finance <
> r-sig-finance using r-project.org> wrote:
>
> > Hello all - is it possible to remove the date that shows up by default in
> > the main title (on the right hand side) in certain charts such as
> > chart.cumreturns, chart.rollingperformance, chart.rollingregression, etc?
> > The date can crowd out and overlap with the main title on charts,
> > particularly if they're lined up side by side in a layout.  I've tried
> > everything but I haven't had any luck.  Thanks for any tips here.
> >
> > Jason
> > _______________________________________________
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>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com



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