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

Ilya Kipnis ||y@@k|pn|@ @end|ng |rom gm@||@com
Tue May 23 19:17:11 CEST 2023


I'd just like to add--if you're going to ask Chatgpt4 for code, at least
run it to see if it works and answers the questions properly >_<

On Tue, May 23, 2023, 1:11 PM Joshua Ulrich <josh.m.ulrich using gmail.com> wrote:

> 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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> > > should go.
> > >
> >
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> >
> > _______________________________________________
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>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
>
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