Strange issue with add_TA on main panel (on=1)

SamoPP commented 2 years ago

Description

add_TA for main panel (on=1) does not work and returns error. It works for second panel (on=2). Please see log and code below.

R version 4.1.3 (2022-03-10) -- "One Push-Up"
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> library(quantmod)
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

Loading required package: TTR
Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 
> 
> VIX <- getSymbols("^VIX", from="1970-01-01", auto.assign=FALSE)
> VIX3M <- getSymbols("^VIX3M", from="1970-01-01", auto.assign=FALSE)
> 
> myTheme = chart_theme()
> myTheme$col$line.col = "darkgreen"
> 
> indicator <- Cl(VIX)/Cl(VIX3M)
> colnames(indicator) <- "VIX.VIX3M.RATIO"
> 
> VIXVIX3MRatioThreshold <- 0.8
> signal <- indicator < VIXVIX3MRatioThreshold
> colnames(signal) <- "signal"
> signalForTA <- indicator[which(signal)]
> signalForChartSeries <- Cl(VIX)[which(signal)]
> 
> subset <- "2018/"
> chart_Series(Cl(VIX), type="line", theme=myTheme, subset=subset)
> add_TA(indicator, col="lightgreen")
> add_TA(signalForChartSeries, type="p", pch=20, col="black", on=1)
Error in plot.window(c(1, 1064), c(NaN, NaN)) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf
> add_TA(signalForTA, type="p", pch=20, col="black", on=2)
Error in plot.window(c(1, 1064), c(NaN, NaN)) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf

Using add_TA just for second panel (on=1) by commenting out add_TA for panel (on=0) works and produces the graph.

> library(quantmod)
> 
> VIX <- getSymbols("^VIX", from="1970-01-01", auto.assign=FALSE)
> VIX3M <- getSymbols("^VIX3M", from="1970-01-01", auto.assign=FALSE)
> 
> myTheme = chart_theme()
> myTheme$col$line.col = "darkgreen"
> 
> indicator <- Cl(VIX)/Cl(VIX3M)
> colnames(indicator) <- "VIX.VIX3M.RATIO"
> 
> VIXVIX3MRatioThreshold <- 0.8
> signal <- indicator < VIXVIX3MRatioThreshold
> colnames(signal) <- "signal"
> signalForTA <- indicator[which(signal)]
> signalForChartSeries <- Cl(VIX)[which(signal)]
> 
> subset <- "2018/"
> chart_Series(Cl(VIX), type="line", theme=myTheme, subset=subset)
> add_TA(indicator, col="lightgreen")
> #add_TA(signalForChartSeries, type="p", pch=20, col="black", on=1)
> add_TA(signalForTA, type="p", pch=20, col="black", on=2)

Expected behavior

I expected that also black points would be plotted in first panel (on=1). Instead an error is thrown about NAs... See above.

Minimal, reproducible example

library(quantmod)

VIX <- getSymbols("^VIX", from="1970-01-01", auto.assign=FALSE)
VIX3M <- getSymbols("^VIX3M", from="1970-01-01", auto.assign=FALSE)

myTheme = chart_theme()
myTheme$col$line.col = "darkgreen"

indicator <- Cl(VIX)/Cl(VIX3M)
colnames(indicator) <- "VIX.VIX3M.RATIO"

VIXVIX3MRatioThreshold <- 0.8
signal <- indicator < VIXVIX3MRatioThreshold
colnames(signal) <- "signal"
signalForTA <- indicator[which(signal)]
signalForChartSeries <- Cl(VIX)[which(signal)]

subset <- "2018/"
chart_Series(Cl(VIX), type="line", theme=myTheme, subset=subset)
add_TA(indicator, col="lightgreen")
add_TA(signalForChartSeries, type="p", pch=20, col="black", on=1)
add_TA(signalForTA, type="p", pch=20, col="black", on=2)

Session Info

> sessionInfo()
R version 4.1.3 (2022-03-10)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 20.04.4 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/liblapack.so.3

locale:
 [1] LC_CTYPE=en_US.UTF-8          LC_NUMERIC=C                 
 [3] LC_TIME=en_US.UTF-8           LC_COLLATE=en_US.UTF-8       
 [5] LC_MONETARY=en_US.UTF-8       LC_MESSAGES=en_US.UTF-8      
 [7] LC_PAPER=en_US.UTF-8          LC_NAME=en_US.UTF-8          
 [9] LC_ADDRESS=en_US.UTF-8        LC_TELEPHONE=en_US.UTF-8     
[11] LC_MEASUREMENT=en_US.UTF-8    LC_IDENTIFICATION=en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] quantmod_0.4.18.1 TTR_0.24.3        xts_0.12.1.2      zoo_1.8-9        
[5] rj_4.0.5-4       

loaded via a namespace (and not attached):
[1] compiler_4.1.3  tools_4.1.3     rj.gd_4.0.5-1   curl_4.3.2     
[5] grid_4.1.3      lattice_0.20-45

I have also asked about this on StackOverflow: https://stackoverflow.com/questions/71614328/adding-points-to-main-panel-in-chart-series-fails-with-add-ta

pverspeelt commented 2 years ago

As mentioned in a comment on your SO question:

Your signalForChartSeries only has data until 2005. Hence you get this error message; you are trying to plot data outside of your plot area (2018 and further). If you change the subset to 2000/2005 the last line will work, but the other lines will give you errors because of the same reason.

SamoPP commented 2 years ago

Thanks. This is really embarrassing... Of course the code should have been:

signalForTA <- indicator[which(signal)]
signalForChartSeries <- Cl(VIX)[index(signal)[which(signal)]]

joshuaulrich / quantmod