R Shiny script

We need some help creating a Shiny GUI in R to plot percentage spreads as they occur between pairs of symbols, in two different settings. R code for the math to calculate these spreads will be provided if requested (essentially this is divide A by X and B by Y over the course of time period X, and we get one vector to plot). Script code for this shiny app needs to go into a singular R file.

There is financial OHLC data from two sources, one is used for historical research purposes and the other source is live and updates every minute. In the case of the historical data each symbol is in an individual CSV in a folder. We will only use the "open" price. In the case of the live data all symbol data is as a CSV table: "Open" price only and it comes in POSIX-date-time,open-price form with column names being symbol names. Every minute a new row is written.

Three setting groups in left sidebar:

1) Folder settings: User defines the folder locations of historical and dynamic data in text boxes, with defaults being given.

2) Historical (folder with data updated manually once per day):

From-to date range, default end is yesterday (creates variable daterange)

Symbols: Select from list with A-B (creates variables symA and symB)

Reference point: Date variable, defaults to the day preceding selected daterange (creates variable referencedate)

3) Dynamic data (file updates every minute):

Symbols: Select from list with A-B (creates variables symA and symB)

Reference point: Date variable, defaulting to yesterday.

Alternative reference points: If checkbox is selected, user defined values refA and refB are used and override the date reference point for calulcations.

Start time: Text variable with default to 10AM to discard data preceding it, today.

Plots in main panel:

1) Historical data spread

2) Dynamic data spread

3) Absolute prices for symA

4) Absolute prices for symB

All plots are drawn with chartSeries from quantmod library. Plots for live data need to update every minute so reactivefilereader should poll every few seconds. When user selects a different pair, plots are drawn for that new pair of symbols with settings as pre-set.

Compétences : Langage de programmation R

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Concernant l'employeur :
( 34 commentaires ) Alicante, Spain

Nº du projet : #13084394

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