Question

Is there a way to get quantmod to draw a square line chart?

I’ve tried modifying my time series so that each data point is replicated one second before the next datapoint (hoping this would approximate a square line), but quantmod seems to data on the x axis sequentially & evenly spaces without regard to the actually values of x (i.e. the horizontal space between one point an the next is the same whether the delta-T is 1 second or 1 minute).

I suppose I could convert my timeseries from a sparse to a dense one (one entry per second instead of one entry per change in value), but this seems very kludgy and should be unnecessary.

I’m constructing my time series thus:

library(quantmod)

myNumericVector <- c(3,7,2,9,4)
myDateTimeStrings <- paste("2011-10-31", c("5:26:00", "5:26:10", "5:26:40", "5:26:50", "5:27:00"))
myXts <- xts(myNumericVector, order.by=as.POSIXct(myDateTimeStrings))

And drawing the chart like so:

chartSeries(myXts, type="line", show.grid="true", theme=chartTheme("black"))

To illustrate what I have vs. what I want, the result looks like the blue line below but I’d like something more like the green:

Also, for the curious, here is the code that replicates points in the time series such that the gap between one value and the next are as small as possible:

mySquareDateTimes <- rep(as.POSIXct(myDateTimeStrings),2)[-1]
mySquareDateTimes[seq(2,8,by=2)] <- mySquareDateTimes[seq(2,8,by=2)] - 1
mySquareXts <- xts(rep(myNumericVector,each=2)[-10], order.by=mySquareDateTimes)
chartSeries(mySquareXts, type="line", show.grid="true", theme=chartTheme("black"))

The results are less than ideal.

Answer 1

You want a line.type of “step”:

chartSeries(myXts, line.type="s")

See ?plot, specifically “type” under ... in the Arguments section (you may want “S” instead of “s”).