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#' CryptoRSI Heatmap | ||
#' | ||
#' Generates a heatmap of the Relative Strength Index (RSI) for a randomly selected | ||
#' subset of cryptocurrencies. This function leverages the `crypto2` and `TTR` | ||
#' packages to fetch cryptocurrency data and calculate RSI values, respectively. | ||
#' The heatmap visualizes RSI values to identify potential overbought or oversold | ||
#' conditions in the crypto market. | ||
#' | ||
#' @title CryptoRSI Heatmap Function | ||
#' @description This function provides a heatmap visualization of RSI values for | ||
#' a specified number of cryptocurrencies. Selected randomly based on their market | ||
#' cap ranking, it aims to offer insights into the current market sentiment. | ||
#' @param coin_num An integer specifying the number of coins to display in the heatmap. | ||
#' @param useRank An integer defining the range within which coins are randomly | ||
#' selected based on their market cap ranking. | ||
#' @param n An integer indicating the number of periods for calculating moving | ||
#' averages in the RSI computation. | ||
#' @param useRankPlot A boolean that determines if the x-axis should plot ranks | ||
#' instead of sequential numbers. | ||
#' @param OutputData A boolean that decides if the function should return the final | ||
#' plot data table. | ||
#' | ||
#' @importFrom crypto2 crypto_list crypto_history | ||
#' @importFrom TTR RSI | ||
#' @importFrom assertthat assert_that | ||
#' @importFrom stats median | ||
#' | ||
#' @return If `OutputData` is TRUE, returns a data frame with symbols, | ||
#' ranks (or sequential numbers), RSI values, and colors for plotting. | ||
#' Otherwise, displays a heatmap plot. | ||
#' | ||
#' @export CryptoRSIheatmap | ||
#' @author Satoshi Kume | ||
#' | ||
#' @examples | ||
#' \dontrun{ | ||
#' CryptoRSIheatmap(coin_num = 200, useRank = 1000, n = 21, | ||
#' useRankPlot = TRUE, OutputData = FALSE) | ||
#'} | ||
#' | ||
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CryptoRSIheatmap <- function(coin_num = 200, useRank = 1000, n = 21, useRankPlot = TRUE, | ||
OutputData = FALSE){ | ||
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assertthat::assert_that(coin_num < useRank, msg = "coin_num must be less than useRank") | ||
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cat("Obtaining the crypto_list... \n") | ||
coins <- crypto2::crypto_list(only_active=TRUE) | ||
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#str(coins) | ||
coins <- coins[order(coins$rank),] | ||
coins <- coins[1:useRank,] | ||
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res <- sample(nrow(coins), size = coin_num, replace = FALSE) | ||
coins.res <- coins[res[order(res)],] | ||
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cat("Obtaining the crypto_history... \n") | ||
coin_hist <- crypto2::crypto_history(coins.res, | ||
start_date=gsub("-", "", lubridate::date(Sys.Date())-n-10), | ||
end_date=gsub("-", "", lubridate::date(Sys.Date())-1)) | ||
coin.df <- data.frame(coin_hist) | ||
#head(coin.df); str(coin.df) | ||
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results <- data.frame(matrix(NA, nrow=coin_num, ncol=4)) | ||
results$X1 <- coins.res$symbol | ||
results$X2 <- seq_len(coin_num) | ||
results$X3 <- coins.res$rank | ||
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for(k in seq_len(nrow(coins.res))){ | ||
#k <- 1 | ||
a <- coins.res$symbol[k] | ||
b <- coin.df[coin.df$symbol == a,] | ||
if(nrow(b) >= n+5){ | ||
d <- round(TTR::RSI(as.numeric(b$close), n = n), 2) | ||
results[grepl(coins.res$symbol[k],results$X1),4] <- d[length(d)] | ||
} | ||
} | ||
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#Remove NA | ||
#table(is.na(results$X4)) | ||
results <- results[!is.na(results$X4),] | ||
colnames(results) <- c("Symbol", "No", "Rank", "ClosePrice") | ||
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if(useRankPlot){ | ||
results.u <- results[,-2] | ||
XYlab <- c("Rank", "ClosePrice") | ||
}else{ | ||
results.u <- results[,-3] | ||
XYlab <- c("No", "ClosePrice") | ||
} | ||
colnames(results.u) <- c("Symbol", "X", "Y") | ||
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#Setting | ||
UpperLimit <- 85 | ||
OVERBOUGHT <- 70 | ||
STRONG <- 60 | ||
NEUTRAL <- 50 | ||
WEAK <- 40 | ||
OVEZRSOLD <- 30 | ||
LowerLimit <- 15 | ||
x1 <- 0 | ||
x2 <- max(results.u$X)+1 | ||
p <- 3 | ||
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#Normalized | ||
results.u$Y[results.u$Y > UpperLimit] <- UpperLimit | ||
results.u$Y[results.u$Y < LowerLimit] <- LowerLimit | ||
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#Color | ||
results.u$COL <- NA | ||
#head(results.u) | ||
results.u$COL <- "#FF000095" | ||
results.u$COL[results.u$Y < OVERBOUGHT] <- "#FF000040" | ||
results.u$COL[results.u$Y < STRONG] <- "#7E7E7E30" | ||
results.u$COL[results.u$Y < WEAK] <- "#0072FF40" | ||
results.u$COL[results.u$Y < OVEZRSOLD] <- "#0072FF95" | ||
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#Plot | ||
oldpar <- graphics::par(no.readonly = TRUE) | ||
on.exit(graphics::par(oldpar)) | ||
pp <- round(x2*0.01,0) | ||
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par(family= "HiraKakuPro-W3", xpd =F, mar=c(5,4,3,2)) | ||
plot(results.u$X, results.u$Y, | ||
ylim = c(LowerLimit-p, UpperLimit+p), | ||
xlim = c(x1, x2+pp), | ||
xlab = XYlab[1], ylab = XYlab[2], | ||
type = "b", col = "white", | ||
#xaxt = "n", | ||
yaxt = "n", | ||
cex.lab=1.25, | ||
main = paste0("CryptoRSI Heatmap: ", nrow(results.u), " coins"), | ||
xaxs="i", yaxs="i") | ||
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#X-axis: No-setting | ||
#Y-axis | ||
lab <- c(LowerLimit, OVEZRSOLD, WEAK, NEUTRAL, STRONG, OVERBOUGHT, UpperLimit) | ||
axis(2, at = lab, labels = F) | ||
text(par("usr")[1]-5, lab, labels = lab, srt = 0, pos = 2, xpd = TRUE, cex=1) | ||
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#Polygon zone | ||
polygon( c(x1:(x2+pp), rev(x1:(x2+pp))), | ||
c(rep(LowerLimit-p, length(x1:(x2+pp))), rep(OVEZRSOLD, length(x1:(x2+pp)))), | ||
col="#0072FF30", border = NA) | ||
polygon( c(x1:(x2+pp), rev(x1:(x2+pp))), | ||
c(rep(OVEZRSOLD, length(x1:(x2+pp))), rep(WEAK, length(x1:(x2+pp)))), | ||
col="#0072FF15", border = NA) | ||
polygon( c(x1:(x2+pp), rev(x1:(x2+pp))), | ||
c(rep(STRONG, length(x1:(x2+pp))), rep(OVERBOUGHT, length(x1:(x2+pp)))), | ||
col="#FF000010", border = NA) | ||
polygon( c(x1:(x2+pp), rev(x1:(x2+pp))), | ||
c(rep(OVERBOUGHT, length(x1:(x2+pp))), rep(UpperLimit+p, length(x1:(x2+pp)))), | ||
col="#FF000020", border = NA) | ||
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#Median line | ||
abline(h=stats::median(results.u$Y), lwd=2, lty=2, col="grey") | ||
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#Plot points | ||
points(results.u$X, results.u$Y, | ||
col=results.u$COL, bg=results.u$COL, pch=21, cex=1.25) | ||
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#Output | ||
if(OutputData){ | ||
return(results.u) | ||
} | ||
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} | ||
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