返回闪亮的多个对象

时间:2020-04-26 00:22:08

标签: r shiny shiny-server quantitative-finance shiny-reactivity

您好,R用户,我还比较陌生,我正在尝试开发一个基本应用程序,该应用程序可以容纳4只股票并打印最佳投资组合权重,并绘制这些权重的图表。但是,我的应用程序仅打印最佳的投资组合权重,而不是图表的权重图。 这是我的代码:

library(shiny)
library(PortfolioAnalytics)
library(quantmod)
library(PerformanceAnaltics)

server = function(input, output, session) {
  dsf=reactive({
    ticker<-c(input$stock1, input$stock2, input$stock3, input$stock4)
    portfolioPrice <- NULL
    for(ticker in ticker) {
      portfolioPrice <- cbind(portfolioPrice,
                              getSymbols.yahoo(ticker,  periodicity = 'daily', auto.assign=FALSE)[,6])
    }
    poty=na.omit(ROC(portfolioPrice))

    portf <- portfolio.spec(colnames(poty))
    portf <- add.constraint(portf, type="weight_sum", min_sum=.99, max_sum=1.01)
    portf <- add.constraint(portf, type="box", min=.02, max=.60) 
    portf<-add.constraint(portf,type="transation_cost", ptc=.001)
    portf <- add.objective(portfolio = portf, type="return", name="mean")
    portf <- add.objective(portfolio = portf, type="risk", name="StdDev")


    optPort <- optimize.portfolio(poty, portf, optimize_method = "random", trace=TRUE)
    ws=extractWeights(optPort)


    silf=chart.Weights(optPort)

    return(list(silf, ws))



  })



  output$wad<-renderPrint({
    dsf()
  })

  output$wadS<-renderPlot({
    dsf()
  })





} # the server

ui = basicPage(
  textInput("stock1", "stock1"),
  textInput("stock2", "stock2"),
  textInput("stock3", "stock3"),
  textInput("stock4", "stock4"),


  verbatimTextOutput("wad"),
  plotOutput("wadS")



) # the user interface

shinyApp(ui = ui, server = server) # perform app launch


这是应用程序的图片

enter image description here

您可以看到该应用程序提取了4只股票并返回了最佳投资组合权重,但是,它不仅可以打印最佳权重,还可以绘制权重图。

像这样:

enter image description here

我如何让我的应用返回打印的砝码并返回图表的砝码图,非常感谢您的帮助

1 个答案:

答案 0 :(得分:1)

问题是您要在dsf反应对象内的列表中返回两个不同的对象,但是您要指定从该列表中同时渲染文本和图形,这没有任何意义。

最好的方法是将您的反应对象分解为单独的反应对象。请尝试以下方法。在这里,我进行了设置,以使dsf()可以容纳数据以及两个独立的反应对象,ws用于打印,silf用于绘图:

library(shiny)
library(PortfolioAnalytics)
library(quantmod)
library(PerformanceAnaltics)

server <- function(input, output, session) {
  dsf <- reactive({
    ticker<-c(input$stock1, input$stock2, input$stock3, input$stock4)
    portfolioPrice <- NULL
    for(ticker in ticker) {
      portfolioPrice <- cbind(portfolioPrice,
                              getSymbols.yahoo(ticker,  periodicity = 'daily', auto.assign=FALSE)[,6])
    }
    poty=na.omit(ROC(portfolioPrice))

    portf <- portfolio.spec(colnames(poty))
    portf <- add.constraint(portf, type="weight_sum", min_sum=.99, max_sum=1.01)
    portf <- add.constraint(portf, type="box", min=.02, max=.60) 
    portf<-add.constraint(portf,type="transation_cost", ptc=.001)
    portf <- add.objective(portfolio = portf, type="return", name="mean")
    portf <- add.objective(portfolio = portf, type="risk", name="StdDev")


    optimize.portfolio(poty, portf, optimize_method = "random", trace=TRUE)
  })

  ws <- reactive({
    extractWeights(dsf())
  })


  silf <- reactive({
    chart.Weights(dsf())
  })

  output$wad<-renderPrint({
    ws()
  })

  output$wadS<-renderPlot({
    silf()
  })

  } # the server

ui = basicPage(
  textInput("stock1", "stock1"),
  textInput("stock2", "stock2"),
  textInput("stock3", "stock3"),
  textInput("stock4", "stock4"),


  verbatimTextOutput("wad"),
  plotOutput("wadS")

) # the user interface

shinyApp(ui = ui, server = server) # perform app launch