I have decided to change my basic plot() for a dygraph() but the dygraph isn't rendering (even though there is no error message). I have tested dygraphs in R shiny using the documentation and it worked. Could someone help me? Note that if you replace the dygraph at the end of my function with a basic plot(c(1,2),c(2,3)) the plot will render.
UI
library(dygraphs)
shinyUI(fluidPage(
titlePanel("test"),
sidebarLayout(
sidebarPanel(
actionButton("action","Go")
),
mainPanel(
dygraphOutput("dygraph")
)
)
))
Server
library(shiny)
library(quantmod)
library(PerformanceAnalytics)
library(plyr)
library(dygraphs)
shinyServer(function(input, output) {
observeEvent(input$action, {
showModal(modalDialog("Loading... Please Wait", footer=NULL))
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
removeModal()
})
})
#Define Function
RunPlot <- function(tickers, sharesVec, FromDate, ToDate, tickersREB, SharesVecREB, DateREB){
PortfolioPrices <- NULL
for (i in tickers){
PortfolioPrices <- cbind(PortfolioPrices,
getSymbols.yahoo(i, from = FromDate, to = ToDate,
auto.assign = F)[,6])
}
for (j in 1:ncol(PortfolioPrices)){
if (is.na(PortfolioPrices[1,j]) == TRUE){
NEWFROM <- FromDate-4
TOFROM <- ToDate-1
TempData <- getSymbols.yahoo(tickers[j], from = NEWFROM, to = TOFROM,
auto.assign = F)[,6]
PortfolioPrices[1,j] <- TempData[nrow(TempData),1]
for (i in 1:nrow(PortfolioPrices)){
if (is.na(PortfolioPrices[i,j]) == TRUE){
PortfolioPrices[i,j] <- PortfolioPrices[i-1,j]
}
}
}
}
TempValue <- PortfolioPrices[1,]
MarketValue <- sharesVec*TempValue
Weights <- MarketValue/sum(MarketValue)
#### REBALANCING START ###
if (length(tickersREB)>0){
#Initialize
TEMPDF <- data.frame(tickersREB, SharesVecREB, DateREB)
WeightREB <- fortify.zoo(Weights)
for (i in tickersREB){
PortfolioPrices <- cbind(PortfolioPrices,
getSymbols.yahoo(i, from = FromDate, to = ToDate,
auto.assign = F)[,6])
for (j in 1:nrow(TEMPDF)){
if (TEMPDF[j,1]==i){
DateUsed <- TEMPDF[j,3]
SharesUsed <- TEMPDF[j,2]
}
}
TempValue <- PortfolioPrices[DateUsed]
sharesVec <- c(sharesVec,SharesUsed)
MarketValue <- sharesVec*TempValue
TempWeights <- MarketValue/sum(MarketValue)
TempWeights <- fortify.zoo(TempWeights)
WeightREB <- rbind.fill(WeightREB, TempWeights)
}
WeightREB[is.na(WeightREB)] <- 0
TimeXTS <- WeightREB[,1]
WeightsXTS <- WeightREB[,2:ncol(WeightREB)]
WeightREB <- xts(WeightsXTS,TimeXTS)
Weights <- WeightREB
}
for (j in 1:ncol(PortfolioPrices)){
if (is.na(PortfolioPrices[1,j]) == TRUE){
NEWFROM <- FromDate-4
TOFROM <- ToDate-1
TempData <- getSymbols.yahoo(tickers[j], from = NEWFROM, to = TOFROM,
auto.assign = F)[,6]
PortfolioPrices[1,j] <- TempData[nrow(TempData),1]
for (i in 1:nrow(PortfolioPrices)){
if (is.na(PortfolioPrices[i,j]) == TRUE){
PortfolioPrices[i,j] <- PortfolioPrices[i-1,j]
}
}
}
}
### REBALANCING END ###
Rf <- getQuote("^TNX", src = "yahoo")[1,2]/100
AssetsReturns <- na.omit(ROC(PortfolioPrices, type = "discrete"))
PortfolioReturns <- Return.portfolio(AssetsReturns, weights = Weights)
PortfolioAnnualizedReturns <- table.AnnualizedReturns(PortfolioReturns, scale = nrow(PortfolioReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y'))), Rf = Rf/(nrow(PortfolioReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
colnames(PortfolioAnnualizedReturns) <- "Portfolio"
SP500 <- getSymbols.yahoo("SPY", from = FromDate, to = ToDate, auto.assign = F)[,6]
SP500Returns <- na.omit(ROC(SP500, type = "discrete"))
SP500AnnualizedReturns <- table.AnnualizedReturns(SP500Returns, scale = nrow(SP500Returns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y'))), Rf = Rf/(nrow(SP500Returns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
colnames(SP500AnnualizedReturns) <- "S&P500"
SPTSX <- getSymbols.yahoo("XIC.TO", from = FromDate, to = ToDate, auto.assign = F)[,6]
SPTSXReturns <- na.omit(ROC(SPTSX, type = "discrete"))
SPTSXAnnualizedReturns <- table.AnnualizedReturns(SPTSXReturns, scale = nrow(SPTSXReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y'))), Rf = Rf/(nrow(SPTSXReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
colnames(SPTSXAnnualizedReturns) <- "S&P/TSX"
MSCIIMI <- getSymbols.yahoo("XEF.TO", from = FromDate, to = ToDate, auto.assign = F)[,6]
MSCIIMIReturns <- na.omit(ROC(MSCIIMI, type = "discrete"))
MSCIIMIAnnualizedReturns <- table.AnnualizedReturns(MSCIIMIReturns, scale = nrow(MSCIIMIReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y'))), Rf = Rf/(nrow(MSCIIMIReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
colnames(MSCIIMIAnnualizedReturns) <- "MSCI EAFE IMI"
MSCIEME <- getSymbols.yahoo("XEC.TO", from = FromDate, to = ToDate, auto.assign = F)[,6]
MSCIEMEReturns <- na.omit(ROC(MSCIEME, type = "discrete"))
MSCIEMEAnnualizedReturns <- table.AnnualizedReturns(MSCIEMEReturns, scale = nrow(MSCIEMEReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y'))), Rf = Rf/(nrow(MSCIEMEReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
colnames(MSCIEMEAnnualizedReturns) <- "MSCI Emerging Markets"
PortfolioCumReturns <- fortify.zoo(PortfolioReturns+1)
SP500CumReturns <- fortify.zoo(SP500Returns+1)
SPTSXCumReturns <- fortify.zoo(SPTSXReturns+1)
MSCIIMICumReturns <- fortify.zoo(MSCIIMIReturns+1)
MSCIEMECumReturns <- fortify.zoo(MSCIEMEReturns+1)
for (j in 2:nrow(PortfolioCumReturns)){
PortfolioCumReturns[j,2] <- PortfolioCumReturns[j-1,2]*PortfolioCumReturns[j,2]
}
for (j in 2:nrow(SP500CumReturns)){
SP500CumReturns[j,2] <- SP500CumReturns[j-1,2]*SP500CumReturns[j,2]
}
for (j in 2:nrow(SPTSXCumReturns)){
SPTSXCumReturns[j,2] <- SPTSXCumReturns[j-1,2]*SPTSXCumReturns[j,2]
}
for (j in 2:nrow(MSCIIMICumReturns)){
MSCIIMICumReturns[j,2] <- MSCIIMICumReturns[j-1,2]*MSCIIMICumReturns[j,2]
}
for (j in 2:nrow(MSCIEMECumReturns)){
MSCIEMECumReturns[j,2] <- MSCIEMECumReturns[j-1,2]*MSCIEMECumReturns[j,2]
}
PortfolioCumReturns <- PortfolioCumReturns - 1
SP500CumReturns <- SP500CumReturns - 1
SPTSXCumReturns <- SPTSXCumReturns - 1
MSCIIMICumReturns <- MSCIIMICumReturns - 1
MSCIEMECumReturns <- MSCIEMECumReturns - 1
ReturnsTABLE <- cbind(PortfolioAnnualizedReturns,SP500AnnualizedReturns,SPTSXAnnualizedReturns,MSCIIMIAnnualizedReturns,MSCIEMEAnnualizedReturns)
Benchmark <- getSymbols.yahoo("^GSPC", from = FromDate, to = ToDate, auto.assign = F)[,6]
BenchmarkReturns <- na.omit(ROC(Benchmark, type = "discrete"))
BETA <- CAPM.beta(PortfolioReturns, BenchmarkReturns, Rf/(nrow(BenchmarkReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
ALPHA <- CAPM.jensenAlpha(PortfolioReturns, BenchmarkReturns, Rf/(nrow(BenchmarkReturns)/(as.numeric(format(ToDate,'%Y')) - as.numeric(format(FromDate,'%Y')))))
#Interactive Plot
#Portfolio
PCR1 <- PortfolioCumReturns[,1]
PCR2 <- PortfolioCumReturns[,2]
PortfolioCumReturns <- xts(PCR2,PCR1)
colnames(PortfolioCumReturns) <- "Portfolio"
#S&P500
SP1 <- SP500CumReturns[,1]
SP2 <- SP500CumReturns[,2]
SP500CumReturns <- xts(SP2,SP1)
colnames(SP500CumReturns) <- "S&P500"
#S&P/TSX
TSX1 <- SPTSXCumReturns[,1]
TSX2 <- SPTSXCumReturns[,2]
SPTSXCumReturns <- xts(TSX2,TSX1)
colnames(SPTSXCumReturns) <- "S&P/TSX"
#MSCI EAFE IMI
IMI1 <- MSCIIMICumReturns[,1]
IMI2 <- MSCIIMICumReturns[,2]
MSCIIMICumReturns <- xts(IMI2,IMI1)
colnames(MSCIIMICumReturns) <- "MSCI EAFE IMI"
#MSCI Emerging Markets
EME1 <- MSCIEMECumReturns[,1]
EME2 <- MSCIEMECumReturns[,2]
MSCIEMECumReturns <- xts(EME2,EME1)
colnames(MSCIEMECumReturns) <- "MSCI Emerging Markets"
NEW <- cbind(PortfolioCumReturns,SP500CumReturns,SPTSXCumReturns,MSCIIMICumReturns,MSCIEMECumReturns)
#Hotfix bug (365TD vs 252TD)
if (is.na(NEW[1,2]) == TRUE){
NEW <- NEW[-1,]
}
if (is.na(NEW[1,2]) == TRUE){
NEW <- NEW[-1,]
}
if (is.na(NEW[1,2]) == TRUE){
NEW <- NEW[-1,]
}
#Delete NAs
for (j in 1:ncol(NEW)){
for (i in 1:nrow(NEW)){
if (is.na(NEW[i,j]) == TRUE){
NEW[i,j] <- NEW[i-1,j]
}
}
}
#Output
dygraph(NEW, xlab = "Time", ylab = "Returns",main = "Performance Overview") %>%
dyRangeSelector() %>%
dyOptions(colors = c("Navy","dodgerblue4","steelblue","lightblue","lightsteelblue")) %>%
dyLegend(width = 450)
}
})
The error here is because removeModal() is the last expression of the renderDygraph() block, so it's return in interpreted as the plot while it's the return of RunPlot(...) that contains the plot:
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
removeModal()
})
Just put the removeModal() after the block fixes the issue
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
})
removeModal()