tester.R

rm(list = ls())
library(shiny)
library(ggplot2)
library(quantmod)
library(scales)
#library(jsonlite)
setwd("~/ShinyApps/openinterest/")

source("./source/googleInput.R")
source("./source/functions.R")

input_ticker <- "AAPL"
#input_ticker <- "NASDAQ:QQQ"
#input_ticker <- "bad"
symbol <- input_ticker
input_strikes <- 20
input_expiry <- ""
doDebug <<- T
theSize <- 12
allExpiration <- T
input_allStrikes <- F

googChains <- getOptionChainGoogle(input_ticker)
input_expiry <- googChains[1, "expiry"]

quote <- getGoogleQuote(googChains)
expirations <- levels(as.factor(googChains[,"expiry"]))
chains <- mergePutsCalls(googChains)
chain1 <- getOneExpiration(chains, input_expiry)
chain2 <- naToZero(chain1)
strikeData <- getStrikes(chain2, input_strikes, quote)




chain <- useCummulative(chain2, strikeData)
#or
chain <- chain2

selectInputChoices <- levels(as.factor(googChains[, "expiry"]))
p <- ggplot(chain, aes(x = strike))


p <- p + geom_area(aes(y = putOI, fill = "1 put", colour = "1 put", 
	stat = "bin"), alpha = 0.5) + geom_area(aes(y = callOI, fill = "2 call", 
	colour = "2 call", stat = "bin"), alpha = 0.5)

p <- p + geom_point(aes(y = callOI), size = 1.5, alpha = 0.5, color = "blue") + 
	geom_point(aes(y = putOI), size = 1.5, alpha = 0.5, color = "red")

p <- p + scale_x_continuous(limits = c(strikeData$lower, strikeData$upper, 
	breaks = strikeData$range))

#pretty(strikes$lower:strikes$upper, n = strikes$strikesToPlot)))
p <- p + theme(legend.title = element_blank()) + theme(axis.text.x = element_text(angle = 90, 
	size = theSize))
p <- p + theme(panel.grid.minor.y = element_blank(), panel.grid.major.y = element_blank()) + 
	theme(legend.justification = c(1, 1), legend.position = c(1, 
		1)) + ylab("open interest")
p