R shiny dygraph 不渲染
R shiny dygraph not rendering
我已决定将我的基本 plot() 更改为 dygraph()，但 dygraph 未呈现（即使没有错误消息）。我已经使用文档在 R shiny 中测试了 dygraphs 并且它有效。有人可以帮我吗？请注意，如果您将函数末尾的 dygraph 替换为基本图 (c(1,2),c(2,3))，该图将呈现。
UI
library(dygraphs)
shinyUI(fluidPage(
titlePanel("test"),
sidebarLayout(
sidebarPanel(
actionButton("action","Go")
),
mainPanel(
dygraphOutput("dygraph")
)
)
))
服务器
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)
}
})
这里的错误是因为 removeModal() 是 renderDygraph() 块的最后一个表达式，所以它是 return 在解释为情节时它是 return RunPlot(...) 包含情节：
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
removeModal()
})
只需将 removeModal() 放在块修复问题后
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
})
removeModal()
我已决定将我的基本 plot() 更改为 dygraph()，但 dygraph 未呈现（即使没有错误消息）。我已经使用文档在 R shiny 中测试了 dygraphs 并且它有效。有人可以帮我吗？请注意，如果您将函数末尾的 dygraph 替换为基本图 (c(1,2),c(2,3))，该图将呈现。
UI
library(dygraphs)
shinyUI(fluidPage(
titlePanel("test"),
sidebarLayout(
sidebarPanel(
actionButton("action","Go")
),
mainPanel(
dygraphOutput("dygraph")
)
)
))
服务器
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)
}
})
这里的错误是因为 removeModal() 是 renderDygraph() 块的最后一个表达式，所以它是 return 在解释为情节时它是 return RunPlot(...) 包含情节：
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
removeModal()
})
只需将 removeModal() 放在块修复问题后
output$dygraph <- renderDygraph({
RunPlot("MSFT",5,as.Date("2019-12-31"),as.Date("2020-12-31"),NULL,NULL,NULL)
})
removeModal()