Created
April 25, 2023 18:32
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```{r, include = FALSE} | |
library(XML) | |
library(tidyverse) | |
library(tidyquant) | |
library(timetk) | |
library(readxl) | |
library(plotly) | |
library(scales) | |
library(fredr) | |
library(Quandl) | |
library(riingo) | |
library(config) | |
library(here) | |
library(httr) | |
library(jsonlite) | |
library(patchwork) | |
library(cowplot) | |
library(gt) | |
library(janitor) | |
library(ggtext) | |
``` | |
```{r} | |
ten_year_monthly <- | |
"DGS10"%>% | |
tq_get(get = "economic.data", | |
from = "1979-01-01") %>% | |
summarise_by_time( | |
.date_var = date, | |
.by = "month", | |
yield = mean(price, na.rm = T) | |
) | |
food_energy <- | |
tibble( | |
symbol = c('PFOODINDEXM', 'PNRGINDEXM'), | |
name = c("food_index", "energy_index") | |
) %>% | |
tq_get(get = "economic.data", | |
from = "2013-01-01") | |
food_energy_treasuries <- | |
ten_year_monthly %>% | |
left_join( | |
food_energy %>% | |
select(-symbol) %>% | |
pivot_wider(names_from = name, | |
values_from = price) %>% | |
mutate(food_energy_ratio = food_index/energy_index) %>% | |
select(date, food_energy_ratio), | |
by = "date" | |
) | |
``` | |
```{r} | |
# * Make A Y-Axis Transformer ---- | |
transformer_food_energy_treasuries <- food_energy_treasuries %>% | |
transformer_dual_y_axis( | |
primary_column = food_energy_ratio, | |
secondary_column = yield, | |
include_y_zero = T | |
) | |
``` | |
```{r} | |
food_energy_treasuries %>% | |
# filter(date >= "2000-01-01") %>% | |
ggplot(aes(x = date)) + | |
geom_line(aes(y = food_energy_ratio), | |
color = "darkblue") + | |
geom_line( | |
aes(y = transformer_food_energy_treasuries$inv_func(yield)), | |
color = "darkgreen") + | |
theme_minimal() + | |
scale_y_continuous( | |
labels = scales::number_format(scale = 1), | |
name = "Food/Energy Ratio", | |
breaks = pretty_breaks(10), | |
sec.axis = sec_axis( | |
labels = percent_format(scale = 1, | |
accuracy = .1), | |
breaks = pretty_breaks(10), | |
trans = ~transformer_food_energy_treasuries$scale_func(.), | |
name = "10-Year Yield" | |
) | |
) + | |
labs( title = "<span style = 'color: darkblue;'>Food/Energy</span> v. <span style = 'color: darkgreen;'>10-Year Yield</span>", | |
x = "") + | |
scale_x_date( | |
date_labels = "%Y", | |
date_breaks = "1 years" | |
) + | |
theme( | |
plot.title = element_markdown(hjust = .5), | |
axis.text.y.right = element_text(color = "darkgreen"), | |
axis.title.y.right = element_text(color = "darkgreen"), | |
axis.title.y.left = element_text(color = "darkblue"), | |
axis.text.y.left = element_text(color = "darkblue") | |
) | |
``` |
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