#do some quick exploration with R
#to see how many years
#the S&P 500 has gone all year
#without going below the first day of the year

require(quantmod)
require(plyr)
require(rCharts)

getSymbols("^GSPC",from = "1950-01-01")

#get closing price on day one of the year
dayone <- GSPC[endpoints(GSPC[-NROW(GSPC),],"years")+1,]

#make xts a data frame without first day of year
GSPC.df <- data.frame(
  index(GSPC),
  as.numeric(format(index(GSPC),"%Y")),
  GSPC[,4]
)[-(endpoints(GSPC[-NROW(GSPC),],"years")+1),]

colnames(GSPC.df) <- c("date","year","price")
minprice <- ddply(GSPC.df,.(year),summarize,yearmin=min(price))

minprice$dayone = dayone[-NROW(dayone),1]
minprice$pctlower = minprice$yearmin / minprice$dayone - 1
minprice$higherorlower = minprice$yearmin < minprice$dayone

#draw a quick chart with rCharts dimple
d1 <- dPlot(
  pctlower ~ year,
  groups = "higherorlower",
  data = minprice,
  type = "bar"
)
d1$xAxis(
  orderRule = "year"
)
d1$yAxis(
  outputFormat = "#.1%"
)
d1

d1$templates$script = 
  "http://timelyportfolio.github.io/rCharts_dimple_systematic/libraries/widgets/dimple/layouts/chart.html"
d1$defaultColors(
  RColorBrewer::brewer.pal(11,"RdYlGn")[c(9,2)],
  replace = T
)
d1