Plotly plot not showing in viewer

Question

I tried to run this code and it seems to produce no errors but at the end I don't get the plot for some reason. I had some issues with the variables for the plot but i think that should be fixed now. I can't get the plot in my viewer. Is there an issue with the code or should I reinstall plotly?

library(PortfolioAnalytics)
library(quantmod)
library(PerformanceAnalytics)
library(zoo)
library(plotly)
library(foreach)
library(DEoptim)
library(iterators)
library(fGarch)
library(Rglpk)
library(quadprog)
library(ROI)
library(ROI.plugin.glpk)
library(ROI.plugin.quadprog)
library(ROI.plugin.symphony)
library(pso)
library(GenSA)
library(corpcor)
library(testthat)
library(nloptr)
library(MASS)
library(robustbase)

# Get data
getSymbols(c("MSFT", "SBUX", "IBM", "AAPL", "^GSPC", "AMZN"))

# Assign to dataframe
# Get adjusted prices
prices.data <- merge.zoo(MSFT[,6], SBUX[,6], IBM[,6], AAPL[,6], GSPC[,6], AMZN[,6])

# Calculate returns
returns.data <- CalculateReturns(prices.data)
returns.data <- na.omit(returns.data)

# Set names
colnames(returns.data) <- c("MSFT", "SBUX", "IBM", "AAPL", "^GSPC", "AMZN")

# Save mean return vector and sample covariance matrix
meanReturns <- colMeans(returns.data)
covMat <- cov(returns.data)

# Start with the names of the assets
port <- portfolio.spec(assets = c("MSFT", "SBUX", "IBM", "AAPL", "^GSPC", "AMZN"))

# Box
port <- add.constraint(port, type = "box", min = 0.05, max = 0.8)

# Leverage
port <- add.constraint(portfolio = port, type = "full_investment")

# Generate random portfolios
rportfolios <- random_portfolios(port, permutations = 5000, rp_method = "sample")

# Get minimum variance portfolio
minvar.port <- add.objective(port, type = "Risk", name = "var")

# Optimize
minvar.opt <- optimize.portfolio(returns.data, minvar.port, optimize_method = "random", 
                                 rp = rportfolios)

# Generate maximum return portfolio
maxret.port <- add.objective(port, type = "Return", name = "mean")

# Optimize
maxret.opt <- optimize.portfolio(returns.data, maxret.port, optimize_method = "random", 
                                 rp = rportfolios)

# Generate vector of returns
minret <- 0.06/100
maxret <- maxret.opt$weights %*% meanReturns

vec <- seq(minret, maxret, length.out = 100)

eff.frontier <- data.frame(Risk = rep(NA, length(vec)),
                           Return = rep(NA, length(vec)), 
                           SharpeRatio = rep(NA, length(vec)))

frontier.weights <- mat.or.vec(nr = length(vec), nc = ncol(returns.data))
colnames(frontier.weights) <- colnames(returns.data)

for(i in 1:length(vec)){
  eff.port <- add.constraint(port, type = "Return", name = "mean", return_target = vec[i])
  eff.port <- add.objective(eff.port, type = "Risk", name = "var")
  # eff.port <- add.objective(eff.port, type = "weight_concentration", name = "HHI",
  #                            conc_aversion = 0.001)

  eff.port <- optimize.portfolio(returns.data, eff.port, optimize_method = "ROI")

  eff.frontier$Risk[i] <- sqrt(t(eff.port$weights) %*% covMat %*% eff.port$weights)

  eff.frontier$Return[i] <- eff.port$weights %*% meanReturns

  eff.frontier$Sharperatio[i] <- eff.port$Return[i] / eff.port$Risk[i]

  frontier.weights[i,] = eff.port$weights

  print(paste(round(i/length(vec) * 100, 0), "% done..."))
}

feasible.sd <- apply(rportfolios, 1, function(x){
  return(sqrt(matrix(x, nrow = 1) %*% covMat %*% matrix(x, ncol = 1)))
})

feasible.means <- apply(rportfolios, 1, function(x){
  return(x %*% meanReturns)
})

feasible.sr <- feasible.means / feasible.sd

p <- plot_ly(x = feasible.sd, y = feasible.means, color = feasible.sr, 
             mode = "markers", type = "scattergl", showlegend = F,

             marker = list(size = 3, opacity = 0.5, 
                           colorbar = list(title = "Sharpe Ratio"))) %>% 

  add_trace(data = eff.frontier, x = 'Risk', y = 'Return', mode = "markers", 
            type = "scattergl", showlegend = F, 
            marker = list(color = "#F7C873", size = 5)) %>% 

  layout(title = "Random Portfolios with Plotly",
         yaxis = list(title = "Mean Returns", tickformat = ".2%"),
         xaxis = list(title = "Standard Deviation", tickformat = ".2%"),
         plot_bgcolor = "#434343",
         paper_bgcolor = "#F8F8F8",
         annotations = list(
           list(x = 0.4, y = 0.75, 
                ax = -30, ay = -30, 
                text = "Efficient frontier", 
                font = list(color = "#F6E7C1", size = 15),
                arrowcolor = "white")
         ))

Answer 1

You have a problem with add_trace() function syntax. If you want markers on the plot you will need to make dimensions of eff.frontier table corresponding to your feasible.sd and feasible.means dimensions, which you set as the first layer of your plot.

Simply, eff.frontier columns length should be the same as for the feasible.sd and feasible.means vectors.

So, if we create an example eff.frontier table with right dimensions we could construct plotly object without any problem:

# create eff.frontier example object
eff.frontier_example <- data.frame(Risk = seq(0.01373, 0.01557, length.out = length(feasible.sd)), 
                                   Return = seq(0.0006444, 0.0008915, length.out = length(feasible.sd)))

# create plotly object
p <- plot_ly(x = feasible.sd, y = feasible.means, color = feasible.sr, 
             mode = "markers", type = "scattergl", showlegend = F,

             marker = list(size = 3, opacity = 0.5, 
                           colorbar = list(title = "Sharpe Ratio"))) %>% 

  add_trace(x = eff.frontier_example$Risk, y = eff.frontier_example$Return, mode = "markers", 
            type = "scattergl", showlegend = F, 
            marker = list(color = "#F7C873", size = 5)) %>% 

  layout(title = "Random Portfolios with Plotly",
         yaxis = list(title = "Mean Returns", tickformat = ".2%"),
         xaxis = list(title = "Standard Deviation", tickformat = ".2%"),
         plot_bgcolor = "#434343",
         paper_bgcolor = "#F8F8F8",
         annotations = list(
           list(x = 0.4, y = 0.75, 
                ax = -30, ay = -30, 
                text = "Efficient frontier", 
                font = list(color = "#F6E7C1", size = 15),
                arrowcolor = "white")
         ))

# show plotly object
p

Answer 2

I'll assume you ran the code exactly as posted. Your last code block assigns the plotly plot to p. Just add the line p to call the plot.

p <- plotly_ly(...) p