This gives me a bunch of errors in addition to the result
Welcome to DrRacket, version 5.0.0.1--2010-05-24(bece17d/g) [3m].
Language: racket; memory limit: 512 MB.
load-handler: expected a `module' declaration for `bernoulli-example'
in #<path:/Users/matthias/Library/Racket/planet/300/5.0.0.1/cache/
williams/science.plt/2/9/examples/bernoulli-example.ss>, but found
something else
load-handler: expected a `module' declaration for `science-Z-A' in
#<path:/Users/matthias/Library/Racket/planet/300/5.0.0.1/cache/
williams/science.plt/2/9/html/science-Z-A.scm>, but found something else
load-handler: expected a `module' declaration for `control' in #<path:/
Users/matthias/Library/Racket/planet/300/5.0.0.1/cache/williams/
science.plt/2/9/ode-initval/control.ss>, but found something else
setup-plt: error: during making for <planet>/williams/science.plt/2/9/
examples
setup-plt: load-handler: expected a `module' declaration for
`bernoulli-example' in #<path:/Users/matthias/Library/Racket/planet/
300/5.0.0.1/cache/williams/science.plt/2/9/examples/bernoulli-
example.ss>, but found something else
setup-plt: error: during making for <planet>/williams/science.plt/2/9/
html
setup-plt: load-handler: expected a `module' declaration for
`science-Z-A' in #<path:/Users/matthias/Library/Racket/planet/
300/5.0.0.1/cache/williams/science.plt/2/9/html/science-Z-A.scm>, but
found something else
setup-plt: error: during making for <planet>/williams/science.plt/2/9/
ode-initval
setup-plt: load-handler: expected a `module' declaration for
`control' in #<path:/Users/matthias/Library/Racket/planet/300/5.0.0.1/
cache/williams/science.plt/2/9/ode-initval/control.ss>, but found
something else
On May 24, 2010, at 1:20 PM, John Clements wrote:
From my computational finance class today, a function that computes
(log)mean and (log)stdev for the last 20 years of a stock:
#lang racket
(require net/url (planet williams/science/statistics))
(define (ticker->url t) (format "http://ichart.finance.yahoo.com/table.csv?s=
~a&a=04&b=24&c=1990&d=04&e=24&f=2010&g=d&ignore=.csv" t))
(define (pair-from-ticker ticker)
(let* ([prices
(map (lambda (l) (string->number (seventh (regexp-split
#rx"," l))))
(rest (port->lines (get-pure-port (string->url (ticker-
>url ticker))))))]
[logdiffs (list->vector (for/list ([p1 (in-list (rest
prices))]
[p2 (in-list prices)])
(log (/ p2 p1))))])
(vector (standard-deviation logdiffs)
(mean logdiffs))))
(map pair-from-ticker '("T" "IBM"))
... bummer about the long url.
I'm about to combine this with a web-scraper to get the last 20
years of data for every member of the S&P that's been around for 20
years, but that *really* won't fit in the box.
John
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