Duncan,
Since you asked, here is an updated version of my function.
# This method gets the Data.
getReturns1 <- function(symbol, norm = FALSE)
{
library(quantmod)
series = getSymbols(symbol, src = "yahoo", from = start, to = end,
auto.assign = FALSE)
length <- nrow( series )
close <- as.numeric(series[, paste0(symbol, ".Close")])
cat( "length = ", length(close ), "\n" )
diff = seq(1:(length-1))
for( i in 1:length-1 )
diff[i] = ((close[i+1] - close[i]) ) / close[i]
u = mean(diff)
stdDev = sd(diff)
cat( "stdDev = ", stdDev, "\n" )
if ( norm == TRUE ) {
diff = (diff - u)
diff = diff / stdDev
}
cat( "length = ", length(diff ), "\n" )
return (diff)
}
I believe it is now working correctly. I did add the following statement:
diff = seq(1:(length-1))
I thank you for your help. I also think the version of the function
posted by Joshua Ulrich is better. I found his post to be very educational.
Bob
On 8/9/2018 6:48 PM, Duncan Murdoch wrote:
On 09/08/2018 6:21 PM, rsherry8 wrote:
Duncan,
You are right and when I run with auto.assign=FALSE it works.
You should post your working version of the function to the mailing list.
Duncan Murdoch
Thank you very much,
Bob
On 8/9/2018 6:11 PM, Duncan Murdoch wrote:
On 09/08/2018 4:56 PM, rsherry8 wrote:
Duncan,
Thanks for the response. I tired the following:
> series <- getSymbols("AVB", src = "yahoo", from = start, to
= end)
You missed the auto.assign=FALSE argument.
> series[0]
character(0)
> nrow( series )
NULL
nrow( series ) returned NULL. I do not understand why. I am thinking
that there should be an R command to
tell me about the structure of series. I tried: typeof( series ) and
got: "character". Is there a better command for
me to use other than typeof?
Won't help here, but often str() is more informative than typeof().
Duncan Murdoch
I also tried this command:
c1 <- as.numeric(series[, paste0(symbol, ".Close")])
where symbol held the value "AVB" and I got:
Error in series[, paste0(symbol, ".Close")] :
incorrect number of dimensions
Please help.
Thanks,
Bob
On 8/9/2018 3:51 PM, Duncan Murdoch wrote:
On 09/08/2018 1:12 PM, rsherry8 wrote:
I wrote the following function:
# This method gets historical stock data for the stock Avalon Bay
whose
symbol is AVB.
getReturns <- function(norm = FALSE)
{
library(quantmod)
getSymbols("AVB", src = "yahoo", from = start, to = end)
length = length( AVB$AVB.Close )
close = as.numeric( AVB$AVB.Close )
cat( "length = ", length(close ), "\n" )
for( i in 1:length-1 )
diff[i] = ((close[i+1] - close[i]) ) / close[i]
u = mean(diff)
stdDev = sd(diff)
cat( "stdDev = ", stdDev, "\n" )
if ( norm == TRUE ) {
diff = (diff - u)
diff = diff / stdDev
}
return (diff)
}
I would like to generalize it to work for any stock by passing in
the
stock symbol. So the header for the
function would be:
getReturns <- function(symbol, norm = FALSE)
The quantmod function getSymbols has arguments auto.assign which
defaults to TRUE. Set it to FALSE, and then keep the result of the
call, instead of assuming that a variable named AVB has been created.
That is,
series <- getSymbols(symbol, src = "yahoo", from = start,
to =
end, auto.assign = FALSE)
length <- nrow( series )
It will still name the columns according to the symbol, so you would
also need
close <- as.numeric(series[, paste0(symbol, ".Close")])
Duncan Murdoch
Now how do I update this line:
length = length( AVB$AVB.Close )
This statement will not work:
length = length( symbol$AVB.Close )
because the name that holds the closing price is a function of the
stock
symbol.
Thanks,
Bob
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
