Hello, I second Michael's opinion. When the post's code is very long, there is a tendency to have less answers. Please post the output of dput(head(bwchist, 30)) It's much shorter code and it recreates the data so we will be able to see what's wrong and try to find a solution. Hope this helps, Rui Barradas ?s 15:44 de 31/07/2020, Michael Dewey escreveu:> Dear Pedro > > Some comments in-line > > On 30/07/2020 21:16, Pedro p?ramo wrote: >> Hi all, >> >> I attach my code, the think is I want to make a bar plot the last >> variable >> called "bwchist" >> >> ? so the X axis are "Accion" and the y axis are "reval" values. >> >> I have prove class(bwchist) and says dataframe but its still a list >> because >> it says me >> >> I have prove to unlist,? but it doesnt work >> >> hist(bwchist) >> Error in hist.default(bwchist) : 'x' must be numeric > > So bwchist is not a numeric variable as hist needs. Aboce you said it > is a data frame but data frames are not numeric. > > For future reference your example is way too long for anyone to go > through and try to help you. Try next time to reduce it to the > absolute minimum by removing sections while you still get the error. > It is also easier to get help if you can remove unnecessary packages. > > It is also unreadable because you are posting in HTML and that makes > the post unreadable as this is a plain text list. > > Michael > > >> >> Or >> >> barplot(bwchist) >> Error in barplot.default(bwchist) : 'height' must be a vector or a >> matrix >> >> library(PerformanceAnalytics) >> library(dplyr) >> library(tibble) >> library(lubridate) >> library(PerformanceAnalytics) >> library(quantmod) >> library(ggplot2) >> library(png) >> library(grid) >> library(RCurl) >> library(tidyquant) >> library(timetk) >> library(data.table) >> >> >> >> Acciona<- tq_get("ANA.MC",from = '2019-12-31',get = "stock.prices") >> ACS<- tq_get("ACS.MC",from = '2019-12-31',get = "stock.prices") >> Aena<- tq_get("AENA.MC",from = '2019-12-31',get = "stock.prices") >> Amadeus<- tq_get("AMS.MC",from = '2019-12-31',get = "stock.prices") >> ArcelorMittal<- tq_get("MTS.MC",from = '2019-12-31',get = >> "stock.prices") >> BBVA<- tq_get("BBVA.MC",from = '2019-12-31',get = "stock.prices") >> Sabadell<- tq_get("SAB.MC",from = '2019-12-31',get = "stock.prices") >> Santander<- tq_get("SAN.MC",from = '2019-12-31',get = "stock.prices") >> Bankinter<- tq_get("BKT.MC",from = '2019-12-31',get = "stock.prices") >> CaixaBank<- tq_get("CABK.MC",from = '2019-12-31',get = "stock.prices") >> Cellnex<- tq_get("CLNX.MC",from = '2019-12-31',get = "stock.prices") >> Enagas<- tq_get("ENG.MC",from = '2019-12-31',get = "stock.prices") >> ENCE<- tq_get("ENC.MC",from = '2019-12-31',get = "stock.prices") >> Endesa<- tq_get("ELE.MC",from = '2019-12-31',get = "stock.prices") >> Ferrovial<- tq_get("FER.MC",from = '2019-12-31',get = "stock.prices") >> Grifols<- tq_get("GRF.MC",from = '2019-12-31',get = "stock.prices") >> Iberdrola<- tq_get("IBE.MC",from = '2019-12-31',get = "stock.prices") >> Inditex<- tq_get("ITX.MC",from = '2019-12-31',get = "stock.prices") >> Colonial<- tq_get("COL.MC",from = '2019-12-31',get = "stock.prices") >> IAG<- tq_get("IAG.MC",from = '2019-12-31',get = "stock.prices") >> Mapfre<- tq_get("MAP.MC",from = '2019-12-31',get = "stock.prices") >> Melia<- tq_get("MEL.MC",from = '2019-12-31',get = "stock.prices") >> Merlin<- tq_get("MRL.MC",from = '2019-12-31',get = "stock.prices") >> Naturgy<- tq_get("NTGY.MC",from = '2019-12-31',get = "stock.prices") >> REE<- tq_get("REE.MC",from = '2019-12-31',get = "stock.prices") >> Repsol<- tq_get("REP.MC",from = '2019-12-31',get = "stock.prices") >> SGamesa<- tq_get("SGRE.MC",from = '2019-12-31',get = "stock.prices") >> Telefonica<- tq_get("TEF.MC",from = '2019-12-31',get = "stock.prices") >> Viscofan<- tq_get("VIS.MC",from = '2019-12-31',get = "stock.prices") >> Acerinox<- tq_get("ACX.MC",from = '2019-12-31',get = "stock.prices") >> Bankia<- tq_get("BKIA.MC",from = '2019-12-31',get = "stock.prices") >> CIE<- tq_get("CIE.MC",from = '2019-12-31',get = "stock.prices") >> MasMovil<- tq_get("MAS.MC",from = '2019-12-31',get = "stock.prices") >> Almirall<- tq_get("ALM.MC",from = '2019-12-31',get = "stock.prices") >> Indra<- tq_get("IDR.MC",from ='2019-12-31',get = "stock.prices") >> >> Indra_daily_returns <- Indra %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Indra_cum_returns <- Indra_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Almirall_daily_returns <- Almirall %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Almirall_cum_returns <- Almirall_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Acciona_daily_returns <- Acciona %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Acciona_cum_returns <- Acciona_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> ACS_daily_returns <- ACS %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> ACS_cum_returns <- ACS_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Aena_daily_returns <- Aena %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Aena_cum_returns <- Aena_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Amadeus_daily_returns <- Amadeus %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Amadeus_cum_returns <- Amadeus_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> ArcelorMittal_daily_returns <- ArcelorMittal %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> ArcelorMittal_cum_returns <- ArcelorMittal_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> BBVA_daily_returns <- BBVA %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> BBVA_cum_returns <- BBVA_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> >> Sabadell_daily_returns <- Sabadell %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Sabadell_cum_returns <- Sabadell_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Santander_daily_returns <- Santander %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Santander_cum_returns <- Santander_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> >> Bankinter_daily_returns <- Bankinter %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Bankinter_cum_returns <- Bankinter_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> CaixaBank_daily_returns <- CaixaBank %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> CaixaBank_cum_returns <- CaixaBank_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Cellnex_daily_returns <- Cellnex %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Cellnex_cum_returns <- Cellnex_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> CIE_daily_returns <- CIE %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> CIE_cum_returns <- CIE_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> CIE_daily_returns <- CIE %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> CIE_cum_returns <- CIE_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Enagas_daily_returns <- Enagas %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Enagas_cum_returns <- Enagas_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> >> ENCE_daily_returns <- ENCE %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> ENCE_cum_returns <- ENCE_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> Endesa_daily_returns <- Endesa %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Endesa_cum_returns <- Endesa_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> Ferrovial_daily_returns <- Ferrovial %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Ferrovial_cum_returns <- Ferrovial_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Grifols_daily_returns <- Grifols %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Grifols_cum_returns <- Grifols_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Iberdrola_daily_returns <- Iberdrola %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Iberdrola_cum_returns <- Iberdrola_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Inditex_daily_returns <- Inditex %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Inditex_cum_returns <- Inditex_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Colonial_daily_returns <- Colonial %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Colonial_cum_returns <- Colonial_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> IAG_daily_returns <- IAG %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> IAG_cum_returns <- IAG_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Mapfre_daily_returns <- Mapfre %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Mapfre_cum_returns <- Mapfre_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Melia_daily_returns <- Melia %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Melia_cum_returns <- Melia_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Merlin_daily_returns <- Merlin %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Merlin_cum_returns <- Merlin_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Naturgy_daily_returns <- Naturgy %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Naturgy_cum_returns <- Naturgy_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> REE_daily_returns <- REE %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> REE_cum_returns <- REE_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Repsol_daily_returns <- Repsol %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Repsol_cum_returns <- Repsol_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> SGamesa_daily_returns <- SGamesa %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> SGamesa_cum_returns <- SGamesa_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Telefonica_daily_returns <- Telefonica %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Telefonica_cum_returns <- Telefonica_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Viscofan_daily_returns <- Viscofan %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Viscofan_cum_returns <- Viscofan_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Acerinox_daily_returns <- Acerinox %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Acerinox_cum_returns <- Acerinox_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> >> Bankia_daily_returns <- Bankia %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Bankia_cum_returns <- Bankia_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> MasMovil_daily_returns <- MasMovil %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> MasMovil_cum_returns <- MasMovil_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> Indra_daily_returns <- Indra %>% >> ?? tq_transmute(select = adjusted,?????????? # this specifies which >> column >> to select >> ??????????????? mutate_fun = periodReturn,?? # This specifies what to do >> with that column >> ??????????????? period = "daily",????? # This argument calculates Daily >> returns >> ??????????????? col_rename = "idr_returns") # renames the column >> Indra_cum_returns <- Indra_daily_returns %>% >> ?? mutate(cr = cumprod(1 + idr_returns)) %>%????? # using the cumprod >> function >> ?? mutate(cumulative_returns = cr - 1) >> >> bestworst<-c(Acciona_cum_returns[nrow(Acciona_cum_returns),4], >> ????????????? ACS_cum_returns[nrow(ACS_cum_returns),4], >> ????????????? Aena_cum_returns[nrow(Aena_cum_returns),4], >> ????????????? Amadeus_cum_returns[nrow(Amadeus_cum_returns),4], >> ArcelorMittal_cum_returns[nrow(ArcelorMittal_cum_returns),4], >> ????????????? BBVA_cum_returns[nrow(BBVA_cum_returns),4], >> Sabadell_cum_returns[nrow(Sabadell_cum_returns),4], >> Santander_cum_returns[nrow(Santander_cum_returns),4], >> Bankinter_cum_returns[nrow(Bankinter_cum_returns),4], >> CaixaBank_cum_returns[nrow(CaixaBank_cum_returns),4], >> ????????????? Cellnex_cum_returns[nrow(Cellnex_cum_returns),4], >> ????????????? Enagas_cum_returns[nrow(Enagas_cum_returns),4], >> ????????????? ENCE_cum_returns[nrow(ENCE_cum_returns),4], >> ????????????? Endesa_cum_returns[nrow(Endesa_cum_returns),4], >> Ferrovial_cum_returns[nrow(Ferrovial_cum_returns),4], >> ????????????? Grifols_cum_returns[nrow(Grifols_cum_returns),4], >> Iberdrola_cum_returns[nrow(Iberdrola_cum_returns),4], >> ????????????? Inditex_cum_returns[nrow(Inditex_cum_returns),4], >> Colonial_cum_returns[nrow(Colonial_cum_returns),4], >> ????????????? IAG_cum_returns[nrow(IAG_cum_returns),4], >> ????????????? Mapfre_cum_returns[nrow(Mapfre_cum_returns),4], >> ????????????? Melia_cum_returns[nrow(Melia_cum_returns),4], >> ????????????? Merlin_cum_returns[nrow(Merlin_cum_returns),4], >> ????????????? Naturgy_cum_returns[nrow(Naturgy_cum_returns),4], >> ????????????? REE_cum_returns[nrow(REE_cum_returns),4], >> ????????????? Repsol_cum_returns[nrow(Repsol_cum_returns),4], >> ????????????? SGamesa_cum_returns[nrow(SGamesa_cum_returns),4], >> Telefonica_cum_returns[nrow(Telefonica_cum_returns),4], >> Viscofan_cum_returns[nrow(Viscofan_cum_returns),4], >> Acerinox_cum_returns[nrow(Acerinox_cum_returns),4], >> ????????????? Bankia_cum_returns[nrow(Bankia_cum_returns),4], >> ????????????? CIE_cum_returns[nrow(CIE_cum_returns),4], >> MasMovil_cum_returns[nrow(MasMovil_cum_returns),4], >> Almirall_cum_returns[nrow(Almirall_cum_returns),4], >> ????????????? Indra_cum_returns[nrow(Indra_cum_returns),4]) >> >> namebw<-c("Acciona", >> ?????????? "ACS", >> ?????????? "Aena", >> ?????????????? "Amadeus", >> ?????????? "ArcelorMittal", >> ?????????? "BBVA", >> ?????????? "Sabadell", >> ?????????? "Santander", >> ?????????? "Bankinter", >> ?????????? "CaixaBank", >> ?????????? "Cellnex", >> ??????????????? "Enagas", >> ?????????? "ENCE", >> ??????????????? "Endesa", >> ?????????? "Ferrovial", >> ??????????????? "Grifols", >> ?????????? "Iberdrola", >> ??????????????? "Inditex", >> ?????????? "Colonial", >> ??????????????? "IAG", >> ?????????? "Mapfre", >> ??????????????? "Melia", >> ?????????? "Merlin", >> ??????????????? "Naturgy", >> ?????????? "REE", >> ??????????????? "Repsol", >> ?????????? "SGamesa", >> ??????????????? "Telefonica", >> ?????????? "Viscofan", >> ??????????????? "Acerinox", >> ?????????? "Bankia", >> ??????????????? "CIE", >> ?????????? "MasMovil", >> ??????????????? "Almirall", >> ?????????? "Indra") >> >> >> bwfinal <- matrix(bestworst, nrow =35 , ncol = 1) >> bwfinal2 <- matrix(namebw, nrow =35 , ncol = 1) >> >> bwc<-cbind(bwfinal2,bwfinal) >> colnames(bwc)=c("Accion","reval") >> bwc <- as.data.frame(bwc) >> colnames(bwchist)=c("Accion","reval") >> bwchist <-as.data.frame(bwc[order(bwc$reval), ]) >> >> ????[[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at 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. >> >-- Este e-mail foi verificado em termos de v?rus pelo software antiv?rus Avast. https://www.avast.com/antivirus
Hi Pedro,
Another 'best practice' and polite thing to do is link to other places
you may have cross-posted. That will give people the opportunity to
see if your questions has been answered in another forum.
I saw your post on R-SIG-Finance
(https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html), and
started to work on a solution.
I don't know how to do this in tidyquant, but here's how you can do it
with quantmod:
# all tickers
tk <- c("ANA.MC", "ACS.MC", "AENA.MC",
"AMS.MC", "MTS.MC", "BBVA.MC", "SAB.MC",
"SAN.MC", "BKT.MC", "CABK.MC",
"CLNX.MC", "ENG.MC", "ENC.MC", "ELE.MC",
"FER.MC", "GRF.MC", "IBE.MC",
"ITX.MC", "COL.MC", "IAG.MC", "MAP.MC",
"MEL.MC", "MRL.MC", "NTGY.MC",
"REE.MC", "REP.MC", "SGRE.MC", "TEF.MC",
"VIS.MC", "ACX.MC", "BKIA.MC",
"CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC")
# download them into an environment ('e')
require(quantmod)
getSymbols(tk, from = "2019-12-31", env = (e <- new.env()))
# extract adjusted close column
adj <- lapply(e, Ad)
# calculate daily returns from adjusted data,
# merge into a xts matrix, and fill NA with 0
ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0))
# cumulative returns
cumret <- cumprod(1 + ret) - 1
# set names
colnames(cumret) <- names(adj)
last(cumret)
# calculate histogram for period-to-date returns
hist(drop(last(cumret)))
I'm not sure that's the histogram you're looking for, but I hope it
gives you a start toward a solution.
Best,
Josh
On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas <ruipbarradas at sapo.pt>
wrote:>
> Hello,
>
> I second Michael's opinion. When the post's code is very long,
there is
> a tendency to have less answers.
>
> Please post the output of
>
>
> dput(head(bwchist, 30))
>
>
> It's much shorter code and it recreates the data so we will be able to
> see what's wrong and try to find a solution.
>
> Hope this helps,
>
> Rui Barradas
>
>
> ?s 15:44 de 31/07/2020, Michael Dewey escreveu:
> > Dear Pedro
> >
> > Some comments in-line
> >
> > On 30/07/2020 21:16, Pedro p?ramo wrote:
> >> Hi all,
> >>
> >> I attach my code, the think is I want to make a bar plot the last
> >> variable
> >> called "bwchist"
> >>
> >> so the X axis are "Accion" and the y axis are
"reval" values.
> >>
> >> I have prove class(bwchist) and says dataframe but its still a
list
> >> because
> >> it says me
> >>
> >> I have prove to unlist, but it doesnt work
> >>
> >> hist(bwchist)
> >> Error in hist.default(bwchist) : 'x' must be numeric
> >
> > So bwchist is not a numeric variable as hist needs. Aboce you said it
> > is a data frame but data frames are not numeric.
> >
> > For future reference your example is way too long for anyone to go
> > through and try to help you. Try next time to reduce it to the
> > absolute minimum by removing sections while you still get the error.
> > It is also easier to get help if you can remove unnecessary packages.
> >
> > It is also unreadable because you are posting in HTML and that makes
> > the post unreadable as this is a plain text list.
> >
> > Michael
> >
> >
> >>
> >> Or
> >>
> >> barplot(bwchist)
> >> Error in barplot.default(bwchist) : 'height' must be a
vector or a
> >> matrix
> >>
> >> library(PerformanceAnalytics)
> >> library(dplyr)
> >> library(tibble)
> >> library(lubridate)
> >> library(PerformanceAnalytics)
> >> library(quantmod)
> >> library(ggplot2)
> >> library(png)
> >> library(grid)
> >> library(RCurl)
> >> library(tidyquant)
> >> library(timetk)
> >> library(data.table)
> >>
> >>
> >>
> >> Acciona<- tq_get("ANA.MC",from =
'2019-12-31',get = "stock.prices")
> >> ACS<- tq_get("ACS.MC",from = '2019-12-31',get
= "stock.prices")
> >> Aena<- tq_get("AENA.MC",from =
'2019-12-31',get = "stock.prices")
> >> Amadeus<- tq_get("AMS.MC",from =
'2019-12-31',get = "stock.prices")
> >> ArcelorMittal<- tq_get("MTS.MC",from =
'2019-12-31',get > >> "stock.prices")
> >> BBVA<- tq_get("BBVA.MC",from =
'2019-12-31',get = "stock.prices")
> >> Sabadell<- tq_get("SAB.MC",from =
'2019-12-31',get = "stock.prices")
> >> Santander<- tq_get("SAN.MC",from =
'2019-12-31',get = "stock.prices")
> >> Bankinter<- tq_get("BKT.MC",from =
'2019-12-31',get = "stock.prices")
> >> CaixaBank<- tq_get("CABK.MC",from =
'2019-12-31',get = "stock.prices")
> >> Cellnex<- tq_get("CLNX.MC",from =
'2019-12-31',get = "stock.prices")
> >> Enagas<- tq_get("ENG.MC",from =
'2019-12-31',get = "stock.prices")
> >> ENCE<- tq_get("ENC.MC",from =
'2019-12-31',get = "stock.prices")
> >> Endesa<- tq_get("ELE.MC",from =
'2019-12-31',get = "stock.prices")
> >> Ferrovial<- tq_get("FER.MC",from =
'2019-12-31',get = "stock.prices")
> >> Grifols<- tq_get("GRF.MC",from =
'2019-12-31',get = "stock.prices")
> >> Iberdrola<- tq_get("IBE.MC",from =
'2019-12-31',get = "stock.prices")
> >> Inditex<- tq_get("ITX.MC",from =
'2019-12-31',get = "stock.prices")
> >> Colonial<- tq_get("COL.MC",from =
'2019-12-31',get = "stock.prices")
> >> IAG<- tq_get("IAG.MC",from = '2019-12-31',get
= "stock.prices")
> >> Mapfre<- tq_get("MAP.MC",from =
'2019-12-31',get = "stock.prices")
> >> Melia<- tq_get("MEL.MC",from =
'2019-12-31',get = "stock.prices")
> >> Merlin<- tq_get("MRL.MC",from =
'2019-12-31',get = "stock.prices")
> >> Naturgy<- tq_get("NTGY.MC",from =
'2019-12-31',get = "stock.prices")
> >> REE<- tq_get("REE.MC",from = '2019-12-31',get
= "stock.prices")
> >> Repsol<- tq_get("REP.MC",from =
'2019-12-31',get = "stock.prices")
> >> SGamesa<- tq_get("SGRE.MC",from =
'2019-12-31',get = "stock.prices")
> >> Telefonica<- tq_get("TEF.MC",from =
'2019-12-31',get = "stock.prices")
> >> Viscofan<- tq_get("VIS.MC",from =
'2019-12-31',get = "stock.prices")
> >> Acerinox<- tq_get("ACX.MC",from =
'2019-12-31',get = "stock.prices")
> >> Bankia<- tq_get("BKIA.MC",from =
'2019-12-31',get = "stock.prices")
> >> CIE<- tq_get("CIE.MC",from = '2019-12-31',get
= "stock.prices")
> >> MasMovil<- tq_get("MAS.MC",from =
'2019-12-31',get = "stock.prices")
> >> Almirall<- tq_get("ALM.MC",from =
'2019-12-31',get = "stock.prices")
> >> Indra<- tq_get("IDR.MC",from
='2019-12-31',get = "stock.prices")
> >>
> >> Indra_daily_returns <- Indra %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Indra_cum_returns <- Indra_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Almirall_daily_returns <- Almirall %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Almirall_cum_returns <- Almirall_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Acciona_daily_returns <- Acciona %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Acciona_cum_returns <- Acciona_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> ACS_daily_returns <- ACS %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> ACS_cum_returns <- ACS_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Aena_daily_returns <- Aena %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Aena_cum_returns <- Aena_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Amadeus_daily_returns <- Amadeus %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Amadeus_cum_returns <- Amadeus_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> ArcelorMittal_daily_returns <- ArcelorMittal %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> ArcelorMittal_cum_returns <- ArcelorMittal_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> BBVA_daily_returns <- BBVA %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> BBVA_cum_returns <- BBVA_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Sabadell_daily_returns <- Sabadell %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Sabadell_cum_returns <- Sabadell_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Santander_daily_returns <- Santander %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Santander_cum_returns <- Santander_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Bankinter_daily_returns <- Bankinter %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Bankinter_cum_returns <- Bankinter_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CaixaBank_daily_returns <- CaixaBank %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> CaixaBank_cum_returns <- CaixaBank_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Cellnex_daily_returns <- Cellnex %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Cellnex_cum_returns <- Cellnex_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CIE_daily_returns <- CIE %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> CIE_cum_returns <- CIE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CIE_daily_returns <- CIE %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> CIE_cum_returns <- CIE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Enagas_daily_returns <- Enagas %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Enagas_cum_returns <- Enagas_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> ENCE_daily_returns <- ENCE %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> ENCE_cum_returns <- ENCE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >> Endesa_daily_returns <- Endesa %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Endesa_cum_returns <- Endesa_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >> Ferrovial_daily_returns <- Ferrovial %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Ferrovial_cum_returns <- Ferrovial_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Grifols_daily_returns <- Grifols %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Grifols_cum_returns <- Grifols_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Iberdrola_daily_returns <- Iberdrola %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Iberdrola_cum_returns <- Iberdrola_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Inditex_daily_returns <- Inditex %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Inditex_cum_returns <- Inditex_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Colonial_daily_returns <- Colonial %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Colonial_cum_returns <- Colonial_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> IAG_daily_returns <- IAG %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> IAG_cum_returns <- IAG_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Mapfre_daily_returns <- Mapfre %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Mapfre_cum_returns <- Mapfre_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Melia_daily_returns <- Melia %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Melia_cum_returns <- Melia_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Merlin_daily_returns <- Merlin %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Merlin_cum_returns <- Merlin_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Naturgy_daily_returns <- Naturgy %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Naturgy_cum_returns <- Naturgy_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> REE_daily_returns <- REE %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> REE_cum_returns <- REE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Repsol_daily_returns <- Repsol %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Repsol_cum_returns <- Repsol_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> SGamesa_daily_returns <- SGamesa %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> SGamesa_cum_returns <- SGamesa_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Telefonica_daily_returns <- Telefonica %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Telefonica_cum_returns <- Telefonica_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Viscofan_daily_returns <- Viscofan %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Viscofan_cum_returns <- Viscofan_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Acerinox_daily_returns <- Acerinox %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Acerinox_cum_returns <- Acerinox_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Bankia_daily_returns <- Bankia %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Bankia_cum_returns <- Bankia_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> MasMovil_daily_returns <- MasMovil %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> MasMovil_cum_returns <- MasMovil_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Indra_daily_returns <- Indra %>%
> >> tq_transmute(select = adjusted, # this specifies
which
> >> column
> >> to select
> >> mutate_fun = periodReturn, # This specifies what
to do
> >> with that column
> >> period = "daily", # This argument
calculates Daily
> >> returns
> >> col_rename = "idr_returns") # renames
the column
> >> Indra_cum_returns <- Indra_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the
cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> bestworst<-c(Acciona_cum_returns[nrow(Acciona_cum_returns),4],
> >> ACS_cum_returns[nrow(ACS_cum_returns),4],
> >> Aena_cum_returns[nrow(Aena_cum_returns),4],
> >> Amadeus_cum_returns[nrow(Amadeus_cum_returns),4],
> >> ArcelorMittal_cum_returns[nrow(ArcelorMittal_cum_returns),4],
> >> BBVA_cum_returns[nrow(BBVA_cum_returns),4],
> >> Sabadell_cum_returns[nrow(Sabadell_cum_returns),4],
> >> Santander_cum_returns[nrow(Santander_cum_returns),4],
> >> Bankinter_cum_returns[nrow(Bankinter_cum_returns),4],
> >> CaixaBank_cum_returns[nrow(CaixaBank_cum_returns),4],
> >> Cellnex_cum_returns[nrow(Cellnex_cum_returns),4],
> >> Enagas_cum_returns[nrow(Enagas_cum_returns),4],
> >> ENCE_cum_returns[nrow(ENCE_cum_returns),4],
> >> Endesa_cum_returns[nrow(Endesa_cum_returns),4],
> >> Ferrovial_cum_returns[nrow(Ferrovial_cum_returns),4],
> >> Grifols_cum_returns[nrow(Grifols_cum_returns),4],
> >> Iberdrola_cum_returns[nrow(Iberdrola_cum_returns),4],
> >> Inditex_cum_returns[nrow(Inditex_cum_returns),4],
> >> Colonial_cum_returns[nrow(Colonial_cum_returns),4],
> >> IAG_cum_returns[nrow(IAG_cum_returns),4],
> >> Mapfre_cum_returns[nrow(Mapfre_cum_returns),4],
> >> Melia_cum_returns[nrow(Melia_cum_returns),4],
> >> Merlin_cum_returns[nrow(Merlin_cum_returns),4],
> >> Naturgy_cum_returns[nrow(Naturgy_cum_returns),4],
> >> REE_cum_returns[nrow(REE_cum_returns),4],
> >> Repsol_cum_returns[nrow(Repsol_cum_returns),4],
> >> SGamesa_cum_returns[nrow(SGamesa_cum_returns),4],
> >> Telefonica_cum_returns[nrow(Telefonica_cum_returns),4],
> >> Viscofan_cum_returns[nrow(Viscofan_cum_returns),4],
> >> Acerinox_cum_returns[nrow(Acerinox_cum_returns),4],
> >> Bankia_cum_returns[nrow(Bankia_cum_returns),4],
> >> CIE_cum_returns[nrow(CIE_cum_returns),4],
> >> MasMovil_cum_returns[nrow(MasMovil_cum_returns),4],
> >> Almirall_cum_returns[nrow(Almirall_cum_returns),4],
> >> Indra_cum_returns[nrow(Indra_cum_returns),4])
> >>
> >> namebw<-c("Acciona",
> >> "ACS",
> >> "Aena",
> >> "Amadeus",
> >> "ArcelorMittal",
> >> "BBVA",
> >> "Sabadell",
> >> "Santander",
> >> "Bankinter",
> >> "CaixaBank",
> >> "Cellnex",
> >> "Enagas",
> >> "ENCE",
> >> "Endesa",
> >> "Ferrovial",
> >> "Grifols",
> >> "Iberdrola",
> >> "Inditex",
> >> "Colonial",
> >> "IAG",
> >> "Mapfre",
> >> "Melia",
> >> "Merlin",
> >> "Naturgy",
> >> "REE",
> >> "Repsol",
> >> "SGamesa",
> >> "Telefonica",
> >> "Viscofan",
> >> "Acerinox",
> >> "Bankia",
> >> "CIE",
> >> "MasMovil",
> >> "Almirall",
> >> "Indra")
> >>
> >>
> >> bwfinal <- matrix(bestworst, nrow =35 , ncol = 1)
> >> bwfinal2 <- matrix(namebw, nrow =35 , ncol = 1)
> >>
> >> bwc<-cbind(bwfinal2,bwfinal)
> >> colnames(bwc)=c("Accion","reval")
> >> bwc <- as.data.frame(bwc)
> >> colnames(bwchist)=c("Accion","reval")
> >> bwchist <-as.data.frame(bwc[order(bwc$reval), ])
> >>
> >> [[alternative HTML version deleted]]
> >>
> >> ______________________________________________
> >> R-help at 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.
> >>
> >
>
>
> --
> Este e-mail foi verificado em termos de v?rus pelo software antiv?rus
Avast.
> https://www.avast.com/antivirus
>
> ______________________________________________
> R-help at 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.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On 2020-07-31 10:07 -0500, Joshua Ulrich wrote:
| On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote:
| | ?s 15:44 de 31/07/2020, Michael Dewey escreveu:
| | | Dear Pedro
| | |
| | | Some comments in-line
| | |
| | | On 30/07/2020 21:16, Pedro p?ramo wrote:
| | | | Hi all,
| | | |
| | | | I attach my code, the think is I
| | | | want to make a bar plot the last
| | | | variable called "bwchist" so the
| | | | X axis are "Accion" and the y
| | | | axis are "reval" values.
| | | |
| | | | I have prove class(bwchist) and
| | | | says dataframe but its still a
| | | | list because it says me I have
| | | | prove to unlist, but it doesnt
| | | | work
| | | |
| | | | hist(bwchist)
| | | | Error in hist.default(bwchist) : 'x' must be numeric
| | |
| | | So bwchist is not a numeric
| | | variable as hist needs. Aboce you
| | | said it is a data frame but data
| | | frames are not numeric.
| | |
| | | For future reference your example
| | | is way too long for anyone to go
| | | through and try to help you. Try
| | | next time to reduce it to the
| | | absolute minimum by removing
| | | sections while you still get the
| | | error. It is also easier to get
| | | help if you can remove unnecessary
| | | packages.
| | |
| | | It is also unreadable because you
| | | are posting in HTML and that makes
| | | the post unreadable as this is a
| | | plain text list.
| |
| | Hello,
| |
| | I second Michael's opinion. When the
| | post's code is very long, there is a
| | tendency to have less answers.
| |
| | Please post the output of
| |
| | dput(head(bwchist, 30))
| |
| | It's much shorter code and it
| | recreates the data so we will be
| | able to see what's wrong and try to
| | find a solution.
|
| Hi Pedro,
|
| Another 'best practice' and polite
| thing to do is link to other places
| you may have cross-posted. That will
| give people the opportunity to see if
| your questions has been answered in
| another forum.
|
| I saw your post on R-SIG-Finance
| (https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html),
| and started to work on a solution.
|
| I don't know how to do this in
| tidyquant, but here's how you can do
| it with quantmod:
|
| # all tickers
| tk <- c("ANA.MC", "ACS.MC", "AENA.MC",
"AMS.MC", "MTS.MC", "BBVA.MC", "SAB.MC",
| "SAN.MC", "BKT.MC", "CABK.MC",
"CLNX.MC", "ENG.MC", "ENC.MC", "ELE.MC",
| "FER.MC", "GRF.MC", "IBE.MC",
"ITX.MC", "COL.MC", "IAG.MC", "MAP.MC",
| "MEL.MC", "MRL.MC", "NTGY.MC",
"REE.MC", "REP.MC", "SGRE.MC", "TEF.MC",
| "VIS.MC", "ACX.MC", "BKIA.MC",
"CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC")
|
| # download them into an environment ('e')
| require(quantmod)
| getSymbols(tk, from = "2019-12-31", env = (e <- new.env()))
|
| # extract adjusted close column
| adj <- lapply(e, Ad)
| # calculate daily returns from adjusted data,
| # merge into a xts matrix, and fill NA with 0
| ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0))
| # cumulative returns
| cumret <- cumprod(1 + ret) - 1
| # set names
| colnames(cumret) <- names(adj)
| last(cumret)
| # calculate histogram for period-to-date returns
| hist(drop(last(cumret)))
|
| I'm not sure that's the histogram
| you're looking for, but I hope it
| gives you a start toward a solution.
|
| Best,
| Josh
Wow Josh! That's very elegant.
Myself now, I just plowed through the
original code to make it simpler, but am
at a loss as to how this histogram looks
...
x <- c("ANA.MC", "ACS.MC", "AENA.MC",
"AMS.MC", "MTS.MC", "BBVA.MC",
"SAB.MC", "SAN.MC", "BKT.MC",
"CABK.MC", "CLNX.MC", "ENG.MC",
"ENC.MC", "ELE.MC", "FER.MC",
"GRF.MC", "IBE.MC", "ITX.MC",
"COL.MC", "IAG.MC", "MAP.MC",
"MEL.MC", "MRL.MC", "NTGY.MC",
"REE.MC", "REP.MC", "SGRE.MC",
"TEF.MC", "VIS.MC", "ACX.MC",
"BKIA.MC", "CIE.MC", "MAS.MC",
"ALM.MC", "IDR.MC")
stock.prices <-
lapply(x, function(stock) {
tidyquant::tq_get(x=stock,from = '2019-12-31',get =
"stock.prices")
})
names(stock.prices) <- x
library(tidyquant)
returns <- lapply(stock.prices, function(data) {
tab <-
tq_transmute(
data = data,
select = adjusted, # this specifies which column to select
mutate_fun = periodReturn, # This specifies what to do with that column
period = "daily", # This argument calculates Daily
returns
col_rename = "idr_returns") # renames the column
tab[,"cr"] <- cumprod(1 + tab[,"idr_returns"])
tab[,"cumulative_returns"] <- tab[,"cr"] - 1
dplyr::pull(
tab[nrow(tab[,"cumulative_returns"]),
"cumulative_returns"]
)
})
bestworst <- simplify2array(returns)
namebw <-
c("Acciona", "ACS", "Aena",
"Amadeus",
"ArcelorMittal", "BBVA", "Sabadell",
"Santander", "Bankinter",
"CaixaBank", "Cellnex", "Enagas",
"ENCE", "Endesa", "Ferrovial",
"Grifols", "Iberdrola", "Inditex",
"Colonial", "IAG", "Mapfre",
"Melia", "Merlin", "Naturgy",
"REE",
"Repsol", "SGamesa", "Telefonica",
"Viscofan", "Acerinox", "Bankia",
"CIE", "MasMovil", "Almirall",
"Indra")
bwc <- data.frame(
symbol=names(bestworst),
Accion=namebw,
reval=bestworst)
| | | | bwc<-cbind(bwfinal2,bwfinal)
| | | | colnames(bwc)=c("Accion","reval")
| | | | bwc <- as.data.frame(bwc)
... aaaand you know something's
happening between here (where bwchist is
created), but you don't know what it is,
do you, Mr p?ramo?
| | | | colnames(bwchist)=c("Accion","reval")
| | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])
Best,
Rasmus
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