Displaying 1 result from an estimated 1 matches for "adjratios".
2018 Mar 15
1
Adjusting OHCL data via quantmod
...y
, adjusted = TRUE, output.size = "full") #supply your own api key
#Manual adjustments for splits, and split-adjusted dividends
close_av <- Cl(AAPL)
splits <- getSplits("AAPL")
dividends <- getDividends("AAPL", split.adjust = TRUE)
ratios_av <- adjRatios(splits = splits, dividends = dividends, close =
close_av)
close_av_adj <- close_av * ratios_av[,"Div"] * ratios_av[,"Split"]
head(merge(close_av, close_av_adj, Ad(AAPL)))
#The leftmost column is the raw close data from Alpha Vantage,
#the middle column is the raw Alpha Vanta...