search for: close_av

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2018 Mar 15
1
Adjusting OHCL data via quantmod
...lits, and split-adjusted dividends) Evidence: ### library(quantmod) #AV data getSymbols("AAPL",src = "av" ,api.key = my_api_key , 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"] h...