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getsplat
2018 Mar 15
1
Adjusting OHCL data via quantmod
...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"]
head(merge(close_av, close_av_adj, Ad(A...