Displaying 20 results from an estimated 142 matches for "getsymbols".
2017 Sep 01
3
How to use getSymbols() to get annual data
Dear Sir/Madam,
How to use getSymbols() to get annual data? For example, I need the annual stock price of APPLE from the year 2000 to 2016. How to write the command? I only know how to get the daily data. It is:
getSymbols("AAPL",from="2000-01-01",to="2016-12-31")
Thank you very much.
Have a good wee...
2009 Feb 03
1
Using getSymbols
Hi,
How can one ask getSymbols to obtain data within a specified time interval?
For example, if I am downloading US PPI data:
usppi <- as.zoo(getSymbols("PPIACO", src="FRED", verbose=TRUE,
auto.assign=FALSE))
How do I ask getSymbols to truncate starting from Jan-1970 until present? I
looked up the help f...
2011 Mar 16
0
Quantmod getSymbol.MySQL
...)
tdata=(xts(data[,-1], as.POSIXct(data[,1])))
*barChart(tdata)*
dbDisconnect(con)
This thing works fine. I mean if done through DBI and RMySQL basic command,
then table
get read properly and I get a wonderful chart.
But doing it through getSymbol is giving problem.
*first i tried *
setDefaults(getSymbols.MySQL, dbname='ts')
getSymbols('ACC',src='MySQL')
Error in getSymbols.MySQL(Symbols = "ACC", env = <environment>, verbose =
FALSE, :
At least one connection argument ( ‘user’ ‘password’ ‘dbname’ ) is not set
*second i tried *
setDefaults(getSymbols.MySQ...
2010 Feb 13
1
Using getSYMBOL, annotate package on a list with empty elements.
Hi,
I have been trying to find a solution to this issue, but have not been able
to so !
I am trying to use sapply on the function getSYMBOL,
an extract from the list is:
> test.goP[13:14]
$`GO:0000050`
IEA IEA IEA IEA TAS TAS TAS
IEA
"5270753" "5720725" "1690128" "4850681" "110433" "2640544"
2017 Dec 27
1
Error in dimnames in R
...a lot.
##---------------------------- Portfolio construction &
Optimisation------------------------
#Assets: LUTAX, PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX
#Getting monthly returns of the assets
library(quantmod)
library(tseries)
library(timeSeries)
LUTAX <- monthlyReturn((getSymbols("LUTAX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(LUTAX) <- c("LUTAX")
PFODX <- monthlyReturn((getSymbols("PFODX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(PFODX) <- c("PFODX")
BRGAX <- monthlyReturn((ge...
2008 Sep 02
1
R Newbie: quantmod and zoo: Warning in rbind.zoo(...) : column names differ
Hello;
I am trying following but getting a warning message : Warning in
rbind.zoo(...) : column names differ, no matter whatever I do.
Also I do not want to specify column names manually, since I am just
writing a wrapper function around getSymbols to get chunks of data
from various sources - oanda, dividends etc.
I tried giving col.names = T/F, header = T/F and skip = 1 but no help.
I think problem is that getSymbols returns a zoo objects whose
index/first column is null. I write these data in a file and read it
again using read.zoo; when...
2010 Jun 05
1
How to get the closing price from the the GOOGLE FINANCE site for NSEINDIA stocks
Sir,
How to get the closing price from this link
http://www.google.com/finance/historical?q=NSE:RCOM
I installed quantmod
getSymbols('NSE:RCOM',src='google')
gives me this error**********************
Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", :
cannot open URL
'http://finance.google.com/finance/historical?q=NSE:RCOM&startdate=Jan+01,+2007&...
2012 Nov 09
2
TreynorRatio
i read about the performance analytics package
i have a doubt about the TreynorRatio
i have code
g=getSymbols("IBM")
> c=Cl(g)
> r=Return.calculate(c)
> SharpeRatio.annualized(r)
IBM.Close
Annualized Sharpe Ratio (Rf=0%) 0.3566339
> TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb" is missing, with no default
TreynorRa...
2011 Feb 23
3
Using string to call/manipulate an object
I am using getSymbols function from quantmod package to get price data from
internet.
Currently I have:
my.ticker <- "IBM"
getSymbols(my.ticker,src="google")
This creates an xts object named my.ticker which contains historical price
data for IBM.
How can I call and manipulating this xts objec...
2009 Aug 17
3
Newbie question re stddev, quantmod and performanceanalytics
Hi,
I am trying to calculate the std dev of returns of YHOO so far i got:
getSymbols("YHOO")
retYHOO <- Return.calculate(Cl(YHOO))
> sd(retYHOO)
YHOO.Close
NA
but i received an NA....can any assist? tks!
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Sent fro...
1998 Jun 15
1
R-beta: fortran problems with 0.62
...ar, on a machine which does not append underscores to fortran entry
points (HP-UX 10.20), there are many problems.
It seems that the configure script correctly determines is an extra underscore
is needed or not, but it also seems that this information is not used.
Early in the make process, the GETSYMBOLS script is run, but as far as I can
tell this adds an extra underscore all the time. The GETSYMBOLS script relies
on the information in appl/ROUTINES to determine if an entry point is fortran
or C. However some of those entries (e.g., bkslv) are listed as fortran when
they are really C entry p...
2010 Sep 10
2
[xts, quantmod] segfault probelm when I work with memcpy function
Hi,
I work with SEXP C code and with xts and quantmod packages. I try to
touch how xts internal works.
So we have R session and:
> ls()
character(0)
> getSymbols('AAPL') # quantmod package
[1] "AAPL"
> ls()
[1] "AAPL"
> str(AAPL)
An ?xts? object from 2007-01-03 to 2010-09-09 containing:
Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:6] "AAPL....
2011 Oct 18
1
problem with quantmod package
i am using quantmod package.it get stock quotes from google finanace. but
unfortunately i am not able to get the quotations of some stocks(e.g.
NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although
they are available in the google finance website. anyone please help me.
thanks in advance.....
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2012 Oct 19
1
to.yearly()
v="IBM"
library(quantmod)
v
v1=getSymbols(v)
to.yearly(v1)
===============================
when i pass the value through a variable in to.yearly() function it shows
the error msg like
"Error in try.xts(x) :
Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied
to an object of class "char...
2016 Apr 29
3
(Orc)JIT and weak symbol resolution
Hi,
This is a question on how to resolve weak symbols from the binary for
symbols that are also llvm::Module-local. Currently, the JIT seems to
favor resolving to module-local symbols over existing symbols:
$ cat symbols.cxx
extern "C" int printf(const char*,...);
template <class T> struct StaticStuff {
static T s_data;
};
template <class T> T
2009 Mar 05
3
character string as object name
Can someone please tell me why the following (last line) doesn't work
(as I expect it to :-)
library(quantmod)
a = getSymbols("MSFT",from="2009-3-01")
a
MSFT
eval(as.name(a))
MSFT$MSFT.Adjusted
b=paste(a,'$MSFT.Adjusted',sep='')
b
eval(as.name(b))
Why does this last line not work the way the earlier eval does?
Thanks.
2016 Apr 01
2
Kaleidoscope on Windows - bug maybe found?
To try to find out why it was crashing, I followed the trail of function
calls:
C:\llvm\examples\Kaleidoscope\Orc\initial\toy.cpp
auto ExprSymbol = J.findUnmangledSymbol("__anon_expr");
JITSymbol findUnmangledSymbol(const std::string Name) {
return findSymbol(mangle(Name));
}
JITSymbol findSymbol(const std::string &Name) {
return CompileLayer.findSymbol(Name,
2011 Nov 20
2
Continuasly Compunded Returns with quantmod-data
...})*100
With R:
First i have to modify the vectors, so that they have the same length
and we start at the second observation.
log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100
That does work with normal vectors.
My Questions:
1) I want to use this for stock prices.
so i use:
library(quantmod)
getSymbols("GOOG",from="2011-11-01")
GOOG1<-GOOG[,1]
If i use my formula i get only the value "1" for every observation :(
Thanks for your time and help!
I appreciate it
Regards
Tonio
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2012 Dec 06
1
Fuction Error
...bols <-
c('XLE','XLV','XLI','XLU','XLP','IYZ','XLK','XLY','XLF','XLB','GLD','SLV','E
FA','EEM','FXA','FXE','FXY','HYG','LQD', '^GSPC')
getSymbols(symbols,from='2007-01-01')
getSymbols('SPY',from='2007-01-01')
SP500 <- Cl(SPY)
colnames(SP500)[1] <- 'SPY'
#Function to build a dataframe form a list of symbols
symbolFrame <- function(symbolList) {
Data <- data.frame(NULL)
for (S in symbolList)...
2009 Aug 03
3
Help with data type
Hi there,
Using a quantmod function, I calculate the daily change between two points
in a time series. However, I don't think I am using the data correctly.
Code:
getSymbols("^GSPC", src="yahoo")
CloseData <- Cl(GSPC)
Delta <- diff(CloseData, lag=1)
for (i in 3:length(Delta)) {
if (Delta[i]>Delta[i-1]) sum <- sum + Delta
}
I can't seem to use the Delta variable. Can anyone point me in the right
direction to transform the variable...