search for: quantmod

...Hirschorn <james.hirschorn at hotmail.com> wrote: > > > On 04/06/2016 07:58 PM, Joshua Ulrich wrote: >> >> On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn >> <james.hirschorn at hotmail.com> wrote: >>> >>> OpCl works on xts objects but not on quantmod.OHLC objects. Is this a >>> bug? >>> >> Thanks for the minimal, reproducible example. >> >> Looks like a bug. There's no as.quantmod.OHLC.xts method, so the zoo >> method is dispatched. Calling Op() or Cl() on this zoo-based object >> results in...

On 04/06/2016 07:58 PM, Joshua Ulrich wrote: > On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn > <james.hirschorn at hotmail.com> wrote: >> OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? >> > Thanks for the minimal, reproducible example. > > Looks like a bug. There's no as.quantmod.OHLC.xts method, so the zoo > method is dispatched. Calling Op() or Cl() on this zoo-based object > results in a vector (since zoo will drop dimens...

Hi, I'm new to R and Quantmod. I'm trying to make use of Quantmod's features however I'm failing at the first hurdle and I'm finding most R documentation a little cryptic. I have some minutely data for the same day for a stock in an existing timeSeries (ts) object. For example: Date time price...

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it...

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LN...

OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? Example error: x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1 set.seed(1) x <- zoo(matrix(runif(20, 0, 1), nrow=5, ncol=4), x.Date) q <- as.quantmod.OHLC(x,c("Open","High","Low","Close")) # error OpC...

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm...

Hello all: Friend told me that we can download the stock historical quote from Yahoo site by R! Could you tell me that is true or not, how to do that? Thanks! -- View this message in context: http://r.789695.n4.nabble.com/How-download-Yahoo-Quote-tp3769563p3769563.html Sent from the R help mailing list archive at Nabble.com.

...(P_t/P_{t-1})*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 -- View this message in context: http://r.789695.n4.nabble.com/Continuas...

Hello! Happy Holidays! I have a question about citing stock price data downloaded via Quantmod, please. Of course, I will cite Quantmod. Do I also need to cite Yahoo Finance as the actual source of the data, please? Also, I'm not sure if this is a question for the Finance sig, but thought I would start here. Thank you. Erin Hodgess, PhD mailto: erinm.hodgess at gmail.com [[alternat...

Hello, I want to add some new functionalities in the package 'quantmod '. So I download source code and am managed to build it. I found that modifying code and check if it works by repeating the following steps: 1) r CMD check quantmod 2) r CMD build quantmod 3) r CMD INSTALL quantmod_0.3-17.tar.gz 4) launch R gui 5) library('quantmod') 6) run my scrip...

...nd finish all other steps in the analysis. I should not have to guess. Tim -----Original Message----- From: R-help <r-help-bounces at r-project.org> On Behalf Of Erin Hodgess Sent: Monday, December 30, 2024 12:17 AM To: r-help at r-project.org Subject: [R] Citation for stock price data from Quantmod [External Email] Hello! Happy Holidays! I have a question about citing stock price data downloaded via Quantmod, please. Of course, I will cite Quantmod. Do I also need to cite Yahoo Finance as the actual source of the data, please? Also, I'm not sure if this is a question for the Finance...

...d of R and R-Studio server (both are amazing products) I'm still very new to this but I came across this issue: I'm trying to do a select from postgres and put the data into and xts object like so: # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR') library('xts') # http://cran.r-project.org/web/packages/xts/vignettes/xts.pdf # Connect and get data drv <- dbDriver('PostgreSQL') db <- dbConnect(drv, host='localhost', user='postgres', dbname='technica', password='pas...

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 advanc...

> colnames = c("date","price") > data = read.csv(file="data.csv", sep=",", header=F, nrows=261, skip=5, col.names=colnames) > library(quantmod) > data date price 1 2011-12-18 13.7825 2 2011-12-11 13.5500 ... ... ... 259 2007-01-07 10.8256 260 2006-12-31 10.8531 261 2006-12-24 10.8169 # Here's where I would like to use chartSeries from quantmod, but I'm stumped, so I try several different things > chartSerie...

R 3.4.1 OS X Colleagues, I am just learning to use the quantmod package and I have encountered something that I don?t understand. This works: getSymbols("^DJI") This does not work: getQuote("^DJI?) It returns only NAs: Trade Time Last Change % Change Open High Low Volume ^DJI <NA> N/A N/A N/A N/A N/A N/A N/A Two questions: 1. Is...

...e a good introductory description of how these are different from standard R objects and how they are different from each other? Also, how does one find out more about how objects are declared. For example, Data Mining with R<http://www.liaad.up.pt/~ltorgo/DataMiningWithR/code3.html>uses the quantmod package. I am used to Java's JavaDoc where one can see how classes are declared, what the instance variables and methods are, etc. I don't see anything similar for this package. How, for example, would one find out what the instance variables are in a quantmod object and what the methods a...

Hi, I am using two packages (quantmod and FRAPO) Quantmod and FRAPO both have a class names "zoo" R is displaying the following warning when I manipulate an object of class zoo: Found more than one class "zoo" in cache; using the first, from namespace 'quantmod' Also defined by ?FRAPO? The warning is dis...

...lems with all the packages I've been using. So what I want to accomplish is create one pdf sheet with three graphs and one correlation table. Attached is an example I created which is very similar to what I want to do but there are few things I would like to change. I'm using chartSeries in quantmod for the graphs and for the table I'm using textplot. Few questions: 1) Is it possible to remove the date in the upper right corner of the graphs? 2) Instead of the text Last xxxx (the green series) I would like to get the name of the series itself, e.g. Stock 1, is that doable? 3) How can I g...

...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! -- View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html Sent from the R help mailing list archive at Nabble.com.