similar to: Continuasly Compunded Returns with quantmod-data

Hi all I have installed quantmod package but when I try to obtain GOOG data appers this message: Can anyone inform why itappears? I type getSymbols("GOOG",src="google") Thanks and Best Regards for all Error en download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : no fue posible abrir la URL '

I'm working on an out-of-tree target and am having some problems with rematerialization and spilling. The target's load and store instructions affect the condition code register (CCR). Describing this in the InstrInfo.td file using Defs = [CCR] certainly prevents spills and fills from being inserted where they might clobber CCR but it also prevents the load instruction from being

Hi Timo, I've got some errors with pop3 proxying and dovecot 2.1.9 I's occured on the proxy side: Aug 7 13:16:47 dev1 dovecot: pop3-login: Fatal: master: service(pop3-login): child 23046 killed with signal 11 (core dumped) Server side shows no error, and runs the same dovecot version. Thanks for your help. Best regards Tonio Buonaguidi Core dump: GNU gdb (GDB) 7.4.1-debian

On Jun 3, 2013, at 6:05 AM, Steve Montgomery <stephen.montgomery3 at btinternet.com> wrote: > I'm working on an out-of-tree target and am having some problems with rematerialization and spilling. > > The target's load and store instructions affect the condition code register (CCR). Describing this in the InstrInfo.td file using Defs = [CCR] certainly prevents spills and

Hi Timo, I've got a crash with dovecot 2.2 dovecot --version 2.2.rc2 (69c26a9e3be5) It's occured when accessing with imap on a large mailbox (around 50k messages) imap(clean-quarantine at spamguard.fr): Panic: Buffer full (4254 > 4248, pool <none>) Error: Raw backtrace: /usr/lib/dovecot/libdovecot.so.0(+0x6089a) [0x7f9d1bcde89a] -> /usr/lib/dovecot/libdovecot.so.0(+0x608de)

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

caching_thread()s do all their work under read access to extent_commit_sem. They give up on this read access only when need_resched() tells them, or when they exit. As a result, somebody that wants a WRITE access to this sem, might wait for a long time. Especially this is problematic in cache_block_group(), which can be called on critical paths like find_free_extent() and in commit path via

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 volume 2012-03-12 08:01 45.01 10000 2012-03-12 08:02

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 OpCl(q) #> Error in `colnames<-`(`*tmp*`, value =

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', 'LNS14100000', 'MORTG',

On Fri, Apr 8, 2016 at 10:51 AM, James 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?

> 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

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 there some way to obtain the

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..... -- View this message in context:

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

Hello, all-- I am having some fun playing with the graphing in quantmod-- very nice! I am writing a function to calculate (and hopefully plot) support and resistance lines, but the usual plot call of "abline(h=value)" does not seem to work. Here's my code: require(quantmod) AAPL<-getYahooData("AAPL") candleChart(AAPL,subset="last 3

Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and another simple tutorials. But I still can't understand grammars of the

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15

Hi all, I have this code I want to add two ablines like this abline(h=2400, lty=3, col="lightgrey") abline(h=400, lty=3, col="lightgrey") But doesnt wotk. I alo try to set ylim from 0 to max "Foa"+1000 but I?m not able ?Is it posible? require(latticeExtra) require(ggplot2) require(reshape2) suppressPackageStartupMessages(require(googleVis)) require(quantmod)

On 5 March 2018 at 02:46, Sparks, John wrote: | I agree that they look like dates, I don't know how to determine if they are actually dates. You know options but you are confused about maturity dates, i.e. expiry? In information in that list (ie along the date dimension) is the expiry; at each date you have another list for both puts and calls, and inside each of those a grid given by the