similar to: Quantmod, Xts, TTR and Postgresql

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

library(xts) library(TTR) ndx = getYahooData("^NDX") aa = ndx$Close bb = aggregate(aa, as.yearweek, tail, 1) The last operation takes forever, and then the bb dates are messed up. The following produces the desired result: time(aa) = as.Date(time(aa)) bb = aggregate(aa, as.yearweek, tail, 1) The index of ndx and aa is of POSIXct (as reported by is(time(ndx))) , which apparently

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(*,

Hello, all... I've been playing with the TTR package and quantmod, and I'm loading the Chicago Board of Exchange put/call ratio data via a simple read.csv call... CBOEtotal<-read.csv(file=" http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/totalpc.csv ",skip=1) this gives me a data frame with columns.... > names(CBOEtotal) [1] "Trade_date"

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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?

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

Hello, I apologize that I am cross posting here after getting no answer from my initial question on stack overflow <http://stackoverflow.com/questions/33492601/r-setoldclass-only-if-needed>. I should certainly have posted it first here.. I am using 3 packages: - xts - quantmod - 'myPackage' quantmod is creating a union class by doing: setOldClass("xts");

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 =

> 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

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

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 will be helpful if anyone suggests how to run that code continuously to get

dear members, I am using quantmod to work with stock prices... I am trying to append the data got from getQuote to the one got by getSymbols. The function is named "apnd". The code is as follows: function(x){ if ((class(x) == "xts") || (class(x) == "zoo")){ sym <- deparse(substitute(x))

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

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)

Hello Group, I am trying to see if there is way to access data that is inside another namespace. For e.g. the addATR function in the quantmod package calculates the ATR using the TTR package and then plots it to the graph. Now since it has already calculated the info that I need, can I access that data which if I look at the function code is stored in a variable called "atr"

I'm having troubles with the names of columns. quantmod deal with stock quotes. I've created an array of the first 5 closing prices from Jan 2007. (Is there a problem that the name is the same as the variable name? There shouldn't be.) > close close 2007-01-03 1416.60 2007-01-04 1418.34 2007-01-05 1409.71 2007-01-08 1412.84 2007-01-09 1412.11 When I try to

Hi, I just installed R software on my machine which is not supposed to have an internet access. I installed several package that I need, which are quantmod, xts, TTR etc. When I typed require(quantmod), I get " Error: package 'Defaults' could not be loaded". How do you install Defaults package if you don't have an internet access ? Does anyone know where I can find the file

I did an update of both rstudio and my packages. I had some trouble but was able to move a lot of the packages so most troubles seem to be behind me. But having a problem with code that previously ran fine. See below: require(quantmod) Loading required package: quantmod Loading required package: Defaults Loading required package: xts Loading required package: zoo Attaching package: ?zoo? The

I am trying to read a table from MySQL, I have loaded the file in "ts" database, in table name ACC. but i am unable to read it in R through getSymbol function. mysql> show databases; +--------------------------------+ | Database | +--------------------------------+ | information_schema | | mysql | | test | | ts