similar to: setOldClass("xts")

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 displayed every time I manipulate a zoo object and becomes pretty

On 2/13/2018 11:47 PM, Ayhan yuksel wrote: > 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' >

Hi Everyone, I'm currently using the latest build 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')

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, 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, 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, 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"

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

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 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 object using my original string my.ticker? I want to do: colnames(my.ticker) <-

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

Hi Charlie, I am comfortable to put the data in any way that works best. Here are two possibilities: an xts and a data frame. library(quantmod) quantmod::getSymbols("SPY") # creates xts variable SPY SPYxts <- SPY[,c("SPY.Close","SPY.Volume")] SPYdf <- data.frame(Date=index(SPYxts),close=as.numeric(SPYxts$SPY.Close),

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))

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

Hello, How to format the output file just the way I want ? Thanks, Pierre8r Output file format I am looking for : ------------------------------------ 2008.07.01,02:00,1.5761,1.5766,1.5760,1.5763,65 2008.07.01,02:15,1.5762,1.5765,1.5757,1.5761,95 2008.07.01,02:30,1.5762,1.5765,1.5758,1.5759,58 2008.07.01,02:45,1.5758,1.5758,1.5745,1.5746,91 Output file format I get :

Dear R-help, I am attempting to plot data using standard R plot utilities. The data was retrieved from FRED (St. Louis Federal Reserve) using the package quantmod. My question is NOT about quantmod. While I retrieve data using quantmod, I am not using its charting utility. I have been having success using the standard R "plot" utilities to this point with this type of data.

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 "character"" i need the result of OHLC

Hi R Helpers, I recently tried to take advantage of the ability to download all the tickers in the S&P 500 using the functionality of tidyquant, but it threw an error. For summary, the set of commands that I ran was library(tidyquant) tq_index_options() tq_index("SP500") sessionInfo() R feedback including error message and sessionInfo are provided below. Guidance would be

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package