Displaying 20 results from an estimated 200 matches similar to: "A faster plotOHLC() for the tseries package"
2003 Dec 06
3
Axe time of series in format yy-mm-dd
I'm trying to plot a ibm stock time series.
I made the download of that series,
ibm <- get.hist.quote(instrument = "ibm", start = "2003-01-01",quote=c("CL"))
And ibm is a serie wiht this characteristic:
Start = 37623
End = 37960
Frequency = 1
When I try to plot it,
ts.plot(ibm)
In the graphic the axe time is represented by 37623 ... 37960, How can I put
2003 Sep 30
2
ts - unit conversion
I've been using R for a while, but now find myself needing to understand
time-series objects for a short course I am teaching. I am putting
together some daily financial datasets for illustration, but having some
trouble in aggregating the data to months or weeks. I am getting a
"cannot change frequency from 1 to 12" message.
I am not sure that aggregation is where I want to go
2012 Jan 10
1
plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series
R version 2.12.0, 64 bit on Windows.
Here is a short script that illustrates the problem:
library(tseries)
library(xts)
setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests')
x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0)
str(x)
y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep="
"),format='%Y-%m-%d
2004 Oct 06
1
plotOHLC unequally spaced time.
Hi I have som financial tick data that i have converted in to 45 min
bars. These are unequally spaced in time. I wonder if it is possible to
plot these like bars as the plotOHLC does. As I have understood plotOHLC
uses class(mts) that must be equally spaced?
Regards Paer
[[alternative HTML version deleted]]
2002 Jun 06
3
Problem with get.hist.quote (tseries library)....
Hello,
I am having a problem with the get.hist.quote command (tseries library) in
the Windows version.
This problem is not happening is the Linux version (Mandrake 8.2).
Attached is the error message, for an example included in the help file.
Also the R.Version() details is attached.
Please, do you know if there is a workaround ?
Thanks,
Carlos.
++++++++++++++++++++++++ ERROR MESSAGE
2001 Oct 29
1
Help with 'get.hist.quote' on tseries
Hi ALL:
I am trying to use get.help.quote from library(tseries). I tried
to run the example from help(get.hist.quote) but R complained. Here
is the command I used and the response:
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01")
trying URL
2002 Jul 18
1
tseries (get.hist.quote)
Hi,
i really positive surprised when i found the "get.hist.quote" but
didn't now
why i get with the examples from Online-Help errorMessages.
Perhaps their is a problem with POSIX and my OS WIN2000/R1.5.1 ?
Thanks for advance & regards,Christian
$ ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01")
trying URL `
2004 Apr 25
2
Yahoo bug in tseries::get.hist.quote and its::priceIts
Both get.hist.quote, and its derivative priceIts, rely on download.file() to
fetch financial data series from Yahoo! in .csv format. They allow for nice
interactive demonstrations of what one can do with R.
Unfortunately, both are currently broken as Yahoo! decided to add a somewhat
useless html comment at the end of the csv 'stream', breaking the regular
format of n rows with k columns.
2004 Jul 02
1
priceIts problem
Dear R People:
In library(its), there is a command priceIts.
There is a problem with this command. It is returning an error message:
> ibm1 <- priceIts(instrument="ibm",start="1998-01-01",quote="Open")
Error in download.file(url, destfile, method = method, quiet = quiet) :
cannot open URL
2008 Mar 22
2
intraday OHLC plot
I want to create a open/high/low/last plot of intraday data.
I try to use the function plotOHLC from the tsteries package. I create
my own multiple time series and then try to plot it.
raw Data Format (file eurusd2.csv):
"Date (GMT)" "Open" "High" "Low" "Last"
17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750
17-03-2008 00:05:00 1,5749 1,5750 1,5741
2007 Sep 01
1
Problem in downloading Yahoo Finance data from R
Hi R users,
I have a problem in downloading Yahoo Finance data from R. I have tried
an example given in R, to download. The error is given below:
>library(fCalendar)
> yahooImport("s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv ",
file = "D:\\ Downlaod",source = "http://ichart.yahoo.com/table.csv?",
save = FALSE,
2005 Aug 19
1
Problem with get.hist.quote() in tseries
When using get.hist.quote(), I find the dates are broken. This is with
R 2.1.1 on Mac OS X `panther'.
> library(tseries)
Loading required package: quadprog
'tseries' version: 0.9-27
'tseries' is a package for time series analysis and computational
finance.
See 'library(help="tseries")' for details.
> x <-
2004 Mar 03
5
get.hist.quote - is great, but am I missing something?
I find it's just great to be able to say:
library(tseries)
x <- get.hist.quote(instrument="ongc.ns")
and it gets a full time-series of the stock price of the symbol
ongc.ns from Yahoo quote.
However, once my hopes have been raised by such beauty :-) I get
disappointed when I do
> plot(x)
and the annotation is horrible! The x axis is not labelled as
dates. The default
2003 Jun 04
1
get.hist.quote not connecting to yahoo (PR#3188)
Full_Name: Alexander Gracian
Version: 1.7
OS: windows XP
Submission from: (NULL) (217.158.140.82)
Since yesterday morning get.hist.quote in tseries has not been connecting to
yahoo 90% of the time. Is this a problem or change at Yahoo's end?
Alex
Example of R output...
Tring to pulling in 30 days of pricestrying URL
2009 Feb 07
1
Yahoo data downloading problem
Hi,
I got some problems while was trying to download data from Yahoo using
yahoo.get.hist.quote() function. My script is as follows :
app <- yahoo.get.hist.quote("aapl", start="02/07/09", end="02/07/06",
quote="close")
However I got following error :
trying URL
2007 Sep 14
1
segfault in download.file
Hello,
I was trying to use get.hist.quote in tseries, and got a segfault:
-8<-----------------------------------
> library(tseries)
Loading required package: quadprog
Loading required package: zoo
'tseries' version: 0.10-6
'tseries' is a package for time series analysis and computational
finance.
See 'library(help="tseries")' for
2004 Oct 18
2
x is not a open/high/low/close time series
I am trying to create a high low close style chart but I keep getting the
following error statement; "x is not a open/high/low/close time
series". I've used the function is.ts and R responds TRUE but the
ohlcPlot function gives the above error statement. I'm actually planning
to plot some odds ratios with their confidence intervals and the
hi-low-close chart should do the
2005 May 24
2
Missing Data Line Type?
I have a general question. Is there a setting that can be used for a
multiple line type? The situation is that I want a solid line between x
and y points but if the y point is missing, I want a dashed line type to
the next point. In other words, if point 1 to 2 exists, make that line
solid, otherwise, make it dashed up to the next existing x/y point.
Additionally, what plot type would you
2005 Sep 29
2
priceIts
Dear All,
There is an example for the priceIts function (the its package) which
does not work for me as expected.
> ?priceIts
> x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
+ quote = "Close")
Error in validObject(.Object) : invalid class "its" object: Missing
values in dates
> x2 <-
2006 Aug 31
0
Data Download Probelm from Yahoo
Hi All,
I'm trying to download data using following code.
require(UsingR) ## This is the R-package you need
to run command yahoo.get.hist.quote
#Initialize empty table
closing <-NULL
#Downalod consituents since I don't have it on my comp
download.file("http://www2.standardandpoors.com/spf/csv/index/sp500.csv",
"Z:/BETA PROJECT/DATA DOWNLOAD FROM