quantmod

问题 I want to get the data of currencies and metals. As I tried some packages, many person suggest quantmod. So I used getSymbols as the following: getSymbols("USD/EUR",src="oanda") Error in download.file(paste(oanda.URL, from.date, to.date, "exch=", currency.pair[1], : cannot open URL 'http://www.oanda.com/convert/fxhistory?lang=en&date1=09%2F28%2F13&date=02%2F09%2F15&date_fmt=us&exch=USD&expr2=EUR&margin_fixed=0&SUBMIT=Get+Table&format=CSV&redirected=1' In addition: Warning message: In download

问题 I'm using the quantmod package to fetch stock data. The code Data = getSymbols('LON:ADN',src="google",auto.assign=FALSE, from = '2011-08-10') Results in an xts as expected, however on closer examination it shows a volume of trades for 2012-10-21 (October 21st) which was a sunday, and is therefore clearly erroneous. Several other sundays are also included. Unfortunately the errors surrounding the weekends seem to have moved the rest of the data out of alignment. Has anyone experienced similar

问题 Following R data.table Return calculation and set() I would like to ask how I can use Delt() from library(quantmod) to find returns for a time-series in a data.table() . So far, thanks to Frank, I have: set.seed(42) DT <- data.table( ticker=rep(letters,each=5), priceA=runif(5*26^2), priceB=runif(5*26^2)) DT[,paste('returns',LETTERS[1:2],sep=''):={ lapply(.SD,function(x){ old <- head(x,-1) new <- tail(x,-1) c(NA,(new-old)/old) }) },by=ticker,.SDcols=grep('^price',names(DT))] The result (for

问题 Here are the first few lines of an R function that works: teetor <- function(x,y) { require("quantmod") require("tseries") alpha <- getSymbols(x, auto.assign=FALSE) bravo <- getSymbols(y, auto.assign=FALSE) t <- as.data.frame(merge(alpha, bravo)) # ... <boring unit root econometric code> } When I pass two stock symbols as function parameters, I need to enclose them with quotes: teetor("GLD", "GDX") I want to be able to simply type: teetor(GLD, GDX) 回答1: There are several ways of doing this,

问题 This question already has answers here : Access odd-named object returned by getSymbols (4 answers) Closed 4 years ago . When executing the following commands the hyphen in the ticker HM-B.ST is interpreted as a minus sign. I have tried to rename the xts object to something else but have not succeeded. Does anybody know a solution for this? >library(quantmod) >getSymbols("HM-B.ST") >chartSeries(HM-B.ST) Error in inherits(x, "xts") : object 'HM' not found 回答1: The cleanest way to deal with

问题 I have a question about my latest r vest scrape. I want to scrape this page (and some other stocks as well): http://www.finviz.com/quote.ashx?t=AA&ty=c&p=d&b=1 I need a list of the Market Capital, which is the first box in the second line. This list should contain approx 50-100 stocks. I am using rvest for that. library(rvest) html = read_html("http://www.finviz.com/quote.ashx?t=A") cast = html_nodes(html, "table-dark-row") The problem is, I can not get around the html_nodes. Any idea about

问题 Here is a simplified excerpt of my code for reproduction purposes: library("quantmod") stockData <- new.env() stocksLst <- c("AAB.TO", "BBD-B.TO", "BB.TO", "ZZZ.TO") nrstocks = length(stocksLst) startDate = as.Date("2016-09-01") for (i in 1:nrstocks) { getSymbols(stocksLst[i], env = stockData, src = "yahoo", from = startDate) } My data is then stored in this environment stockData which I use to do some analysis. I'd like to clean up the names of the xts objects, which are currently: ls

问题 This question is unlikely to help any future visitors; it is only relevant to a small geographic area, a specific moment in time, or an extraordinarily narrow situation that is not generally applicable to the worldwide audience of the internet. For help making this question more broadly applicable, visit the help center. Closed 7 years ago . I encounter one problem of using R/quantmod package. I can get the stock information for Korea, but I failed in getting the information for Japan:

问题 I have dataset containing daily closing prices of 5413 companies from 2000 to 2014. I want to calculate daily log returns for the stocks as according to dates as log(Price today/Price yesterday). I illustrate the dataset as follows: Date A G L ABA ABB ABBEY 2000-1-3 NA NA NA NA 2000-1-4 79.5 325 NA 961 2000-1-5 79.5 322.5 NA 945 2000-1-6 79.5 327.5 NA 952 2000-1-7 NA 327.5 NA 941 2000-1-10 79.5 327.5 NA 946 2000-1-11 79.5 327.5 NA 888 How could calculate the the daily log returns and

问题 Suppose I want to regress in R Gross Profit on Total Revenue. I need data for this, and the more, the better. There is a library on CRAN that I find very useful: quantmod , that does what I need. library(quantmod) getFinancials(Symbol="AMD", src="google") #to get the names of the matrix: rownames(AMD.f$IS$A) Total.Revenue<-AMD.f$IS$A["Revenue",] Gross.Profit<-AMD.f$IS$A["Gross Profit",] #finally: reg1<-lm(Gross.Profit~Total.Revenue) The biggest issue that I have is that this library gets me