[R] get.hist.quote - is great, but am I missing something?
Gabor Grothendieck
ggrothendieck at myway.com
Wed Mar 3 13:45:00 CET 2004
Here are a number of options:
plotOHLC(x) # in tseries package
or
require(chron)
x <- get.hist.quote( your.symbol, origin = chron(0) )
tt <- chron( time( x ) )
plot(tt, x[,"Close"])
or
# using tt and x just calculated
require(zoo)
plot(zoo(x,tt))
or
see Giles' post on his its package
---
Date: Wed, 3 Mar 2004 15:25:14 +0530
From: Ajay Shah <ajayshah at mayin.org>
To: r-help <r-help at stat.math.ethz.ch>
Subject: [R] 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 plot method for get.hist.quote should be better,
no?
I was not able to understand the object returned by get.hist.quote. If
I say:
> summary(x)
Open High Low Close
Min. : 397.0 Min. : 407.3 Min. :395.1 Min. :398.4
1st Qu.: 494.2 1st Qu.: 501.4 1st Qu.:482.7 1st Qu.:490.4
Median : 614.9 Median : 622.7 Median :600.7 Median :610.0
Mean : 615.6 Mean : 627.1 Mean :599.7 Mean :611.9
3rd Qu.: 690.5 3rd Qu.: 707.4 3rd Qu.:676.2 3rd Qu.:691.5
Max. :1000.0 Max. :1000.0 Max. :930.0 Max. :944.9
NA's : 88.0 NA's : 88.0 NA's : 88.0 NA's : 88.0
there is no mention of a 'time' variable. And, I'm unable to extract
(say) a vector of closing prices - e.g. if I say:
> closingprices <- x$Close
> print(closingprices)
NULL
I guess I'm not understanding the object that get.hist.quote makes. In
general, what are R facilities for discovering what a given object is?
--
Ajay Shah Consultant
ajayshah at mayin.org Department of Economic Affairs
http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
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