[R] get.hist.quote - is great, but am I missing something?
Dirk Eddelbuettel
edd at debian.org
Wed Mar 3 17:02:10 CET 2004
On Wed, Mar 03, 2004 at 03:25:14PM +0530, Ajay Shah wrote:
> 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)
a) use plotOHLC(x), not plot(), PlotOHLC is also in tseries.
b) install the its package which has a variant of get.hist.quote
and plots that too (though it doesn;t skip weekends)
> 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?
So are you intending to contribute one?
> 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?
class(x)
str(x)
...
Hth, Dirk
--
The relationship between the computed price and reality is as yet unknown.
-- From the pac(8) manual page
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