[R] get.hist.quote - is great, but am I missing something?
Heywood, Giles
Giles.Heywood at CommerzbankIB.com
Wed Mar 3 18:27:57 CET 2004
If you wish to 'skip' (i.e. not interpolate) weekends in its, you could use
the following:
prices <- priceIts(instrument="ongc.ns")
plot(union(prices,newIts(start=start(prices),end=end(prices))),interp="none"
)
- Giles
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Dirk
> Eddelbuettel
> Sent: 03 March 2004 16:02
> To: Ajay Shah
> Cc: r-help
> Subject: Re: [R] get.hist.quote - is great, but am I missing
> something?
>
>
> 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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