[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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