[R] tidyquant package

[Ashim Kapoor]

Dear all,

I am trying to follow along/ recreate this page ( but I do not get the
same results) :-

https://bookdown.org/sstoeckl/Tidy_Portfoliomanagement_in_R/s-2Data.html

Here is a reprex / what I have done till now / my queries ( 3 in
number ) are as comments :-

> library(tidyquant)
Loading required package: lubridate

Attaching package: ‘lubridate’

The following object is masked from ‘package:base’:

    date

Loading required package: PerformanceAnalytics
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric


Attaching package: ‘PerformanceAnalytics’

The following object is masked from ‘package:graphics’:

    legend

Loading required package: quantmod
Loading required package: TTR
Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo
Version 0.4-0 included new data defaults. See ?getSymbols.
══ Need to Learn tidyquant? ════════════════════════════════════════════════════
Business Science offers a 1-hour course - Learning Lab #9: Performance
Analysis & Portfolio Optimization with tidyquant!
</> Learn more at:
https://university.business-science.io/p/learning-labs-pro </>
> library(tidyverse)
── Attaching packages ─────────────────────────────────────── tidyverse 1.3.0 ──
✔ ggplot2 3.2.1     ✔ purrr   0.3.3
✔ tibble  3.0.3     ✔ dplyr   1.0.1
✔ tidyr   1.1.1     ✔ stringr 1.4.0
✔ readr   1.3.1     ✔ forcats 0.4.0
── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
✖ lubridate::as.difftime() masks base::as.difftime()
✖ lubridate::date()        masks base::date()
✖ dplyr::filter()          masks stats::filter()
✖ dplyr::first()           masks xts::first()
✖ lubridate::intersect()   masks base::intersect()
✖ dplyr::lag()             masks stats::lag()
✖ dplyr::last()            masks xts::last()
✖ lubridate::setdiff()     masks base::setdiff()
✖ lubridate::union()       masks base::union()
> tq_exchange_options()
[1] "AMEX"   "NASDAQ" "NYSE"
> tq_index_options()
[1] "DOW"       "DOWGLOBAL" "SP400"     "SP500"     "SP600"

# Query 1 : The above should also show RUSSELL3000. Why is it not showing?

> tq_get_options()
 [1] "stock.prices"       "stock.prices.japan" "dividends"
 [4] "splits"             "economic.data"      "quandl"
 [7] "quandl.datatable"   "tiingo"             "tiingo.iex"
[10] "tiingo.crypto"      "alphavantager"      "alphavantage"
[13] "rblpapi"
> glimpse(sp500)
Error in glimpse(sp500) : object 'sp500' not found

# Query 2 : This is working fine in the page mentioned on top. What
mistake have I made?

> tq_exchange("NYSE")
Getting data...

[1] NA
Warning messages:
1: In download.file(url, destfile = tmp, quiet = TRUE) :
  URL 'https://old.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nyse&render=download':
status was 'Failure when receiving data from the peer'
2: In value[[3L]](cond) : Error at nyse during call to tq_exchange.
>
# Query 3 : Is this a networking issue? Should I try after some time ?


Here is my session info:-

> sessionInfo()
R version 3.6.2 (2019-12-12)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.3 LTS

Matrix products: default
BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so

locale:
 [1] LC_CTYPE=en_IN       LC_NUMERIC=C         LC_TIME=en_IN
 [4] LC_COLLATE=en_IN     LC_MONETARY=en_IN    LC_MESSAGES=en_IN
 [7] LC_PAPER=en_IN       LC_NAME=C            LC_ADDRESS=C
[10] LC_TELEPHONE=C       LC_MEASUREMENT=en_IN LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
 [1] forcats_0.4.0              stringr_1.4.0
 [3] dplyr_1.0.1                purrr_0.3.3
 [5] readr_1.3.1                tidyr_1.1.1
 [7] tibble_3.0.3               ggplot2_3.2.1
 [9] tidyverse_1.3.0            tidyquant_1.0.1
[11] quantmod_0.4-15            TTR_0.23-6
[13] PerformanceAnalytics_2.0.4 xts_0.12-0
[15] zoo_1.8-7                  lubridate_1.7.4

loaded via a namespace (and not attached):
 [1] tidyselect_1.1.0 haven_2.2.0      lattice_0.20-38  colorspace_1.4-1
 [5] vctrs_0.3.2      generics_0.0.2   rlang_0.4.7      pillar_1.4.6
 [9] withr_2.1.2      glue_1.4.1       DBI_1.1.0        dbplyr_1.4.2
[13] modelr_0.1.5     readxl_1.3.1     lifecycle_0.2.0  Quandl_2.10.0
[17] cellranger_1.1.0 munsell_0.5.0    gtable_0.3.0     rvest_0.3.5
[21] curl_4.3         fansi_0.4.1      broom_0.5.3      Rcpp_1.0.3
[25] backports_1.1.5  scales_1.1.0     jsonlite_1.6     fs_1.3.1
[29] hms_0.5.2        stringi_1.4.6    grid_3.6.2       quadprog_1.5-8
[33] cli_2.0.1        tools_3.6.2      magrittr_1.5     lazyeval_0.2.2
[37] crayon_1.3.4     pkgconfig_2.0.3  ellipsis_0.3.0   xml2_1.2.2
[41] reprex_0.3.0     assertthat_0.2.1 httr_1.4.1       rstudioapi_0.10
[45] R6_2.4.1         nlme_3.1-143     compiler_3.6.2
>

Many thanks,
Ashim