[R-sig-finance] Its function and yahoo

[Daniel Herlemont]

Hi,
> Yes, so maybe time for someone else to become immortal by supplying
> a patch

I have done it ... so I am immortal :)
This is a still a modified version of the original tseries version ..
so I am still partly immortal,

see file attached.
In addition to adjustements,
I have splitted the function in two parts:
1. reading quotes from local file
2. downloading from


I work a lot with R,
both for consulting services for hedge Funds and teaching.
see my site
http://www.yats.com/

unfortunately most of R teaching stuff are in french.

Daniel HERLEMONT
Associate Professor of Finance
Ecole Supérieure d'Ingénieurs Léonard de Vinci (ESILV)
Département Mathématique et Ingénierie Financière
92916 PARIS LA DEFENSE CEDEX

YATS
http://www.yats.com

----- Original Message ----- 
From: "Dirk Eddelbuettel" <edd at debian.org>
To: "BBands" <bbands at gmail.com>
Cc: <R-sig-finance at stat.math.ethz.ch>
Sent: Saturday, April 30, 2005 2:12 AM
Subject: Re: [R-sig-finance] Its function and yahoo


>
> On 29 April 2005 at 15:44, BBands wrote:
> | For some reason priceIts does not handle the "Adj. Close" field.
> |
> | However, tseries will: get.hist.quote("ge", quote=c("Cl", "Ad"))
> |
> | I recently contributed a tseires patch that also allows it to handle
> | daily, weekly or monthly compression: get.hist.quote("ge",
> | compression="w", quote=c("Cl", "Ad"))
> |
> | The difference between the "Close" and the "Adj. Close*" fields is far
> | more than just dividends, splits are a major factor. Please note that
> | Yahoo! only split adjusts the "Adj. Close*" field, you'll have to back
> | into an adjustment for the other fields if needed.
>
> Yes, so maybe time for someone else to become immortal by supplying a 
> patch
> to priceIts based on what you had designed for get.hist.quotes.
>
> Dirk
>
> -- 
> Better to have an approximate answer to the right question than a precise
> answer to the wrong question.  --  John Tukey as quoted by John Chambers
>
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
> 
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