[R-sig-finance] Its function and yahoo

[Gabor Grothendieck]

This seems to be based on an old version of get.hist.quote. 
The latest version uses Date class internally to avoid time
zone problems.

On 5/2/05, Daniel Herlemont <dherlemont at yats.com> wrote:
> 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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> 
> 
> 
>