[R-sig-finance] Its function and yahoo

Jonathan Q. jqm475 at gmail.com
Wed May 4 04:16:37 CEST 2005


from the perspective a newbie it seems  get.hist.quote() works
reasonably well.

my issues come with (I think) the plot() part where the documentation
doesn't seem to provide the solutions.

Consider the following...

x <- get.hist.quote(instrument = "CPN", quote = c("Ad", "Vol"), start
= "2004-01-01"); plot(x, main = "Calpine",type='l')

Hoow would I 
a) have the date appear in years or months etc 
b) have the top part in semi-log form (so % changes are of equal
vertical distances) and c) get the volume to scale down (say in
millions of shares vs shares)




On 5/3/05, Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> wrote:
> On Tue, 3 May 2005 08:42:47 -0400 Jonathan Q. wrote:
> 
> > as a group can we decide what is the best approach to use yahoo for a
> > newbie?
> 
> Well, this is what we're trying to sort out. Or to be me precise: it is
> not (or should not be) newbie specific.
> I tried to make the point that it would be good/important to have a
> single reference implementation of this functionality that is
> sufficiently flexible to satisfy the needs of various users.
> 
> As for your general question where to find examples: some packages
> (including the zoo package) not only have examples on their man pages
> but also a vignette that guides you through the package's functionality
> based on various examples. See
>  vignette("zoo")
> which also contains an example on how to use get.hist.quote() and turn
> the result into a "zoo" series. To turn it into an "its" series, if
> needed, is then trivial via the as.its method.
> Z
> 
> > On 5/3/05, Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> wrote:
> > > On Mon, 2 May 2005 20:36:13 -0500 Dirk Eddelbuettel wrote:
> > >
> > > >
> > > > On 2 May 2005 at 16:39, Achim Zeileis wrote:
> > > > | Furthermore, it would probably be good to have a single
> > > > | authorative implementation instead of each time series package
> > > > | reproducing this functionality.
> > > > [...]
> > > > | An alternative would be to read from a connection (which could
> > > > | be a local file or a URL) with the default of querying
> > > > | yahoo.com.
> > > >
> > > > So there: the price of immortality has now been raised to an
> > > > authorative implementation, based on get.hist.quotes() in tseries
> > > > 0.9.26 which includes the two newer patches from JAB and GG.
> > > > Given its' somewhat stale nature, a zoo implementation may be
> > > > preferred.
> > >
> > > Well, but it seems that get.hist.quote() in tseries is still the
> > > most up-to-date implementation of this functionality, so probably
> > > this should be extended. I don't want to have the fourth
> > > implementation in the fourth time series package...
> > >
> > > Personally, I have made only little use of get.hist.quote() and no
> > > use at all of priceIts() and yahooImport(). Do these other
> > > implementations provide further functionality, not contained in
> > > get.hist.quote(), or are they simply there for convenience?
> > >
> > > If the latter and if it's ok for Adrian, I'll try to add something
> > > like a retclass argument for get.hist.quote() which could then be
> > > set to"zoo", "ts", "its" etc. (provided that the corresponding
> > > packages are available).
> > >
> > > Z
> > >
> > > _______________________________________________
> > > R-sig-finance at stat.math.ethz.ch mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> >
> >
> > --
> > Jonathan
> > jqm475 at gmail.com
> >
> 


-- 
Jonathan
jqm475 at gmail.com



More information about the R-sig-finance mailing list