[R-SIG-Finance] Manipulate database
Brian G. Peterson
brian at braverock.com
Wed Oct 28 19:46:32 CET 2009
While all this can be accomplished in R, this question would be best
asked on R-help, as it has nothing to do with finance specifically. If
you want an answer here or on r-help, I would suggest providing a
reproducible example and the code you've tried.
That said, if you have a "database", then write your database query to
give you the data in the format you need it in. A couple of "join" and
"coalesce" statements in a "where" look like they would do the trick.
Regards,
- Brian
Clhis Alberty wrote:
> Guys
> I have a problem.
> I have a Big database (in the table below) that i need to manupulate the data across. But I´m not getting.
> I tried to use function aggragate,table and tapply, to a cross date whit the clossing price equit. But i din´t succeed.
> exemplo
> My database
>
> Simbulo Período Data hora Abertura Máximo Mínimo Fechamento Quantidade Financeiro
> 1 ABCB11 D 24/9/2007 185000 93.89 93.9 93.7 93.8 16300 1529782
> 2 PETR4 D 21/9/2007 185000 92 94.06 92 92.95 91800 8448657
> 3 PETR3 D 20/9/2007 185000 93.4 93.5 92.5 92.5 11100 1031339
> 4 VALE5 D 19/9/2007 185000 94 94 93.5 93.99 3300 309885
> 5 VALE3 D 18/9/2007 185000 92.99 94 91.5 94 10500 976880
> 6 BBAS3 D 17/9/2007 185000 93 93 92 92.7 49700 4604635
>
> I will need to do (date / Closing Equite)
>
> Date ABCB11 PETR4 PETR3 VALE5 VALE3 BBAS3
> 24/9/2007 93.7 93.7 93.7 93.7 93.7 93.7
> 21/9/2007 92 92 92 92 92 92
> 20/9/2007 92.5 92.5 92.5 92.5 92.5 92.5
> 19/9/2007 93.5 93.5 93.5 93.5 93.5 93.5
> 18/9/2007 91.5 91.5 91.5 91.5 91.5 91.5
> 17/9/2007 92 92 92 92 92 92
>
> what is the function to accomplishment this intersection?
> someone help me?
> Thank.
> Clhis Alberty
>
>
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