[R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics

[Kenneth Rose]

Hi Joshua and Brian

Thank you for your replies. It was the "@" that messed things up. I
really don't know why I used the "@" instead of the "$". I think I'm
gonna work through some more examples before I start writing my own
"random code" :)

Thanks,

Kenneth

On Mon, Jun 13, 2011 at 4:20 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>
> On Mon, Jun 13, 2011 at 8:55 AM, Kenneth Rose <kennethrose82 at gmail.com> wrote:
> > Hi guys,
> >
> > I'm a complete newbie so I'm not sure if my question is stupid. But anyway,
> > I can't figure it out!
> >
> > I'm trying to do calculate returns in "TTR" and "PerformanceAnalytics"
> > (inspired by this<http://www.milktrader.net/2011/04/chop-slice-and-dice-your-returns-in-r.html>article
> > from milktrader) but I get the error below whenever I run the code:
> > *
> >
> > "Error in inherits(x, "xts") :
> >  trying to get slot "Luk" from an object (class "data.frame") that is
> > not an S4 object"
> >
> > *
>
> It's not possible that you get this error from running the code in the
> blog post you cite because it does not use the "@" operator.
>
> > I have downloaded data from another source then to ones possible in
> > PerformanceAnalytics because Yahoos dataset is incomplete. The dataset I
> > have downloaded is not complete either but at least there are closing prices
> > for the whole period.
> >
> > The dataset variables are in danish but can be translated as:
> >
> > Dato = Date
> > Åbning = Open (or opening price)
> > Høj = High
> > Lav = Low
> > Luk = Close (or closing price)
> > Omsætning = Volume
> >
> >
> >
> > This is the code:
> >
> > require("quantmod")
> > require("TTR")
> > require("PerformanceAnalytics")
> >
> > danske <- read.table("
> > http://www.euroinvestor.dk/HistoricalQuotes/HistoricalQuotes.aspx?lang=DA&fn=DANSKE&outputmode=5&format=csv&separator=,&lcid=2057&stockid=235240",
> > sep = ",", header = TRUE)
> >
> > danske at logreturns <- PerformanceAnalytics::Return.calculate(danske at Luk)
> > danske at ROC <- TTR::ROC(danske at Luk)
> >
> >
>
> The blog post you cite doesn't use "@" to access columns, so why are
> you using it?  I strongly suggest you read the manuals rather than try
> random code.  It's also useful to cross-reference the "See Also"
> section of the manual pages.  For example, you could have looked at:
>
> R> help("@")  # The @ operator
> R> help("data.frame")  # data.frames (See Also: [.data.frame’ for
> subsetting methods)
> R> help("S4")  # S4 objects
>
> It would also be helpful to read "An Introduction to R".
> Specifically, the section on lists and data.frames:
> http://cran.r-project.org/doc/manuals/R-intro.html#Lists-and-data-frames
>
> >
> > I appreciate your help!
> >
> > Yours sincerely,
> >
> > Kenneth
> >
> >        [[alternative HTML version deleted]]
> >
> >
> > _______________________________________________
> > R-SIG-Finance at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions should go.
> >
>
> Best,
> --
> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com