[R-SIG-Finance] Using attachSymbols with non-default argument values (Was: the ZigZag function)

Patrick Burns patrick at burns-stat.com
Fri Apr 27 09:54:27 CEST 2012


One reason to duplicate is adjustments --
the adjusted close changes over time for
the same day.

Pat

On 26/04/2012 23:46, Gordon Erlebacher wrote:
> Hi Brian,
>
> I have huge amounts of disk. The issue is time efficiency. Why download 150
> days of 7000 stocks each day, when I need only download 1 day of each
> stock. Of course, I can write my own caching system, but why duplicate what
> somebody may have done already. I am relatively new to R, but I have done
> similar things in other computer languages (not in Finance though).
>
> On an aside, using attachSymbols, I can load on demand. I would like to
> cycle through the list of 7000 stocks. I can get the list, but given "AAPL"
> for example, I need to execute AAPL. I do not know how to do this yet.
>
>     Thanks for the input!
>
>       Gordon
>
>
>
>
> On Thu, Apr 26, 2012 at 6:39 PM, Brian G. Peterson<brian at braverock.com>wrote:
>
>> On Thu, 2012-04-26 at 18:22 -0400, Gordon Erlebacher wrote:
>>> I wish to keep the last 150 days of 7000 stocks on disk. Every day, I
>>> would like to run an update that removes the earliest entry of every
>>> stock, and stores the latest entry of every stock. So cache size
>>> remains constant, but contents change.
>>> Any ideas? Am I clear?
>>
>> Disk is cheap, and getSymbols supports from and to dates.
>>
>> Buy more disk.
>>
>>
>> --
>> Brian G. Peterson
>> http://braverock.com/brian/
>> Ph: 773-459-4973
>> IM: bgpbraverock
>>
>>
>
> 	[[alternative HTML version deleted]]
>
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-- 
Patrick Burns
patrick at burns-stat.com
http://www.burns-stat.com
http://www.portfolioprobe.com/blog
twitter: @portfolioprobe



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