[R] Trying to Generalize a Function in R
rsherry8
r@herry8 @end|ng |rom comc@@t@net
Thu Aug 9 23:25:05 CEST 2018
Duncan,
Thanks for the response. I tired the following:
> series <- getSymbols("AVB", src = "yahoo", from = start, to = end)
> series[0]
character(0)
> nrow( series )
NULL
nrow( series ) returned NULL. I do not understand why. I am thinking
that there should be an R command to
tell me about the structure of series. I tried: typeof( series ) and
got: "character". Is there a better command for
me to use other than typeof?
I also tried this command:
c1 <- as.numeric(series[, paste0(symbol, ".Close")])
where symbol held the value "AVB" and I got:
Error in series[, paste0(symbol, ".Close")] :
incorrect number of dimensions
Please help.
Thanks,
Bob
On 8/9/2018 3:46 PM, Peter Langfelder wrote:
> If I understand it correctly, the function getSymbols creates a
> variable with the name being the stock symbol. Then use the function
> get(symbol) to retrieve the value of the variable whose name is
> contained in the character string `symbol'. Assign that to a variable
> (e.g. AVB). You may also have to modify the names of the components
> you retrieve from the list AVB. For that, you can use
> AVB[["AVB.Close"]] instead of AVB$AVB.Close. You can them use
> something like AVB[[paste0(symbol, ".Close"]] to generalize the
> retrieval of list components.
>
> HTH,
>
> Peter
> On Thu, Aug 9, 2018 at 12:40 PM rsherry8 <rsherry8 using comcast.net> wrote:
>>
>> I wrote the following function:
>>
>> # This method gets historical stock data for the stock Avalon Bay whose
>> symbol is AVB.
>> getReturns <- function(norm = FALSE)
>> {
>> library(quantmod)
>>
>> getSymbols("AVB", src = "yahoo", from = start, to = end)
>> length = length( AVB$AVB.Close )
>> close = as.numeric( AVB$AVB.Close )
>> cat( "length = ", length(close ), "\n" )
>> for( i in 1:length-1 )
>> diff[i] = ((close[i+1] - close[i]) ) / close[i]
>> u = mean(diff)
>> stdDev = sd(diff)
>> cat( "stdDev = ", stdDev, "\n" )
>>
>> if ( norm == TRUE ) {
>> diff = (diff - u)
>> diff = diff / stdDev
>> }
>> return (diff)
>> }
>>
>> I would like to generalize it to work for any stock by passing in the
>> stock symbol. So the header for the
>> function would be:
>>
>> getReturns <- function(symbol, norm = FALSE)
>>
>> Now how do I update this line:
>> length = length( AVB$AVB.Close )
>> This statement will not work:
>> length = length( symbol$AVB.Close )
>> because the name that holds the closing price is a function of the stock
>> symbol.
>>
>> Thanks,
>> Bob
>>
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