Hi Rasmus, Josh and Rui,
First of all many thanks?in advance about your help.
The first thig?is sometimes?you say " you are posting in HTML and that
makes the
post unreadable as this is a plain text list" how can I put the code
in the correct way, not html (attaching in txt?)
The second?about the code:
I have used this:
bwc <- cbind(bwfinal2,bwfinal)
colnames(bwc)=c("Accion","reval")
df <- matrix(unlist(bwc), nrow=nrow(bwc), byrow=F)
colnames(bwchist)=c("Accion","reval")
bwchist <-as.data.frame(bwc[order(df[,2]), ])
bwchist is the ordered cum stock returns in the year but because is a
list it is not possible to plot and histogram with x (names of stocks)
and the x axist?the value of cum stocks (reval)
when I put dput(bwchist) the console says:
dput(bwchist)
structure(list(Accion = list("REE", "Enagas", "Grifols", "Ferrovial",
? ? "Acerinox", "Naturgy", "Inditex", "Bankia", "ENCE", "Aena",
? ? "Bankinter", "Mapfre", "CaixaBank", "CIE", "Colonial", "Almirall",
? ? "Indra", "ArcelorMittal", "ACS", "Telefonica", "Amadeus",
? ? "BBVA", "Merlin", "Santander", "Repsol", "Melia", "Sabadell",
? ? "IAG", "Acciona", "Endesa", "MasMovil", "Iberdrola", "SGamesa",
? ? "Viscofan", "Cellnex"), reval = list(-0.0200827282700085,
? ? -0.0590294115600855, -0.214126598790964, -0.220773677809979,
? ? -0.229653300324357, -0.257944379583984, -0.283942789063822,
? ? -0.285159347392533, -0.303814713896458, -0.30734460425763,
? ? -0.309408155539818, -0.319912221435868, -0.322790949659181,
? ? -0.344047579452905, -0.347919538415482, -0.356898907103825,
? ? -0.374263261296661, -0.40147247119078, -0.405150043834815,
? ? -0.406022775042175, -0.413786100987797, -0.440679109311707,
? ? -0.442603156492871, -0.491634140733524, -0.499254932434042,
? ? -0.6, -0.709737357505148, -0.724461258850966, 0.0220528711420083,
? ? 0.0462767672643172, 0.115044247787611, 0.238734548714937,
? ? 0.274578114644054, 0.343422896082666, 0.387826126094928)), class =
"data.frame", row.names = c(NA,
-35L))
I try to make an hist or barplot but because it is a list no way to
obtain the plot.
Many thanks again for your help.
I have printed two manuals to improve my level, but if you can help
me, I would be very very gratefull.
El vie., 31 jul. 2020 a las 18:28, Rasmus Liland (<jral at posteo.no
<mailto:jral at posteo.no>>) escribi?:
On 2020-07-31 10:07 -0500, Joshua Ulrich wrote:
| On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote:
| | ?s 15:44 de 31/07/2020, Michael Dewey escreveu:
| | | Dear Pedro
| | |
| | | Some comments in-line
| | |
| | | On 30/07/2020 21:16, Pedro p?ramo wrote:
| | | | Hi all,
| | | |
| | | | I attach my code, the think is I
| | | | want to make a bar plot the last
| | | | variable called "bwchist" so the
| | | | X axis are "Accion" and the y
| | | | axis are "reval" values.
| | | |
| | | | I have prove class(bwchist) and
| | | | says dataframe but its still a
| | | | list because it says me I have
| | | | prove to unlist, but it doesnt
| | | | work
| | | |
| | | | hist(bwchist)
| | | | Error in hist.default(bwchist) : 'x' must be numeric
| | |
| | | So bwchist is not a numeric
| | | variable as hist needs. Aboce you
| | | said it is a data frame but data
| | | frames are not numeric.
| | |
| | | For future reference your example
| | | is way too long for anyone to go
| | | through and try to help you. Try
| | | next time to reduce it to the
| | | absolute minimum by removing
| | | sections while you still get the
| | | error.? It is also easier to get
| | | help if you can remove unnecessary
| | | packages.
| | |
| | | It is also unreadable because you
| | | are posting in HTML and that makes
| | | the post unreadable as this is a
| | | plain text list.
| |
| | Hello,
| |
| | I second Michael's opinion. When the
| | post's code is very long, there is a
| | tendency to have less answers.
| |
| | Please post the output of
| |
| |? ? ?dput(head(bwchist, 30))
| |
| | It's much shorter code and it
| | recreates the data so we will be
| | able to see what's wrong and try to
| | find a solution.
|
| Hi Pedro,
|
| Another 'best practice' and polite
| thing to do is link to other places
| you may have cross-posted.? That will
| give people the opportunity to see if
| your questions has been answered in
| another forum.
|
| I saw your post on R-SIG-Finance
| (https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html),
| and started to work on a solution.
|
| I don't know how to do this in
| tidyquant, but here's how you can do
| it with quantmod:
|
| # all tickers
| tk <- c("ANA.MC <http://ANA.MC>", "ACS.MC <http://ACS.MC>",
"AENA.MC <http://AENA.MC>", "AMS.MC <http://AMS.MC>", "MTS.MC
<http://MTS.MC>", "BBVA.MC <http://BBVA.MC>", "SAB.MC
<http://SAB.MC>",
|? ?"SAN.MC <http://SAN.MC>", "BKT.MC <http://BKT.MC>", "CABK.MC
<http://CABK.MC>", "CLNX.MC <http://CLNX.MC>", "ENG.MC
<http://ENG.MC>", "ENC.MC <http://ENC.MC>", "ELE.MC <http://ELE.MC>",
|? ?"FER.MC <http://FER.MC>", "GRF.MC <http://GRF.MC>", "IBE.MC
<http://IBE.MC>", "ITX.MC <http://ITX.MC>", "COL.MC
<http://COL.MC>", "IAG.MC <http://IAG.MC>", "MAP.MC <http://MAP.MC>",
|? ?"MEL.MC <http://MEL.MC>", "MRL.MC <http://MRL.MC>", "NTGY.MC
<http://NTGY.MC>", "REE.MC <http://REE.MC>", "REP.MC
<http://REP.MC>", "SGRE.MC <http://SGRE.MC>", "TEF.MC
<http://TEF.MC>",
|? ?"VIS.MC <http://VIS.MC>", "ACX.MC <http://ACX.MC>", "BKIA.MC
<http://BKIA.MC>", "CIE.MC <http://CIE.MC>", "MAS.MC
<http://MAS.MC>", "ALM.MC <http://ALM.MC>", "IDR.MC <http://IDR.MC>")
|
| # download them into an environment ('e')
| require(quantmod)
| getSymbols(tk, from = "2019-12-31", env = (e <- new.env()))
|
| # extract adjusted close column
| adj <- lapply(e, Ad)
| # calculate daily returns from adjusted data,
| # merge into a xts matrix, and fill NA with 0
| ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0))
| # cumulative returns
| cumret <- cumprod(1 + ret) - 1
| # set names
| colnames(cumret) <- names(adj)
| last(cumret)
| # calculate histogram for period-to-date returns
| hist(drop(last(cumret)))
|
| I'm not sure that's the histogram
| you're looking for, but I hope it
| gives you a start toward a solution.
|
| Best,
| Josh
Wow Josh!? That's very elegant.
Myself now, I just plowed through the
original code to make it simpler, but am
at a loss as to how this histogram looks
...
? ? ? ? x <- c("ANA.MC <http://ANA.MC>", "ACS.MC <http://ACS.MC>",
"AENA.MC <http://AENA.MC>", "AMS.MC <http://AMS.MC>", "MTS.MC
<http://MTS.MC>", "BBVA.MC <http://BBVA.MC>",
? ? ? ? ? "SAB.MC <http://SAB.MC>", "SAN.MC <http://SAN.MC>",
"BKT.MC <http://BKT.MC>", "CABK.MC <http://CABK.MC>", "CLNX.MC
<http://CLNX.MC>", "ENG.MC <http://ENG.MC>",
? ? ? ? ? "ENC.MC <http://ENC.MC>", "ELE.MC <http://ELE.MC>",
"FER.MC <http://FER.MC>", "GRF.MC <http://GRF.MC>", "IBE.MC
<http://IBE.MC>", "ITX.MC <http://ITX.MC>",
? ? ? ? ? "COL.MC <http://COL.MC>", "IAG.MC <http://IAG.MC>",
"MAP.MC <http://MAP.MC>", "MEL.MC <http://MEL.MC>", "MRL.MC
<http://MRL.MC>", "NTGY.MC <http://NTGY.MC>",
? ? ? ? ? "REE.MC <http://REE.MC>", "REP.MC <http://REP.MC>",
"SGRE.MC <http://SGRE.MC>", "TEF.MC <http://TEF.MC>", "VIS.MC
<http://VIS.MC>", "ACX.MC <http://ACX.MC>",
? ? ? ? ? "BKIA.MC <http://BKIA.MC>", "CIE.MC <http://CIE.MC>",
"MAS.MC <http://MAS.MC>", "ALM.MC <http://ALM.MC>", "IDR.MC
<http://IDR.MC>")
? ? ? ? stock.prices <-
? ? ? ? ? lapply(x, function(stock) {
? ? ? ? ? ? tidyquant::tq_get(x=stock,from = '2019-12-31',get =
"stock.prices")
? ? ? ? ? })
? ? ? ? names(stock.prices) <- x
? ? ? ? library(tidyquant)
? ? ? ? returns <- lapply(stock.prices, function(data) {
? ? ? ? ? tab <-
? ? ? ? ? ? tq_transmute(
? ? ? ? ? ? ? data = data,
? ? ? ? ? ? ? select = adjusted,? ? ? ? ? ?# this specifies which
column to select
? ? ? ? ? ? ? mutate_fun = periodReturn,? ?# This specifies what
to do with that column
? ? ? ? ? ? ? period = "daily",? ? ? ? ? ? # This argument
calculates Daily returns
? ? ? ? ? ? ? col_rename = "idr_returns")? # renames the column
? ? ? ? ? tab[,"cr"] <- cumprod(1 + tab[,"idr_returns"])
? ? ? ? ? tab[,"cumulative_returns"] <- tab[,"cr"] - 1
? ? ? ? ? dplyr::pull(
? ? ? ? ? ? tab[nrow(tab[,"cumulative_returns"]),
? ? ? ? ? ? ? ? ? ? ? ? ? "cumulative_returns"]
? ? ? ? ? )
? ? ? ? })
? ? ? ? bestworst <- simplify2array(returns)
? ? ? ? namebw <-
? ? ? ? ? c("Acciona", "ACS", "Aena", "Amadeus",
? ? ? ? ? ? "ArcelorMittal", "BBVA", "Sabadell",
? ? ? ? ? ? "Santander", "Bankinter",
? ? ? ? ? ? "CaixaBank", "Cellnex", "Enagas",
? ? ? ? ? ? "ENCE", "Endesa", "Ferrovial",
? ? ? ? ? ? "Grifols", "Iberdrola", "Inditex",
? ? ? ? ? ? "Colonial", "IAG", "Mapfre",
? ? ? ? ? ? "Melia", "Merlin", "Naturgy", "REE",
? ? ? ? ? ? "Repsol", "SGamesa", "Telefonica",
? ? ? ? ? ? "Viscofan", "Acerinox", "Bankia",
? ? ? ? ? ? "CIE", "MasMovil", "Almirall",
? ? ? ? ? ? "Indra")
? ? ? ? bwc <- data.frame(
? ? ? ? ? symbol=names(bestworst),
? ? ? ? ? Accion=namebw,
? ? ? ? ? reval=bestworst)
| | | | bwc<-cbind(bwfinal2,bwfinal)
| | | | colnames(bwc)=c("Accion","reval")
| | | | bwc <- as.data.frame(bwc)
... aaaand you know something's
happening between here (where bwchist is
created), but you don't know what it is,
do you, Mr p?ramo?
| | | | colnames(bwchist)=c("Accion","reval")
| | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])
Best,
Rasmus