Its function and yahoo
This seems to be based on an old version of get.hist.quote. The latest version uses Date class internally to avoid time zone problems.
On 5/2/05, Daniel Herlemont <dherlemont@yats.com> wrote:
Hi,
Yes, so maybe time for someone else to become immortal by supplying a patch
I have done it ... so I am immortal :) This is a still a modified version of the original tseries version .. so I am still partly immortal, see file attached. In addition to adjustements, I have splitted the function in two parts: 1. reading quotes from local file 2. downloading from I work a lot with R, both for consulting services for hedge Funds and teaching. see my site http://www.yats.com/ unfortunately most of R teaching stuff are in french. Daniel HERLEMONT Associate Professor of Finance Ecole Sup?rieure d'Ing?nieurs L?onard de Vinci (ESILV) D?partement Math?matique et Ing?nierie Financi?re 92916 PARIS LA DEFENSE CEDEX YATS http://www.yats.com ----- Original Message ----- From: "Dirk Eddelbuettel" <edd@debian.org> To: "BBands" <bbands@gmail.com> Cc: <R-sig-finance@stat.math.ethz.ch> Sent: Saturday, April 30, 2005 2:12 AM Subject: Re: [R-sig-finance] Its function and yahoo
On 29 April 2005 at 15:44, BBands wrote:
| For some reason priceIts does not handle the "Adj. Close" field.
|
| However, tseries will: get.hist.quote("ge", quote=c("Cl", "Ad"))
|
| I recently contributed a tseires patch that also allows it to handle
| daily, weekly or monthly compression: get.hist.quote("ge",
| compression="w", quote=c("Cl", "Ad"))
|
| The difference between the "Close" and the "Adj. Close*" fields is far
| more than just dividends, splits are a major factor. Please note that
| Yahoo! only split adjusts the "Adj. Close*" field, you'll have to back
| into an adjustment for the other fields if needed.
Yes, so maybe time for someone else to become immortal by supplying a
patch
to priceIts based on what you had designed for get.hist.quotes.
Dirk
--
Better to have an approximate answer to the right question than a precise
answer to the wrong question. -- John Tukey as quoted by John Chambers
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