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,
Maybe it is time to try to handle this more flexibly, in particular
concerning the return class. So that it can return "ts", "its", "zoo" or
"timeSeries" objects. For "zoo" the advantage would be that "Date"
indexes can be used for daily data and "yearmon" for monthly data
(possibly with appropriate frequencies specified), the package vignette
contains a worked example for that.
Furthermore, it would probably be good to have a single authorative
implementation instead of each time series package reproducing this
functionality.
see file attached.
In addition to adjustements,
I have splitted the function in two parts:
1. reading quotes from local file
2. downloading from
An alternative would be to read from a connection (which could be a
local file or a URL) with the default of querying yahoo.com.
just my EUR 0.02
Z
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