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This seemed odd so I wanted to check: > x <- foreach(i=10000:10100, .combine='c') %do% { as.Date(i) } yields a numeric vector for x: > class(x) [1] "numeric" Should it not be a vector of Date?

Suppose I have a data file (possibly with a huge number of columns), where the columns with factors are coded as "1", "2", "3", etc ... The default behavior of read.table is to convert these columns to integer vectors. Is...

I have looked over the documentation and did not see an answer to this seemingly basic question: I noticed that if I have a data.table with a key containing numeric values, then a close number is considered a match...

OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? Example error: x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1 set.seed(1) x <- zoo(matrix(runif(20, 0...

> > Here is a dodge I often use. This is a mock-up example. Very instructive (and helpful) ... > > _______________ > > bar <- data.frame(matrix(rnorm(1001), nrow = 1)) > names(bar)[1] <- "y" ## say > head(bar[,1:5]) > > nbar <- names(bar) > form <- as.formula...

Reduce is failing when applied to a list of elements of class data.table. Perhaps this is a bug? Example: library(data.table) dt1 <- data.table(x = 1:3, y = 4:6) dt2 <- data.table(x = 4:6, y = 1...

I plan to try it out myself, but I wanted to check here if running applyStrategy in a loop, while looping over different dates, will work? I could not find any examples of this. There are 2 reasons for wanting...

This issue has already been discussed in the thread https://stat.ethz.ch/pipermail/r-sig-finance/2017q2/014301.html, but leaves the question of how to access the symbol from the add.indicator indicator function (i.e. the name...

I have read some bad things about CQFG and their "affiliate" QuantQuote. For example: https://github.com/michaelsmusing/sources-for-intraday-historical-stock-data It looks to me like AlphaVantage only has intraday stock data going back a couple of...

Yes, I should have put > library(foreach) > library(zoo) at the top. On 11/06/2016 05:20 PM, Duncan Murdoch wrote: > On 06/11/2016 5:02 PM, Jim Lemon wrote: >> hi James, >> I think you have to have...

Of course you are right that this would not be appropriate in general, but what I'm doing--which as Baptiste explained can be done much more nicely with unlist()---seems reasonable in my context: The dataframe has a computed...

On Fri, Apr 5, 2019 at 5:53 AM Daniel Cegie?ka <daniel.cegielka at gmail.com> wrote: > pt., 5 kwi 2019 o 05:34 James Hirschorn > <james.hirschorn at quantitative-technologies.com> napisa?(a): > > > > I looked into IQFeed for...

On Fri, Apr 5, 2019 at 6:07 PM James Hirschorn < james.hirschorn at quantitative-technologies.com> wrote: > > On Fri, Apr 5, 2019 at 5:53 AM Daniel Cegie?ka <daniel.cegielka at gmail.com> > wrote: > >> pt., 5 kwi 2019...

Yes, your solution of setting quote="" would read the multi-word strings incorrectly. A more complicated version of your solution should work: First check which columns are identified as strings, and then apply your solution to the remaining columns. I...

On 04/06/2016 07:58 PM, Joshua Ulrich wrote: > On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn > <james.hirschorn at hotmail.com> wrote: >> OpCl works on xts objects but not on quantmod.OHLC objects. Is this...

Thanks for the very detailed reply! I couldn't find a parallel applyStrategy in the sandbox. Is it still there, and if so what is the filename? In any case, if I understood correctly it should instead be modelled on...

I looked into IQFeed for intraday stock data, and unfortunately they only provide historical 1-minute data for stocks that are currently traded. This is not good enough for one of the strategies I'm working on. I am looking...