Hello,
On 2020-07-25 20:05 +0100, Rui Barradas wrote:
> Às 19:06 de 25/07/2020, Bert Gunter escreveu:
> > On Sat, Jul 25, 2020 at 8:41 AM Pedro páramo <percentil...@gmail.com> wrote:
> > > Hi all,
> > >
> > > I want to calculate interanual
> > > (not year to date) variation of a
> > > stock, I am able to obtain year to
> > > date with annualReturn, but no way
> > > to obtain the interanual increase.
> > > It says me no numerical
> > > output.
> > >
> > > Can anyone guide me to obtain it.
> > >
> > > library(PerformanceAnalytics)
> > > library(dplyr)
> > > library(tibble)
> > > library(lubridate)
> > > library(PerformanceAnalytics)
> > > library(quantmod)
> > > library(ggplot2)
> > > library(png)
> > > library(RCurl)
> > >
> > > fecha<-Sys.Date()-365 #with this I obtain one year back beginning
> > > precio<-getSymbols("ACX.MC",from='fecha')
Why do you provide quantmod::getSymbols
the word fecha in the from argument,
instead of the variable created on the
previous line?
> > > ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
> > > g<-annualReturn(ACX.MC) #This is year to date
> > > d<-CalculateReturns(Cl(ACX.MCC))
> > > aaa<-getQuote('ACX.MC',from='fecha')
The from argument is not a valid in
getQuote.
> > > Lastprice<-aaa[1,2]
> > >
> > > lo<-c(diff(log(aaa),250)) #With this I try to obtain interanual year
> > > variation but error
Yes, as Rui says, log(aaa[,-1]) returns
something here at least, but diffing on
lag=250 just returns an empty list
because the one-line aaa[,-1] df is only
7 elements long.
> > > Hope you can help me
> >
> > What is the error message? Knowing
> > this may help others diagnose the
> > problem.
>
> Hello,
>
> I believe the error message comes from
> the last line, getQuote returns a
> data.frame with a Date column and
> log(aaa) will try to log a date.
> Error.
> log(aaa[-1]) works, maybe the OP wants
> to revise the code and then come back
> to this or other thread.
Yes, because the first column is a
POSIXct:
> str(aaa)
'data.frame': 1 obs. of 8 variables:
$ Trade Time: POSIXct, format: ...
$ Last : num 7.14
$ Change : num 0
$ % Change : num 0
$ Open : num 7
$ High : num 7.16
$ Low : num 6.99
$ Volume : int 794567
> aaa
Trade Time Last Change
ACX.MC 2020-07-24 17:35:10 7.136 0
% Change Open High Low Volume
ACX.MC 0 7 7.162 6.99 794567
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