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 (<j...@posteo.no>)
escribió:
> On 2020-07-31 10:07 -0500, Joshua Ulrich wrote:
> | On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote:
> | | Às 15:44 de 31/07/2020, Michael Dewey escreveu:
> | | | Dear Pedro
> | | |
> | | | Some comments in-line
> | | |
> | | | On 30/07/2020 21:16, Pedro páramo 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", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "BBVA.MC", "
> SAB.MC",
> | "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC", "ENC.MC", "ELE.MC
> ",
> | "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC", "COL.MC", "IAG.MC", "MAP.MC",
> | "MEL.MC", "MRL.MC", "NTGY.MC", "REE.MC", "REP.MC", "SGRE.MC", "TEF.MC
> ",
> | "VIS.MC", "ACX.MC", "BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "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", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "BBVA.MC
> ",
> "SAB.MC", "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC",
> "ENC.MC", "ELE.MC", "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC",
> "COL.MC", "IAG.MC", "MAP.MC", "MEL.MC", "MRL.MC", "NTGY.MC",
> "REE.MC", "REP.MC", "SGRE.MC", "TEF.MC", "VIS.MC", "ACX.MC",
> "BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "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 páramo?
>
> | | | | colnames(bwchist)=c("Accion","reval")
> | | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])
>
> Best,
> Rasmus
>
[[alternative HTML version deleted]]
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