[R] Trying to Generalize a Function in R

rsherry8 r@herry8 @end|ng |rom comc@@t@net
Thu Aug 9 23:25:05 CEST 2018


Duncan,

Thanks for the response. I tired the following:
     >  series <- getSymbols("AVB", src = "yahoo", from = start, to = end)
     > series[0]
         character(0)
     > nrow( series )
         NULL
nrow( series ) returned NULL. I do not understand why. I am thinking 
that there should be an R command to
tell me about the structure of series. I tried: typeof( series ) and 
got: "character". Is there a better command for
me to use other than typeof?

I also tried this command:
     c1 <- as.numeric(series[, paste0(symbol, ".Close")])
where symbol held the value "AVB" and I got:
     Error in series[, paste0(symbol, ".Close")] :
     incorrect number of dimensions

Please help.
Thanks,
Bob

On 8/9/2018 3:46 PM, Peter Langfelder wrote:
> If I understand it correctly, the function getSymbols creates a
> variable with the name being the stock symbol. Then use the function
> get(symbol) to retrieve the value of the variable whose name is
> contained in the character string `symbol'. Assign that to a variable
> (e.g. AVB). You may also have to modify the names of the components
> you retrieve from the list AVB. For that, you can use
> AVB[["AVB.Close"]] instead of AVB$AVB.Close. You can them use
> something like AVB[[paste0(symbol, ".Close"]] to generalize the
> retrieval of list components.
>
> HTH,
>
> Peter
> On Thu, Aug 9, 2018 at 12:40 PM rsherry8 <rsherry8 using comcast.net> wrote:
>>
>> I wrote the following function:
>>
>> # This method gets historical stock data for the stock Avalon Bay whose
>> symbol is AVB.
>> getReturns <- function(norm = FALSE)
>> {
>>       library(quantmod)
>>
>>       getSymbols("AVB", src = "yahoo", from = start, to = end)
>>       length = length(  AVB$AVB.Close )
>>       close = as.numeric( AVB$AVB.Close )
>>       cat( "length = ", length(close ), "\n" )
>>       for( i in 1:length-1 )
>>           diff[i] = ((close[i+1] - close[i]) ) / close[i]
>>       u = mean(diff)
>>       stdDev = sd(diff)
>>       cat( "stdDev = ", stdDev, "\n" )
>>
>>       if ( norm == TRUE ) {
>>           diff = (diff - u)
>>           diff = diff / stdDev
>>       }
>>       return (diff)
>> }
>>
>> I would like to generalize it to work for any stock by passing in the
>> stock symbol. So the header for the
>> function would be:
>>
>> getReturns <- function(symbol, norm = FALSE)
>>
>> Now how do I update this line:
>>       length = length(  AVB$AVB.Close )
>> This statement will not work:
>>       length = length(  symbol$AVB.Close )
>> because the name that holds the closing price is a function of the stock
>> symbol.
>>
>> Thanks,
>> Bob
>>
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