[R] hist from a list
Joshua Ulrich
jo@h@m@u|r|ch @end|ng |rom gm@||@com
Fri Jul 31 17:07:23 CEST 2020
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
On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas <ruipbarradas using sapo.pt> wrote:
>
> 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.
>
> Hope this helps,
>
> Rui Barradas
>
>
> 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.
> >
> > Michael
> >
> >
> >>
> >> Or
> >>
> >> barplot(bwchist)
> >> Error in barplot.default(bwchist) : 'height' must be a vector or a
> >> matrix
> >>
> >> library(PerformanceAnalytics)
> >> library(dplyr)
> >> library(tibble)
> >> library(lubridate)
> >> library(PerformanceAnalytics)
> >> library(quantmod)
> >> library(ggplot2)
> >> library(png)
> >> library(grid)
> >> library(RCurl)
> >> library(tidyquant)
> >> library(timetk)
> >> library(data.table)
> >>
> >>
> >>
> >> Acciona<- tq_get("ANA.MC",from = '2019-12-31',get = "stock.prices")
> >> ACS<- tq_get("ACS.MC",from = '2019-12-31',get = "stock.prices")
> >> Aena<- tq_get("AENA.MC",from = '2019-12-31',get = "stock.prices")
> >> Amadeus<- tq_get("AMS.MC",from = '2019-12-31',get = "stock.prices")
> >> ArcelorMittal<- tq_get("MTS.MC",from = '2019-12-31',get =
> >> "stock.prices")
> >> BBVA<- tq_get("BBVA.MC",from = '2019-12-31',get = "stock.prices")
> >> Sabadell<- tq_get("SAB.MC",from = '2019-12-31',get = "stock.prices")
> >> Santander<- tq_get("SAN.MC",from = '2019-12-31',get = "stock.prices")
> >> Bankinter<- tq_get("BKT.MC",from = '2019-12-31',get = "stock.prices")
> >> CaixaBank<- tq_get("CABK.MC",from = '2019-12-31',get = "stock.prices")
> >> Cellnex<- tq_get("CLNX.MC",from = '2019-12-31',get = "stock.prices")
> >> Enagas<- tq_get("ENG.MC",from = '2019-12-31',get = "stock.prices")
> >> ENCE<- tq_get("ENC.MC",from = '2019-12-31',get = "stock.prices")
> >> Endesa<- tq_get("ELE.MC",from = '2019-12-31',get = "stock.prices")
> >> Ferrovial<- tq_get("FER.MC",from = '2019-12-31',get = "stock.prices")
> >> Grifols<- tq_get("GRF.MC",from = '2019-12-31',get = "stock.prices")
> >> Iberdrola<- tq_get("IBE.MC",from = '2019-12-31',get = "stock.prices")
> >> Inditex<- tq_get("ITX.MC",from = '2019-12-31',get = "stock.prices")
> >> Colonial<- tq_get("COL.MC",from = '2019-12-31',get = "stock.prices")
> >> IAG<- tq_get("IAG.MC",from = '2019-12-31',get = "stock.prices")
> >> Mapfre<- tq_get("MAP.MC",from = '2019-12-31',get = "stock.prices")
> >> Melia<- tq_get("MEL.MC",from = '2019-12-31',get = "stock.prices")
> >> Merlin<- tq_get("MRL.MC",from = '2019-12-31',get = "stock.prices")
> >> Naturgy<- tq_get("NTGY.MC",from = '2019-12-31',get = "stock.prices")
> >> REE<- tq_get("REE.MC",from = '2019-12-31',get = "stock.prices")
> >> Repsol<- tq_get("REP.MC",from = '2019-12-31',get = "stock.prices")
> >> SGamesa<- tq_get("SGRE.MC",from = '2019-12-31',get = "stock.prices")
> >> Telefonica<- tq_get("TEF.MC",from = '2019-12-31',get = "stock.prices")
> >> Viscofan<- tq_get("VIS.MC",from = '2019-12-31',get = "stock.prices")
> >> Acerinox<- tq_get("ACX.MC",from = '2019-12-31',get = "stock.prices")
> >> Bankia<- tq_get("BKIA.MC",from = '2019-12-31',get = "stock.prices")
> >> CIE<- tq_get("CIE.MC",from = '2019-12-31',get = "stock.prices")
> >> MasMovil<- tq_get("MAS.MC",from = '2019-12-31',get = "stock.prices")
> >> Almirall<- tq_get("ALM.MC",from = '2019-12-31',get = "stock.prices")
> >> Indra<- tq_get("IDR.MC",from ='2019-12-31',get = "stock.prices")
> >>
> >> Indra_daily_returns <- Indra %>%
> >> tq_transmute(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
> >> Indra_cum_returns <- Indra_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Almirall_daily_returns <- Almirall %>%
> >> tq_transmute(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
> >> Almirall_cum_returns <- Almirall_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Acciona_daily_returns <- Acciona %>%
> >> tq_transmute(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
> >> Acciona_cum_returns <- Acciona_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> ACS_daily_returns <- ACS %>%
> >> tq_transmute(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
> >> ACS_cum_returns <- ACS_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Aena_daily_returns <- Aena %>%
> >> tq_transmute(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
> >> Aena_cum_returns <- Aena_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Amadeus_daily_returns <- Amadeus %>%
> >> tq_transmute(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
> >> Amadeus_cum_returns <- Amadeus_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> ArcelorMittal_daily_returns <- ArcelorMittal %>%
> >> tq_transmute(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
> >> ArcelorMittal_cum_returns <- ArcelorMittal_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> BBVA_daily_returns <- BBVA %>%
> >> tq_transmute(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
> >> BBVA_cum_returns <- BBVA_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Sabadell_daily_returns <- Sabadell %>%
> >> tq_transmute(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
> >> Sabadell_cum_returns <- Sabadell_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Santander_daily_returns <- Santander %>%
> >> tq_transmute(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
> >> Santander_cum_returns <- Santander_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Bankinter_daily_returns <- Bankinter %>%
> >> tq_transmute(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
> >> Bankinter_cum_returns <- Bankinter_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CaixaBank_daily_returns <- CaixaBank %>%
> >> tq_transmute(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
> >> CaixaBank_cum_returns <- CaixaBank_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Cellnex_daily_returns <- Cellnex %>%
> >> tq_transmute(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
> >> Cellnex_cum_returns <- Cellnex_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CIE_daily_returns <- CIE %>%
> >> tq_transmute(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
> >> CIE_cum_returns <- CIE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> CIE_daily_returns <- CIE %>%
> >> tq_transmute(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
> >> CIE_cum_returns <- CIE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Enagas_daily_returns <- Enagas %>%
> >> tq_transmute(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
> >> Enagas_cum_returns <- Enagas_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> ENCE_daily_returns <- ENCE %>%
> >> tq_transmute(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
> >> ENCE_cum_returns <- ENCE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >> Endesa_daily_returns <- Endesa %>%
> >> tq_transmute(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
> >> Endesa_cum_returns <- Endesa_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >> Ferrovial_daily_returns <- Ferrovial %>%
> >> tq_transmute(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
> >> Ferrovial_cum_returns <- Ferrovial_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Grifols_daily_returns <- Grifols %>%
> >> tq_transmute(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
> >> Grifols_cum_returns <- Grifols_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Iberdrola_daily_returns <- Iberdrola %>%
> >> tq_transmute(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
> >> Iberdrola_cum_returns <- Iberdrola_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Inditex_daily_returns <- Inditex %>%
> >> tq_transmute(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
> >> Inditex_cum_returns <- Inditex_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Colonial_daily_returns <- Colonial %>%
> >> tq_transmute(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
> >> Colonial_cum_returns <- Colonial_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> IAG_daily_returns <- IAG %>%
> >> tq_transmute(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
> >> IAG_cum_returns <- IAG_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Mapfre_daily_returns <- Mapfre %>%
> >> tq_transmute(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
> >> Mapfre_cum_returns <- Mapfre_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Melia_daily_returns <- Melia %>%
> >> tq_transmute(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
> >> Melia_cum_returns <- Melia_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Merlin_daily_returns <- Merlin %>%
> >> tq_transmute(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
> >> Merlin_cum_returns <- Merlin_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Naturgy_daily_returns <- Naturgy %>%
> >> tq_transmute(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
> >> Naturgy_cum_returns <- Naturgy_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> REE_daily_returns <- REE %>%
> >> tq_transmute(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
> >> REE_cum_returns <- REE_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Repsol_daily_returns <- Repsol %>%
> >> tq_transmute(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
> >> Repsol_cum_returns <- Repsol_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> SGamesa_daily_returns <- SGamesa %>%
> >> tq_transmute(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
> >> SGamesa_cum_returns <- SGamesa_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Telefonica_daily_returns <- Telefonica %>%
> >> tq_transmute(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
> >> Telefonica_cum_returns <- Telefonica_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Viscofan_daily_returns <- Viscofan %>%
> >> tq_transmute(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
> >> Viscofan_cum_returns <- Viscofan_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Acerinox_daily_returns <- Acerinox %>%
> >> tq_transmute(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
> >> Acerinox_cum_returns <- Acerinox_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >>
> >> Bankia_daily_returns <- Bankia %>%
> >> tq_transmute(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
> >> Bankia_cum_returns <- Bankia_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> MasMovil_daily_returns <- MasMovil %>%
> >> tq_transmute(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
> >> MasMovil_cum_returns <- MasMovil_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> Indra_daily_returns <- Indra %>%
> >> tq_transmute(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
> >> Indra_cum_returns <- Indra_daily_returns %>%
> >> mutate(cr = cumprod(1 + idr_returns)) %>% # using the cumprod
> >> function
> >> mutate(cumulative_returns = cr - 1)
> >>
> >> bestworst<-c(Acciona_cum_returns[nrow(Acciona_cum_returns),4],
> >> ACS_cum_returns[nrow(ACS_cum_returns),4],
> >> Aena_cum_returns[nrow(Aena_cum_returns),4],
> >> Amadeus_cum_returns[nrow(Amadeus_cum_returns),4],
> >> ArcelorMittal_cum_returns[nrow(ArcelorMittal_cum_returns),4],
> >> BBVA_cum_returns[nrow(BBVA_cum_returns),4],
> >> Sabadell_cum_returns[nrow(Sabadell_cum_returns),4],
> >> Santander_cum_returns[nrow(Santander_cum_returns),4],
> >> Bankinter_cum_returns[nrow(Bankinter_cum_returns),4],
> >> CaixaBank_cum_returns[nrow(CaixaBank_cum_returns),4],
> >> Cellnex_cum_returns[nrow(Cellnex_cum_returns),4],
> >> Enagas_cum_returns[nrow(Enagas_cum_returns),4],
> >> ENCE_cum_returns[nrow(ENCE_cum_returns),4],
> >> Endesa_cum_returns[nrow(Endesa_cum_returns),4],
> >> Ferrovial_cum_returns[nrow(Ferrovial_cum_returns),4],
> >> Grifols_cum_returns[nrow(Grifols_cum_returns),4],
> >> Iberdrola_cum_returns[nrow(Iberdrola_cum_returns),4],
> >> Inditex_cum_returns[nrow(Inditex_cum_returns),4],
> >> Colonial_cum_returns[nrow(Colonial_cum_returns),4],
> >> IAG_cum_returns[nrow(IAG_cum_returns),4],
> >> Mapfre_cum_returns[nrow(Mapfre_cum_returns),4],
> >> Melia_cum_returns[nrow(Melia_cum_returns),4],
> >> Merlin_cum_returns[nrow(Merlin_cum_returns),4],
> >> Naturgy_cum_returns[nrow(Naturgy_cum_returns),4],
> >> REE_cum_returns[nrow(REE_cum_returns),4],
> >> Repsol_cum_returns[nrow(Repsol_cum_returns),4],
> >> SGamesa_cum_returns[nrow(SGamesa_cum_returns),4],
> >> Telefonica_cum_returns[nrow(Telefonica_cum_returns),4],
> >> Viscofan_cum_returns[nrow(Viscofan_cum_returns),4],
> >> Acerinox_cum_returns[nrow(Acerinox_cum_returns),4],
> >> Bankia_cum_returns[nrow(Bankia_cum_returns),4],
> >> CIE_cum_returns[nrow(CIE_cum_returns),4],
> >> MasMovil_cum_returns[nrow(MasMovil_cum_returns),4],
> >> Almirall_cum_returns[nrow(Almirall_cum_returns),4],
> >> Indra_cum_returns[nrow(Indra_cum_returns),4])
> >>
> >> 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")
> >>
> >>
> >> bwfinal <- matrix(bestworst, nrow =35 , ncol = 1)
> >> bwfinal2 <- matrix(namebw, nrow =35 , ncol = 1)
> >>
> >> bwc<-cbind(bwfinal2,bwfinal)
> >> colnames(bwc)=c("Accion","reval")
> >> bwc <- as.data.frame(bwc)
> >> colnames(bwchist)=c("Accion","reval")
> >> bwchist <-as.data.frame(bwc[order(bwc$reval), ])
> >>
> >> [[alternative HTML version deleted]]
> >>
> >> ______________________________________________
> >> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
>
>
> --
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>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
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