Hi Joshua, Oh snap, awesome to have the author of the blog your reading at that moment to reply to your message.
I updated the query to be 200 sessions, the function now prints, but appears to get the dates all wrong. (I actually was following along with the post here: http://blog.fosstrading.com/2011/03/how-to-backtest-strategy-in-r.html great blog by the way.) What I have now (simplified it a bit): # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR') # Connect and get data drv <- dbDriver('PostgreSQL') db <- dbConnect(drv, host='localhost', user='postgres', dbname='technica', password='password') fr <- dbGetQuery(db, 'SELECT date as "Date", open as "Open", high as "High", low as "Low", close as "Close", volume as "Volume", 0 as "Adjusted" FROM stocks s INNER JOIN historical_prices hp ON s.id = hp.stock_id WHERE s.symbol = \'SDL\' ORDER BY date DESC limit 200') fr <- data.frame(fr[,-1], row.names=fr[,1]) fr <- xts(as.matrix(fr[,-1]), order.by=as.Date(fr[,1]), updated=Sys.time()) dvi <- DVI(Cl(fr)) print(dvi) # Clean up. dbDisconnect(db) dbUnloadDriver(drv) Then as you can see below the dates are all out of whack, My guess was it was the date format that postgres returns (being mm/dd/yyyy) but no luck, any ideas? Thanks! Max dvi.mag dvi.str dvi 1970-01-01 NA NA NA (Repeated a few hundread times) Then this: 1970-01-01 0.134920635 0.349206349 0.17777778 1970-01-01 0.079365079 0.369047619 0.13730159 1970-01-01 0.071428571 0.261904762 0.10952381 1970-01-01 0.067460317 0.281746032 0.11031746 1970-01-01 0.091269841 0.388888889 0.15079365 1970-01-01 0.123015873 0.289682540 0.15634921 1970-01-01 0.170634921 0.289682540 0.19444444 1970-01-01 0.075396825 0.289682540 0.11825397 1970-01-01 0.023809524 0.289682540 0.07698413 1970-01-01 0.023809524 0.492063492 0.11746032 1970-01-01 0.027777778 0.492063492 0.12063492 1970-01-01 0.039682540 0.492063492 0.13015873 1970-01-01 0.285714286 0.575396825 0.34365079 1970-01-01 0.531746032 0.575396825 0.54047619 1970-01-01 0.559523810 0.615079365 0.57063492 1970-01-01 0.587301587 0.650793651 0.60000000 1970-01-01 0.531746032 0.650793651 0.55555556 1970-01-01 0.313492063 0.619047619 0.37460317 1970-01-01 0.202380952 0.527777778 0.26746032 1970-01-01 0.198412698 0.452380952 0.24920635 1970-01-01 0.146825397 0.563492063 0.23015873 1970-01-01 0.198412698 0.555555556 0.26984127 1970-01-01 0.230158730 0.444444444 0.27301587 1970-01-01 0.309523810 0.456349206 0.33888889 1970-01-01 0.329365079 0.341269841 0.33174603 1970-01-01 0.182539683 0.119047619 0.16984127 1970-01-01 0.063492063 0.130952381 0.07698413 1970-01-01 0.095238095 0.373015873 0.15079365 1970-01-01 0.043650794 0.488095238 0.13253968 1970-01-01 0.027777778 0.353174603 0.09285714 1970-01-01 0.285714286 0.234126984 0.27539683 1970-01-01 0.599206349 0.234126984 0.52619048 1970-01-01 0.420634921 0.234126984 0.38333333 1970-01-01 0.396825397 0.142857143 0.34603175 1970-01-01 0.515873016 0.142857143 0.44126984 1970-01-01 0.333333333 0.242063492 0.31507937 1970-01-01 0.186507937 0.142857143 0.17777778 1970-01-01 0.234126984 0.007936508 0.18888889 1970-01-01 0.261904762 0.003968254 0.21031746 1970-01-01 0.194444444 0.003968254 0.15634921 1970-01-01 0.178571429 0.003968254 0.14365079 1970-01-01 0.226190476 0.007936508 0.18253968 1970-01-01 0.273809524 0.019841270 0.22301587 1970-01-01 0.329365079 0.011904762 0.26587302 1970-01-01 0.369047619 0.003968254 0.29603175 1970-01-01 0.380952381 0.003968254 0.30555556 1970-01-01 0.337301587 0.007936508 0.27142857 1970-01-01 0.242063492 0.023809524 0.19841270 1970-01-01 0.206349206 0.023809524 0.16984127 1970-01-01 0.186507937 0.023809524 0.15396825 1970-01-01 0.226190476 0.055555556 0.19206349 1970-01-01 0.182539683 0.055555556 0.15714286 1970-01-01 0.178571429 0.055555556 0.15396825 1970-01-01 0.190476190 0.099206349 0.17222222 1970-01-01 0.238095238 0.091269841 0.20873016 1970-01-01 0.178571429 0.087301587 0.16031746 1970-01-01 0.269841270 0.079365079 0.23174603 1970-01-01 0.218253968 0.079365079 0.19047619 1970-01-01 0.289682540 0.150793651 0.26190476 1970-01-01 0.234126984 0.277777778 0.24285714 1970-01-01 0.265873016 0.285714286 0.26984127 1970-01-01 0.309523810 0.448412698 0.33730159 1970-01-01 0.488095238 0.448412698 0.48015873 1970-01-01 0.333333333 0.297619048 0.32619048 1970-01-01 0.376984127 0.297619048 0.36111111 1970-01-01 0.416666667 0.452380952 0.42380952 1970-01-01 0.313492063 0.583333333 0.36746032 1970-01-01 0.202380952 0.583333333 0.27857143 1970-01-01 0.289682540 0.452380952 0.32222222 1970-01-01 0.361111111 0.452380952 0.37936508 1970-01-01 0.349206349 0.452380952 0.36984127 1970-01-01 0.309523810 0.297619048 0.30714286 1970-01-01 0.297619048 0.297619048 0.29761905 1970-01-01 0.503968254 0.297619048 0.46269841 1970-01-01 0.511904762 0.484126984 0.50634921 1970-01-01 0.757936508 0.642857143 0.73492063 1970-01-01 0.845238095 0.507936508 0.77777778 1970-01-01 0.853174603 0.515873016 0.78571429 1970-01-01 0.833333333 0.797619048 0.82619048 1970-01-01 0.781746032 0.797619048 0.78492063 1970-01-01 0.138888889 0.674603175 0.24603175 1970-01-01 0.063492063 0.678571429 0.18650794 1970-01-01 0.111111111 0.678571429 0.22460317 1970-01-01 0.095238095 0.662698413 0.20873016 1970-01-01 0.142857143 0.507936508 0.21587302 1970-01-01 0.634920635 0.329365079 0.57380952 1970-01-01 0.650793651 0.329365079 0.58650794 1970-01-01 0.519841270 0.353174603 0.48650794 1970-01-01 0.396825397 0.218253968 0.36111111 1970-01-01 0.384920635 0.218253968 0.35158730 1970-01-01 0.095238095 0.361111111 0.14841270 1970-01-01 0.051587302 0.194444444 0.08015873 1970-01-01 0.047619048 0.198412698 0.07777778 1970-01-01 0.107142857 0.551587302 0.19603175 1970-01-01 0.095238095 0.702380952 0.21666667 1970-01-01 0.154761905 0.515873016 0.22698413 1970-01-01 0.329365079 0.515873016 0.36666667 1970-01-01 0.420634921 0.515873016 0.43968254 1970-01-01 0.313492063 0.515873016 0.35396825 1970-01-01 0.440476190 0.726190476 0.49761905 1970-01-01 0.619047619 0.726190476 0.64047619 1970-01-01 0.599206349 0.710317460 0.62142857 1970-01-01 0.646825397 0.559523810 0.62936508 1970-01-01 0.686507937 0.353174603 0.61984127 1970-01-01 0.583333333 0.341269841 0.53492063 1970-01-01 0.285714286 0.313492063 0.29126984 1970-01-01 0.150793651 0.154761905 0.15158730 1970-01-01 0.138888889 0.154761905 0.14206349 1970-01-01 0.178571429 0.321428571 0.20714286 1970-01-01 0.019841270 0.154761905 0.04682540 1970-01-01 0.039682540 0.154761905 0.06269841 1970-01-01 0.170634921 0.317460317 0.20000000 1970-01-01 0.123015873 0.313492063 0.16111111 1970-01-01 0.051587302 0.313492063 0.10396825 1970-01-01 0.690476190 0.305555556 0.61349206 1970-01-01 0.817460317 0.492063492 0.75238095 1970-01-01 0.706349206 0.698412698 0.70476190 1970-01-01 0.837301587 0.496031746 0.76904762 1970-01-01 0.908730159 0.146825397 0.75634921 1970-01-01 0.678571429 0.146825397 0.57222222 1970-01-01 0.623015873 0.146825397 0.52777778 1970-01-01 0.619047619 0.071428571 0.50952381 1970-01-01 0.567460317 0.150793651 0.48412698 1970-01-01 0.611111111 0.150793651 0.51904762 1970-01-01 0.543650794 0.071428571 0.44920635 1970-01-01 0.420634921 0.051587302 0.34682540 1970-01-01 0.448412698 0.051587302 0.36904762 1970-01-01 0.341269841 0.075396825 0.28809524 1970-01-01 0.202380952 0.075396825 0.17698413 1970-01-01 0.226190476 0.083333333 0.19761905 1970-01-01 0.329365079 0.083333333 0.28015873 1970-01-01 0.297619048 0.174603175 0.27301587 1970-01-01 0.484126984 0.345238095 0.45634921 1970-01-01 0.638888889 0.365079365 0.58412698 1970-01-01 0.587301587 0.345238095 0.53888889 1970-01-01 0.702380952 0.543650794 0.67063492 1970-01-01 0.678571429 0.591269841 0.66111111 1970-01-01 0.396825397 0.599206349 0.43730159 1970-01-01 0.234126984 0.789682540 0.34523810 1970-01-01 0.301587302 0.626984127 0.36666667 1970-01-01 0.083333333 0.396825397 0.14603175 1970-01-01 0.111111111 0.210317460 0.13095238 1970-01-01 0.214285714 0.059523810 0.18333333 1970-01-01 0.317460317 0.063492063 0.26666667 1970-01-01 0.365079365 0.150793651 0.32222222 1970-01-01 0.571428571 0.067460317 0.47063492 1970-01-01 0.543650794 0.023809524 0.43968254 1970-01-01 0.492063492 0.023809524 0.39841270 1970-01-01 0.353174603 0.031746032 0.28888889 1970-01-01 0.369047619 0.087301587 0.31269841 1970-01-01 0.424603175 0.178571429 0.37539683 1970-01-01 0.571428571 0.162698413 0.48968254 1970-01-01 0.698412698 0.154761905 0.58968254 1970-01-01 0.813492063 0.071428571 0.66507937 1970-01-01 0.662698413 0.079365079 0.54603175 1970-01-01 0.531746032 0.293650794 0.48412698 1970-01-01 0.289682540 0.460317460 0.32380952 1970-01-01 0.119047619 0.460317460 0.18730159 1970-01-01 0.119047619 0.706349206 0.23650794 1970-01-01 0.202380952 0.686507937 0.29920635 1970-01-01 0.142857143 0.452380952 0.20476190 1970-01-01 0.166666667 0.424603175 0.21825397 1970-01-01 0.285714286 0.650793651 0.35873016 1970-01-01 0.186507937 0.841269841 0.31746032 1970-01-01 0.170634921 0.853174603 0.30714286 1970-01-01 0.460317460 0.857142857 0.53968254 1970-01-01 0.730158730 0.853174603 0.75476190 1970-01-01 0.761904762 0.662698413 0.74206349 1970-01-01 0.817460317 0.265873016 0.70714286 1970-01-01 0.805555556 0.162698413 0.67698413 1970-01-01 0.694444444 0.261904762 0.60793651 1970-01-01 0.583333333 0.666666667 0.60000000 1970-01-01 0.456349206 0.662698413 0.49761905 1970-01-01 0.646825397 0.694444444 0.65634921 1970-01-01 0.785714286 0.690476190 0.76666667 1970-01-01 0.638888889 0.261904762 0.56349206 1970-01-01 0.345238095 0.261904762 0.32857143 1970-01-01 0.178571429 0.432539683 0.22936508 1970-01-01 0.007936508 0.611111111 0.12857143 1970-01-01 0.007936508 0.936507937 0.19365079 1970-01-01 0.166666667 0.976190476 0.32857143 1970-01-01 0.650793651 0.940476190 0.70873016 1970-01-01 0.956349206 0.936507937 0.95238095 1970-01-01 1.000000000 0.952380952 0.99047619 1970-01-01 0.996031746 0.837301587 0.96428571 1970-01-01 0.920634921 0.825396825 0.90158730 1970-01-01 0.726190476 0.821428571 0.74523810 1970-01-01 0.210317460 0.817460317 0.33174603 1970-01-01 0.011904762 0.626984127 0.13492063 1970-01-01 0.015873016 0.420634921 0.09682540 1970-01-01 0.146825397 0.281746032 0.17380952 1970-01-01 0.250000000 0.178571429 0.23571429 1970-01-01 0.595238095 0.178571429 0.51190476 1970-01-01 0.968253968 0.281746032 0.83095238 1970-01-01 0.976190476 0.416666667 0.86428571 1970-01-01 0.940476190 0.662698413 0.88492063 1970-01-01 0.964285714 0.833333333 0.93809524 1970-01-01 0.908730159 0.829365079 0.89285714 1970-01-01 0.579365079 0.805555556 0.62460317 1970-01-01 0.313492063 0.599206349 0.37063492 1970-01-01 0.273809524 0.595238095 0.33809524 1970-01-01 0.079365079 0.789682540 0.22142857 1970-01-01 0.103174603 0.801587302 0.24285714 1970-01-01 0.384920635 0.638888889 0.43571429 1970-01-01 0.658730159 0.392857143 0.60555556 1970-01-01 0.734126984 0.273809524 0.64206349 1970-01-01 0.825396825 0.087301587 0.67777778 1970-01-01 0.821428571 0.087301587 0.67460317 1970-01-01 0.817460317 0.281746032 0.71031746 1970-01-01 0.591269841 0.408730159 0.55476190 1970-01-01 0.198412698 0.261904762 0.21111111 1970-01-01 0.103174603 0.261904762 0.13492063 1970-01-01 0.055555556 0.448412698 0.13412698 1970-01-01 0.007936508 0.448412698 0.09603175 1970-01-01 0.047619048 0.666666667 0.17142857 1970-01-01 0.781746032 0.948412698 0.81507937 1970-01-01 0.952380952 0.984126984 0.95873016 1970-01-01 0.932539683 0.940476190 0.93412698 1970-01-01 0.988095238 0.853174603 0.96111111 1970-01-01 0.988095238 0.849206349 0.96031746 1970-01-01 0.861111111 0.821428571 0.85317460 1970-01-01 0.630952381 0.658730159 0.63650794 1970-01-01 0.857142857 0.456349206 0.77698413 1970-01-01 0.821428571 0.686507937 0.79444444 1970-01-01 0.853174603 0.865079365 0.85555556 1970-01-01 0.892857143 0.738095238 0.86190476 1970-01-01 0.940476190 0.734126984 0.89920635 1970-01-01 0.896825397 0.888888889 0.89523810 1970-01-01 0.742063492 0.726190476 0.73888889 1970-01-01 0.087301587 0.488095238 0.16746032 1970-01-01 0.007936508 0.472222222 0.10079365 1970-01-01 0.003968254 0.698412698 0.14285714 1970-01-01 0.003968254 0.662698413 0.13571429 1970-01-01 0.011904762 0.456349206 0.10079365 1970-01-01 0.214285714 0.285714286 0.22857143 1970-01-01 0.619047619 0.281746032 0.55158730 1970-01-01 0.813492063 0.281746032 0.70714286 1970-01-01 0.873015873 0.190476190 0.73650794 1970-01-01 0.932539683 0.285714286 0.80317460 1970-01-01 0.984126984 0.460317460 0.87936508 1970-01-01 0.992063492 0.710317460 0.93571429 1970-01-01 1.000000000 0.900793651 0.98015873 1970-01-01 1.000000000 0.908730159 0.98174603 1970-01-01 0.996031746 0.904761905 0.97777778 1970-01-01 0.992063492 0.968253968 0.98730159 1970-01-01 0.988095238 0.968253968 0.98412698 1970-01-01 0.916666667 0.968253968 0.92698413 1970-01-01 0.726190476 1.000000000 0.78095238 1970-01-01 0.734126984 0.996031746 0.78650794 On Tue, May 22, 2012 at 6:26 PM, Joshua Ulrich <josh.m.ulr...@gmail.com>wrote: > On Tue, May 22, 2012 at 2:15 AM, R-type Studios <rtypestud...@gmail.com> > wrote: > > Hi Everyone, > > > > I'm currently using the latest build of R and R-Studio server (both are > > amazing products) > > > > I'm still very new to this but I came across this issue: > > > > I'm trying to do a select from postgres and put the data into and xts > > object like so: > > > > # Libs > > library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ > > library('quantmod') > > library('TTR') > > library('xts') # > > http://cran.r-project.org/web/packages/xts/vignettes/xts.pdf > > > > # Connect and get data > > drv <- dbDriver('PostgreSQL') > > db <- dbConnect(drv, host='localhost', user='postgres', > dbname='technica', > > password='password') > > fr <- dbGetQuery(db, 'SELECT date as "Date", open as "Open", high as > > "High", low as "Low", close as "Close", volume as "Volume", random() as > > "Adjusted" FROM stocks s INNER JOIN historical_prices hp ON s.id = > > hp.stock_id WHERE s.symbol = \'SDL\' ORDER BY date DESC limit 50') > > > > # copied from the mysql code in the quantmod source > > fr <- data.frame(fr[,-1],row.names=fr[,1]) > > fr <- xts(as.matrix(fr[,-1]), order.by=as.Date(fr[,1], > > origin='1970-01-01'), src='technica', updated=Sys.time()) > > colnames(fr) <- paste('SDL', > > c('Open','High','Low','Close','Volume','Adjusted'), sep='.') > > > > dvi <- DVI(Cl(fr)) > > print(dvi) > > > > When the code is executed I receive the error for the line dvi <- > > DVI(Cl(fr)): "Error in runSum(x, n) : Invalid 'n'" > > > The defaults for DVI's magnitude and stretch arguments require there > be at least 100 observations. My guess is that your 'fr' object > doesn't have the required 100 observations. If it doesn't, then using > the default value of n = 252 may also be an issue (giving misleading > results, if not an error). > > > But if I do this (fetch the data from yahoo): > > > > getSymbols("SDL.AX") > > dvi <- DVI(Cl(SDL.AX)) > > print(dvi) > > > > All seems to work fine, but I cant see any difference when I print the > two > > data sets out, except the data set size. > > > > Any ideas what I'm doing wrong? Id really like to be able to import from > my > > postgres database. > > > > Also i would be happy to write a postgres routine and submit it to > quantmod > > if i get this working > > > > Thanks! > > Max > > > > Best, > -- > Joshua Ulrich | FOSS Trading: www.fosstrading.com > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
