For reference, here's the corrected code. Pasting it into a new R
session in a new directory should produce the results I think you
want. Discussion of the rationale is below the code.
library(quantmod)
options(width=132)
getSymbols("INFY.BO", from="2008-01-01")
dat = INFY.BO
dat$hminus = rep(0, NROW(dat))
dat$hminus = Hi(dat)-Cl(dat)
dat$smv = rep(0, NROW(dat))
dat$smv = filter(Cl(dat), rep(1/7,7), sides=1)
dat$lmv = rep(0, NROW(dat))
dat$lmv = filter(Cl(dat), rep(1/21,21), sides=1)
write.csv(dat, file="infyout.csv")
#you might want to save a zoo file instead. cf help(write.zoo)
head(dat,25)
INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume
INFY.BO.Adjusted hminus smv lmv
2008-01-01 1758.0 1777.15 1743.00 1749.70 51700
1639.38 27.45 NA NA
2008-01-02 1780.0 1785.00 1715.35 1749.40 86700
1639.10 35.60 NA NA
[...]
sean fallon <[email protected]> [2012-09-27 02:51]:
library(quantmod)
getSymbols("INFY.BO", from="2008-01-01")
data<-INFY.BO
#Have assigned INFY.BO to data
I'd use dat <- INFY.BO because data is a function.
#Now to add the column for high-close
hcdif = Hi(data)-Cl(data)
data$hminus<-hcdif #this works fine
datasmv=filter(Cl(data),rep(1/7,7), sides=1)
data$smv<-datasmv #this also works fine
data[30:40, ] #displays the data file properly
---------------------------------------------------
INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume
[1,] 1560.0 1598.0 1518.00 1558.75 375700
[2,] 1570.0 1600.0 1536.10 1545.40 183100
[...]
INFY.BO.Adjusted hminus smv
[1,] 1460.47 39.25 1563.800
[2,] 1447.96 54.60 1557.271
[...]
----------------------------------------------------------
You must have variables hanging around from earlier work. I suggest creating a
new directory and starting R there. I say this because here's what INFO.BO
and dat look like here:
INFY.BO[30:31]
INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume
INFY.BO.Adjusted
2008-02-11 1560.0 1598.0 1518.00 1558.75 375700
1460.47
2008-02-12 1570.0 1600.0 1536.10 1545.40 183100
1447.96
dat[30:31]
INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume
INFY.BO.Adjusted
2008-02-11 1560.0 1598.0 1518.00 1558.75 375700
1460.47
2008-02-12 1570.0 1600.0 1536.10 1545.40 183100
1447.96
Note that rows are indexed by dates:
dat['2008-01-02/2008-01-07']
INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume
INFY.BO.Adjusted
2008-01-02 1780.0 1785 1715.35 1749.4 86700
1639.10
2008-01-03 1740.0 1750 1691.60 1713.0 214300
1605.00
2008-01-04 1711.3 1730 1680.00 1694.8 134400
1587.94
2008-01-07 1670.0 1681 1623.00 1638.1 307500
1534.82
There are 6 columns (the date is not a column, e.g., dat[,1] is the
open, not the date), and there are no hminus and smv columns. Since
there are no such columns, assignments to them will fail. You need to
create the desired columns before you can assign to them.
dat = INFY.BO
dat$hminus = rep(0, NROW(data))
dat$smv = rep(0, NROW(data))
dat$lmv = rep(0, NROW(data))
head(dat) will show you the new columns have been added with values of 0.
write.csv(data,file="infyout.csv") #writes to CSV for future use.
If you want to save the added columns, the write is premature. Add the
columns you want and then save the file.
However, if I want to add the lmv, and if I place these two lines of code below
"data[30:40, ] #displays the data file properly", then I face the problem
datalmv=filter(Cl(data),rep(1/21,21), sides=1) #this calculation is fine
data$lmv<-datalmv
Now that the column exists, write to it in one line:
dat$lmv=filter(Cl(data),rep(1/21,21), sides=1)
Warning message:
In data$lmv <- datalmv : Coercing LHS to a list
This is where I am stuck.
There was no data$lmv column. Now there is.
HTH,
-rex
--
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