Dear Rex, Thanks for all your help on this. Much appreciated I, in turn, also did more R&D on my first question of sorting the data in reverse and came up with this solution. Refer -> http://www.ats.ucla.edu/stat/r/faq/sort.htm data1<-read.csv("http://ichart.finance.yahoo.com/table.csv?s=INFY.BO&a=08&b=16&c=2008&d=08&e=26&f=2012&g=d&ignore=.csv";) attach(data1) data1[1:10,] sort1.data <- data1[order(Date), ] sort1.data[1:15,] data<-sort1.data head(data)
#Add the SMA/LMA h=data[,3] c=data[,5] hcdif=h-c data$smv=filter(data[,5],rep(1/7,7), sides=1) data$lmv=filter(data[,5],rep(1/21,21), sides=1) data$HminusC=hcdif write.csv(data,file="infyout.csv") This also eliminates the Coercing LHS to a list error, Am still taking baby steps in R but please let me know what you think of the above Will now progress to explore more on the Quantmod library, thanks for pointing me in that direction. regards Sean ________________________________ From: rex <[email protected]> To: r-sig-finance <[email protected]> Sent: Thursday, September 27, 2012 10:29 PM Subject: Re: [R-SIG-Finance] Coercing LHS to a list For reference, here's the corrected code. Pasting it into a new R session in a new directory should produce the results I think you want. Discussion of the rationale is below the code. library(quantmod) options(width=132) getSymbols("INFY.BO", from="2008-01-01") dat = INFY.BO dat$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$lmv = filter(Cl(dat), rep(1/21,21), sides=1) write.csv(dat, file="infyout.csv") #you might want to save a zoo file instead. cf help(write.zoo) head(dat,25) INFY.BO.Open INFY.BO.High INFY.BO.Low INFY.BO.Close INFY.BO.Volume INFY.BO.Adjusted hminus smv lmv 2008-01-01 1758.0 1777.15 1743.00 1749.70 51700 1639.38 27.45 NA NA 2008-01-02 1780.0 1785.00 1715.35 1749.40 86700 1639.10 35.60 NA NA [...] > >library(quantmod) >getSymbols("INFY.BO", from="2008-01-01") >data<-INFY.BO >#Have assigned INFY.BO to data I'd use dat <- INFY.BO because data is a function. >#Now to add the column for high-close >hcdif = Hi(data)-Cl(data) >data$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 -- Computers run on smoke. If it leaks out, they stop running. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. [[alternative HTML version deleted]]
_______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
