require(quantmod)
getSymbols("BAC")
## [1] "BAC"
plot(BAC)
head(BAC)
## BAC.Open BAC.High BAC.Low BAC.Close BAC.Volume BAC.Adjusted
## 2007-01-03 53.40 54.18 52.99 53.33 16028200 45.97
## 2007-01-04 53.33 53.89 53.05 53.67 13175000 46.26
## 2007-01-05 53.59 53.59 53.03 53.24 10205000 45.89
## 2007-01-08 53.46 53.64 52.80 53.45 9685900 46.07
## 2007-01-09 53.60 53.71 52.97 53.50 12546500 46.12
## 2007-01-10 53.26 53.70 53.16 53.58 10083900 46.19
tail(BAC)
## BAC.Open BAC.High BAC.Low BAC.Close BAC.Volume BAC.Adjusted
## 2014-03-18 17.14 17.22 17.07 17.19 66313100 17.19
## 2014-03-19 17.16 17.49 17.12 17.44 104005900 17.44
## 2014-03-20 17.44 18.00 17.43 17.92 166538700 17.92
## 2014-03-21 18.03 18.03 17.56 17.56 155721000 17.56
## 2014-03-24 17.62 17.65 17.30 17.37 118173700 17.37
## 2014-03-25 17.49 17.58 17.20 17.21 98151700 17.21
head(Ad(BAC))
## BAC.Adjusted
## 2007-01-03 45.97
## 2007-01-04 46.26
## 2007-01-05 45.89
## 2007-01-08 46.07
## 2007-01-09 46.12
## 2007-01-10 46.19
`?`(quantmod)
`?`(OHLC)
## Help on topic 'OHLC' was found in the following packages:
##
## Package Library
## quantmod /home/rob/R/i686-pc-linux-gnu-library/2.14
## xts /home/rob/R/i686-pc-linux-gnu-library/2.14
##
##
## Using the first match ...
There are a number of built in plotting functions.
barChart(BAC)
addTA(EMA(Cl(BAC)), on = 1, col = 6)
The getSymbols function can draw data from a number of different sources.
getSymbols("YHOO", src = "google") # from google finance
## [1] "YHOO"
plot(YHOO)
getSymbols("GOOG", src = "yahoo") # from yahoo finance
## [1] "GOOG"
plot(GOOG)
getSymbols("DEXJPUS", src = "FRED") # FX rates from FRED
## [1] "DEXJPUS"
plot(DEXJPUS)
barChart(YHOO)
candleChart(GOOG, multi.col = TRUE, theme = "white")
require(TTR)
chartSeries(YHOO)
addMACD()
addBBands()
Once of the sources is the Fred database. Here we get the data and chart it in different ways.
getSymbols("CPIAUCNS", src = "FRED")
## [1] "CPIAUCNS"
plot(CPIAUCNS)
plot(diff(log(CPIAUCNS)))
plot(diff(log(CPIAUCNS), lag = 12), main = "CPI Inflation")
