port0314

## Warning: package 'quantmod' was built under R version 3.5.3

## Loading required package: xts

## Warning: package 'xts' was built under R version 3.5.3

## Loading required package: zoo

## Warning: package 'zoo' was built under R version 3.5.3

## 
## Attaching package: 'zoo'

## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

## Loading required package: TTR

## Warning: package 'TTR' was built under R version 3.5.3

## Version 0.4-0 included new data defaults. See ?getSymbols.

## 'getSymbols' currently uses auto.assign=TRUE by default, but will
## use auto.assign=FALSE in 0.5-0. You will still be able to use
## 'loadSymbols' to automatically load data. getOption("getSymbols.env")
## and getOption("getSymbols.auto.assign") will still be checked for
## alternate defaults.
## 
## This message is shown once per session and may be disabled by setting 
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.

## 
## WARNING: There have been significant changes to Yahoo Finance data.
## Please see the Warning section of '?getSymbols.yahoo' for details.
## 
## This message is shown once per session and may be disabled by setting
## options("getSymbols.yahoo.warning"=FALSE).

## [1] "GOOG"

##            GOOG.Open GOOG.High GOOG.Low GOOG.Close GOOG.Volume
## 2007-01-03  231.4944  236.7899 229.0652   232.2842    15513200
## 2007-01-04  232.9847  240.4114 232.6618   240.0686    15877700
## 2007-01-05  239.6910  242.1749 237.5102   242.0209    13833500
## 2007-01-08  242.2693  243.3522 239.5420   240.2276     9570600
## 2007-01-09  241.1565  242.5475 239.0452   241.1814    10832700
## 2007-01-10  240.6498  245.1803 239.4625   243.1486    12014600
##            GOOG.Adjusted
## 2007-01-03      232.2842
## 2007-01-04      240.0686
## 2007-01-05      242.0209
## 2007-01-08      240.2276
## 2007-01-09      241.1814
## 2007-01-10      243.1486

tickers = c("GOOG", "MSFT", "AMZN")
getSymbols(tickers, from = "2010-01-01", auto.assign = TRUE)

## [1] "GOOG" "MSFT" "AMZN"

download multiple prices to data variable data = new.env() getSymbols(tickers, from = “2010-01-01”, env = data , auto.assign = TRUE) ls(data) names(data) head(data\(AMZN) # str(AMZN) class(AMZN) tail(AMZN,3) names(AMZN) ls(AMZN) head(AMZN\)AMZN.Close) AMZN2010_15=AMZN[‘2010/2015’] #Extract closing price: Cl(), # Adjusted price: Ad() AMZN.ad<-Ad(AMZN) head(AMZN.ad) class(AMZN.ad) # write function to gather adjusted prices together firm3<-merge(Ad(AMZN), Ad(GOOG), Ad(MSFT)) head(firm3) colnames(firm3)<-c(“AMZN”, “GOOG”, “MSFG”) head(firm3) #—————————————— # Import data from .txt file etf4<-read.table(“ETF4_2010_2018_d1_english.txt”, header = T, sep = ‘,’) str(etf4) # convert CO_ID into character; etf4<-read.table(“ETF4_2010_2018_d1_english.txt”, header = T, sep = ‘,’, colClasses = c(“CO_ID” = “character”)) str(etf4) head(etf4) write.csv(etf4, “etf4.csv”) # installed.packages(‘readr’) library(readr) etf4_csv<-read_csv(“etf4.csv”) etf4_csv #————————– # clean data etf4.c<-etf4_csv[, c(-1,-3,-6)] etf4.c colnames(etf4.c)<-c(“id”, “date”, “price”) etf4.c # use pipe operator install.packages(‘magrittr’) library(magrittr) install.packages(“dplyr”) library(dplyr) etf4.c<-etf4_csv%>%select(c(2,4,5))%>%rename(“id” = “CO_ID”, “date”= “Date”, “price” = “Close”) etf4.c