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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-18 02:40:30 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-18 02:40:30 -0400 |
| commit | 83b41368bbc072bead2b6311c7a019b40164bba4 (patch) | |
| tree | df15f140e43e38e1c7d51bcc18319be19d13be9f /bandit.R | |
| parent | 08a6c748f17c8baf2c83d391341c731cb9eeef4f (diff) | |
| download | bandit-83b41368bbc072bead2b6311c7a019b40164bba4.tar.gz | |
Tons of fixes
have downloaded a complete history of the sp500 since 01/01/2000
Diffstat (limited to 'bandit.R')
| -rw-r--r-- | bandit.R | 9 |
1 files changed, 2 insertions, 7 deletions
@@ -1,10 +1,4 @@ -#fix bug in adjRatios -source("patch-adjRatios.R") -assignInNamespace("adjRatios",adjRatios,ns="TTR") -library(TTR) -rm(adjRatios) - -sp500<- read.table("sp500 tickers 10-04.csv",sep="\t",header=T,quote="",colClasses="character",strip.white=T) +sp500<- read.table("sp500 tickers 10-17.csv",sep="\t",header=T,quote="",colClasses="character",strip.white=T) colnames(sp500) <- c("name","ticker") #replace / by - sp500$ticker <- sub('/', '-', sp500$ticker) @@ -14,6 +8,7 @@ tickerlist <- list() for(i in 1:length(sp500$ticker)){ ticker <- sp500[i,"ticker"] tickerlist[[ticker]] <- getYahooData(ticker,"20000101") + cat("ticker",i,ticker,"\n") } #compute matrix of returns |
