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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-12 14:16:56 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-12 14:16:56 -0400 |
| commit | e2aa86813d9ac2cfeb1abe1ad3f699507bae5acb (patch) | |
| tree | 69782c657d405a17a8085706ea26a582a2ebe65e /bandit.R | |
| parent | f5c8bf65078c8d87fa2d510caf7ba793a59ea7c0 (diff) | |
| download | bandit-e2aa86813d9ac2cfeb1abe1ad3f699507bae5acb.tar.gz | |
Better fix for the "WAT" bug
Diffstat (limited to 'bandit.R')
| -rw-r--r-- | bandit.R | 16 |
1 files changed, 14 insertions, 2 deletions
@@ -1,6 +1,18 @@ +#fix bug in adjRatios +source("patch-adjRatios.R") +assignInNamespace("adjRatios",adjRatios,ns="TTR") library(TTR) -#fix bug in getYahooData -source("getYahooData.R") +rm(adjRatios) + +tickerlist <- list() +result <- c() +for(i in 479:500){ + ticker <- sp500[i,"ticker"] + test <- getYahooData(ticker,"20000101") + test2 <- getYahooData2(ticker,"20000101") + result <- c(result,test$Close[1]-test2$Close[1]) +} + sp500<- read.table("sp500 tickers 10-04.csv",sep="\t",header=T,quote="",colClasses="character",strip.white=T) colnames(sp500) <- c("name","ticker") #replace / by - |
