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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-17 02:57:31 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-17 02:57:31 -0400 |
| commit | 08a6c748f17c8baf2c83d391341c731cb9eeef4f (patch) | |
| tree | b152cb6bc5aacd702e54abf1d0d4b396072c2fec /bloomberg-data.R | |
| parent | e8a5cfea058c145e751fcee27daace0c991d1606 (diff) | |
| download | bandit-08a6c748f17c8baf2c83d391341c731cb9eeef4f.tar.gz | |
Finally finish to debug getBloombergData
Diffstat (limited to 'bloomberg-data.R')
| -rw-r--r-- | bloomberg-data.R | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/bloomberg-data.R b/bloomberg-data.R index bf7afad..229254d 100644 --- a/bloomberg-data.R +++ b/bloomberg-data.R @@ -10,9 +10,15 @@ for(i in 1:length(sp500.tickers)){ start.date <- as.Date("2000-01-01") list.sp500 <- list() -for(i in 1:10){ +for(i in 1:500){ ticker <- sp500.tickers[i] - list.sp500[[ticker]] <- getBloombergData(conn,ticker,start.date) + #list.sp500.new[[ticker]] <- getBloombergData(conn,ticker,start.date) + list.sp500[[ticker]] <- bdh(conn,paste(ticker,"Equity"),c("PX_OPEN","PX_HIGH","PX_LOW","PX_LAST","VOLUME"),start.date,dates.as.row.names=F) + cat(paste("ticker", i, ": ",ticker),"\n") +} +test <- c() +for(i in 1:158){ + test <- c(test,sum(abs(as.numeric(list.sp500.new[[i]][1,1:5])-as.numeric(list.sp500[[sp500.tickers[i]]][1,2:6])))) } add <- read.table("sp500 add.csv",sep=",",fill=T,header=T,colClasses="character",quote="") |