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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-14 20:01:02 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-14 20:01:02 -0400 |
| commit | e8a5cfea058c145e751fcee27daace0c991d1606 (patch) | |
| tree | 8ecd611073ee1e355f24833b014b95e11482120e /bloomberg-data.R | |
| parent | 2c2b03d3ade43107a0776468bcf97468a7b81d58 (diff) | |
| download | bandit-e8a5cfea058c145e751fcee27daace0c991d1606.tar.gz | |
More bug fixes
should be almost there!
Diffstat (limited to 'bloomberg-data.R')
| -rw-r--r-- | bloomberg-data.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/bloomberg-data.R b/bloomberg-data.R index 8118d6c..bf7afad 100644 --- a/bloomberg-data.R +++ b/bloomberg-data.R @@ -1,5 +1,5 @@ require(RBloomberg) -source(getBloombergData.R) +source("getBloombergData.R") conn <- blpConnect(jvm.params = "-Xmx1024m") sp500.tickers <- as.character(bds(conn,"SPX Index","INDX_MEMBERS")[,1]) #remove exchange information @@ -8,13 +8,13 @@ for(i in 1:length(sp500.tickers)){ sp500.tickers[i] <- strsplit(ticker," ")[[1]][1] } +start.date <- as.Date("2000-01-01") list.sp500 <- list() for(i in 1:10){ ticker <- sp500.tickers[i] list.sp500[[ticker]] <- getBloombergData(conn,ticker,start.date) } - add <- read.table("sp500 add.csv",sep=",",fill=T,header=T,colClasses="character",quote="") add$date <- as.Date(add$date,format="%m/%d/%Y") |