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-rw-r--r--bandit.R9
1 files changed, 2 insertions, 7 deletions
diff --git a/bandit.R b/bandit.R
index 1a8dd1b..8e2fe70 100644
--- a/bandit.R
+++ b/bandit.R
@@ -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