From e2aa86813d9ac2cfeb1abe1ad3f699507bae5acb Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 12 Oct 2011 14:16:56 -0400 Subject: Better fix for the "WAT" bug --- bandit.R | 16 ++++++++++++++-- 1 file changed, 14 insertions(+), 2 deletions(-) (limited to 'bandit.R') diff --git a/bandit.R b/bandit.R index 3482daa..ea77c98 100644 --- a/bandit.R +++ b/bandit.R @@ -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 - -- cgit v1.2.3-70-g09d2