Last updated: 2021-05-22
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Knit directory: stat34800/analysis/
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| Rmd | 147eb45 | Matthew Stephens | 2021-05-22 | workflowr::wflow_publish(“stocks.Rmd”) |
Here I will download and save some stock price data. I got some help from https://www.codingfinance.com/post/2018-03-27-download-price/
library(tidyquant)Warning: package 'tidyquant' was built under R version 3.6.2Loading required package: lubridateWarning: package 'lubridate' was built under R version 3.6.2
Attaching package: 'lubridate'The following objects are masked from 'package:base':
date, intersect, setdiff, unionLoading required package: PerformanceAnalyticsLoading required package: xtsWarning: package 'xts' was built under R version 3.6.2Loading required package: zooWarning: package 'zoo' was built under R version 3.6.2
Attaching package: 'zoo'The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Attaching package: 'PerformanceAnalytics'The following object is masked from 'package:graphics':
legendLoading required package: quantmodWarning: package 'quantmod' was built under R version 3.6.2Loading required package: TTRWarning: package 'TTR' was built under R version 3.6.2Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo ══ Need to Learn tidyquant? ════════════════════════════════════════════════════
Business Science offers a 1-hour course - Learning Lab #9: Performance Analysis & Portfolio Optimization with tidyquant!
</> Learn more at: https://university.business-science.io/p/learning-labs-pro </>library(purrr)Warning: package 'purrr' was built under R version 3.6.2# K is Kellogs
# O is Realty Income Corp
# MMM is 3M
# NSRGY: Nestle
# LDSVF: Lindt
# JPM: JP Morgan Chase
# JNJ: johnson and Johnson
# TSLA: tesla
# V: visa
# PFE: Pfizer
#
tickers = c("AAPL", "NFLX", "AMZN", "MMM", "K", "O", "NSRGY", "LDSVF", "JPM", "JNJ", "TSLA", "V", "PFE")
getSymbols(tickers)'getSymbols' currently uses auto.assign=TRUE by default, but will
use auto.assign=FALSE in 0.5-0. You will still be able to use
'loadSymbols' to automatically load data. getOption("getSymbols.env")
and getOption("getSymbols.auto.assign") will still be checked for
alternate defaults.
This message is shown once per session and may be disabled by setting
options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols
pausing 1 second between requests for more than 5 symbols [1] "AAPL" "NFLX" "AMZN" "MMM" "K" "O" "NSRGY" "LDSVF" "JPM"
[10] "JNJ" "TSLA" "V" "PFE" prices <- map(tickers,function(x) Ad(get(x))) # gets the adjusted prices of each stock
prices <- reduce(prices,merge)
colnames(prices) <- tickers
head(prices) AAPL NFLX AMZN MMM K O NSRGY LDSVF
2007-01-03 2.573566 3.801429 38.70 52.71381 32.51891 13.37398 23.23697 NA
2007-01-04 2.630688 3.621429 38.90 52.50500 32.26753 13.47530 23.21061 NA
2007-01-05 2.611954 3.544286 38.37 52.14801 32.04837 13.07003 22.86792 NA
2007-01-08 2.624853 3.404286 37.50 52.26250 32.12571 13.03626 22.81520 NA
2007-01-09 2.842900 3.427143 37.78 52.32314 32.19663 13.17135 22.78884 NA
2007-01-10 2.978950 3.438571 37.15 52.43765 32.36421 13.22924 22.86792 NA
JPM JNJ TSLA V PFE
2007-01-03 33.34949 43.58500 NA NA 13.82006
2007-01-04 33.43275 44.12983 NA NA 13.86737
2007-01-05 33.15523 43.72942 NA NA 13.82532
2007-01-08 33.26624 43.65722 NA NA 13.75173
2007-01-09 33.12750 43.49312 NA NA 13.75698
2007-01-10 33.37030 43.42091 NA NA 13.77275Some companies (eg TLSA were not listed for the entire period avoilable. I’m going to narrow down the time window so no missing data
nomiss = function(x){all(!is.na(x))}
prices = prices[apply(prices,1,nomiss),]
write.csv(prices, file="../data/prices.csv",quote=FALSE,row.names=FALSE)
sessionInfo()R version 3.6.0 (2019-04-26)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS 10.16
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] purrr_0.3.4 tidyquant_1.0.3
[3] quantmod_0.4.18 TTR_0.24.2
[5] PerformanceAnalytics_2.0.4 xts_0.12.1
[7] zoo_1.8-8 lubridate_1.7.9.2
loaded via a namespace (and not attached):
[1] Rcpp_1.0.6 pillar_1.4.6 compiler_3.6.0 later_1.1.0.1
[5] git2r_0.27.1 workflowr_1.6.2 tools_3.6.0 digest_0.6.27
[9] gtable_0.3.0 jsonlite_1.7.2 evaluate_0.14 lifecycle_1.0.0
[13] tibble_3.0.4 lattice_0.20-41 pkgconfig_2.0.3 rlang_0.4.10
[17] cli_2.4.0 rstudioapi_0.13 curl_4.3 yaml_2.2.1
[21] xfun_0.16 dplyr_1.0.2 httr_1.4.2 stringr_1.4.0
[25] knitr_1.29 generics_0.0.2 fs_1.5.0 vctrs_0.3.8
[29] tidyselect_1.1.0 rprojroot_1.3-2 grid_3.6.0 glue_1.4.2
[33] R6_2.4.1 Quandl_2.10.0 rmarkdown_2.3 ggplot2_3.3.2
[37] magrittr_1.5 whisker_0.4 scales_1.1.1 backports_1.1.10
[41] promises_1.1.1 ellipsis_0.3.1 htmltools_0.5.0 colorspace_1.4-1
[45] httpuv_1.5.4 quadprog_1.5-8 stringi_1.4.6 munsell_0.5.0
[49] crayon_1.3.4