On 2020-07-31 10:07 -0500, Joshua Ulrich wrote: | On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote: | | Às 15:44 de 31/07/2020, Michael Dewey escreveu: | | | Dear Pedro | | | | | | Some comments in-line | | | | | | On 30/07/2020 21:16, Pedro páramo wrote: | | | | Hi all, | | | | | | | | I attach my code, the think is I | | | | want to make a bar plot the last | | | | variable called "bwchist" so the | | | | X axis are "Accion" and the y | | | | axis are "reval" values. | | | | | | | | I have prove class(bwchist) and | | | | says dataframe but its still a | | | | list because it says me I have | | | | prove to unlist, but it doesnt | | | | work | | | | | | | | hist(bwchist) | | | | Error in hist.default(bwchist) : 'x' must be numeric | | | | | | So bwchist is not a numeric | | | variable as hist needs. Aboce you | | | said it is a data frame but data | | | frames are not numeric. | | | | | | For future reference your example | | | is way too long for anyone to go | | | through and try to help you. Try | | | next time to reduce it to the | | | absolute minimum by removing | | | sections while you still get the | | | error. It is also easier to get | | | help if you can remove unnecessary | | | packages. | | | | | | It is also unreadable because you | | | are posting in HTML and that makes | | | the post unreadable as this is a | | | plain text list. | | | | Hello, | | | | I second Michael's opinion. When the | | post's code is very long, there is a | | tendency to have less answers. | | | | Please post the output of | | | | dput(head(bwchist, 30)) | | | | It's much shorter code and it | | recreates the data so we will be | | able to see what's wrong and try to | | find a solution. | | Hi Pedro, | | Another 'best practice' and polite | thing to do is link to other places | you may have cross-posted. That will | give people the opportunity to see if | your questions has been answered in | another forum. | | I saw your post on R-SIG-Finance | (https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html), | and started to work on a solution. | | I don't know how to do this in | tidyquant, but here's how you can do | it with quantmod: | | # all tickers | tk <- c("ANA.MC", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "BBVA.MC", "SAB.MC", | "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC", "ENC.MC", "ELE.MC", | "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC", "COL.MC", "IAG.MC", "MAP.MC", | "MEL.MC", "MRL.MC", "NTGY.MC", "REE.MC", "REP.MC", "SGRE.MC", "TEF.MC", | "VIS.MC", "ACX.MC", "BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC") | | # download them into an environment ('e') | require(quantmod) | getSymbols(tk, from = "2019-12-31", env = (e <- new.env())) | | # extract adjusted close column | adj <- lapply(e, Ad) | # calculate daily returns from adjusted data, | # merge into a xts matrix, and fill NA with 0 | ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0)) | # cumulative returns | cumret <- cumprod(1 + ret) - 1 | # set names | colnames(cumret) <- names(adj) | last(cumret) | # calculate histogram for period-to-date returns | hist(drop(last(cumret))) | | I'm not sure that's the histogram | you're looking for, but I hope it | gives you a start toward a solution. | | Best, | Josh
Wow Josh! That's very elegant.
Myself now, I just plowed through the
original code to make it simpler, but am
at a loss as to how this histogram looks
...
x <- c("ANA.MC", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "BBVA.MC",
"SAB.MC", "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC",
"ENC.MC", "ELE.MC", "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC",
"COL.MC", "IAG.MC", "MAP.MC", "MEL.MC", "MRL.MC", "NTGY.MC",
"REE.MC", "REP.MC", "SGRE.MC", "TEF.MC", "VIS.MC", "ACX.MC",
"BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC")
stock.prices <-
lapply(x, function(stock) {
tidyquant::tq_get(x=stock,from = '2019-12-31',get = "stock.prices")
})
names(stock.prices) <- x
library(tidyquant)
returns <- lapply(stock.prices, function(data) {
tab <-
tq_transmute(
data = data,
select = adjusted, # this specifies which column to
select
mutate_fun = periodReturn, # This specifies what to do with
that column
period = "daily", # This argument calculates Daily
returns
col_rename = "idr_returns") # renames the column
tab[,"cr"] <- cumprod(1 + tab[,"idr_returns"])
tab[,"cumulative_returns"] <- tab[,"cr"] - 1
dplyr::pull(
tab[nrow(tab[,"cumulative_returns"]),
"cumulative_returns"]
)
})
bestworst <- simplify2array(returns)
namebw <-
c("Acciona", "ACS", "Aena", "Amadeus",
"ArcelorMittal", "BBVA", "Sabadell",
"Santander", "Bankinter",
"CaixaBank", "Cellnex", "Enagas",
"ENCE", "Endesa", "Ferrovial",
"Grifols", "Iberdrola", "Inditex",
"Colonial", "IAG", "Mapfre",
"Melia", "Merlin", "Naturgy", "REE",
"Repsol", "SGamesa", "Telefonica",
"Viscofan", "Acerinox", "Bankia",
"CIE", "MasMovil", "Almirall",
"Indra")
bwc <- data.frame(
symbol=names(bestworst),
Accion=namebw,
reval=bestworst)
| | | | bwc<-cbind(bwfinal2,bwfinal)
| | | | colnames(bwc)=c("Accion","reval")
| | | | bwc <- as.data.frame(bwc)
... aaaand you know something's
happening between here (where bwchist is
created), but you don't know what it is,
do you, Mr páramo?
| | | | colnames(bwchist)=c("Accion","reval")
| | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])
Best,
Rasmus
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