OHLC.Transformations {quantmod} | R Documentation |
Extract (transformed) data from a suitable OHLC object.
Column names must contain the
complete description - either “Open”, “High”,
“Low”, “Close”,
“Volume”, or “Adjusted” - though may
also contain additional characters. This is the default for objects
returned from most getSymbols
calls.
In the case of functions consisting of combined
Op, Hi, Lo, Cl (e.g. ClCl(x)
) the one period
transformation will be applied.
For example, to return the Open to Close of a
object it is
possible to call OpCl(x)
. If multiple periods
are desired a call to the function Delt
is
necessary.
seriesLo
and seriesHi
will return the
low and high, respectively, of a given series.
HLC
extracts the High, Low, and Close columns.
OHLC
extracts the Open, High, Low, and Close columns.
These functions are merely to speed the model specification process. All columns may also be extracted through standard R methods.
Assignment will not work at present.
Op(x) Hi(x) Lo(x) Cl(x) Vo(x) Ad(x) seriesHi(x) seriesLo(x) OpCl(x) ClCl(x) HiCl(x) LoCl(x) LoHi(x) OpHi(x) OpLo(x) OpOp(x) HLC(x) OHLC(x)
x |
A data object with columns containing data to be extracted. |
Internally, the code uses grep to locate the appropriate columns. Therefore it is necessary to use inputs with column names matching the requirements in the description section, though the exact naming convention is not as important.
Returns an object of the same class as the original
series, with the appropriately column names
if applicable and/or possible. The only exceptions are for quantmod.OHLC
objects which will be returned as zoo
objects, and calls to
seriesLo
and seriesHi
which may return a numeric
value instead of the original object type.
Jeffrey A. Ryan
## Not run: getSymbols('IBM',src='yahoo') Ad(IBM) Cl(IBM) ClCl(IBM) seriesHi(IBM) seriesHi(Lo(IBM)) removeSymbols('IBM') ## End(Not run)