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@alexpghayes
Created May 4, 2020 23:03
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library(riingo)
library(tidyverse)
riingo_browse_signup()
# tweeted at 2020-05-01 15:11:26 UTC
# https://twitter.com/elonmusk/status/1256239815256797184
tweet <- rtweet::lookup_statuses("1256239815256797184")
tweet$created_at
getSymbols("TSLA")
data <- riingo_iex_prices(c("TSLA", "SPY"), resample_frequency = "1min")
write_rds(data, "~/../Desktop/TLSA-data.rds")
tidy <- data %>%
pivot_wider(
id_cols = date,
names_from = ticker,
values_from = close
) %>%
dplyr::select(date, TSLA, SPY)
min(tidy$date)
max(tidy$date)
library(zoo)
zood <- read.zoo(tidy)
head(zood)
pre_tweet <- as.POSIXct(
c("2020-05-01 13:35:00", "2020-05-01 15:11:00"),
tz = "UTC"
)
post_tweet <- as.POSIXct(
c("2020-05-01 15:12:00", "2020-05-01 17:49:00"),
tz = "UTC"
)
ci <- CausalImpact(zood, pre_tweet, post_tweet)
plot(ci)
tidy
spread(ticker, close)
is_supported_ticker("SPY")
tsla %>%
arrange(desc(date))
library(CausalImpact)
?CausalImpact
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