Created
May 5, 2012 17:55
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R: Stock density plot with finance.yahoo.com as source
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##Requires a data frame with column "Name" (type as.character) and "Tags" | |
library(tseries) | |
library(ggplot2) | |
# get all the quotes for the stocks and put it in a dataframe | |
get.quotes.df <- function(stocks.df, start){ | |
stock.values <- NULL | |
#Download all the closing values for each stock | |
for(index in 1: length(stocks.df$Tags)){ | |
print(stocks.df[index,1]) | |
stock.prices <- get.hist.quote(stocks.df[index, 2], as.Date(start), quote=c("Close"), , , , retclass = c("zoo")) | |
if(class(stock.values) == "NULL"){ | |
stock.values <- stock.prices | |
}else{ | |
stock.values <- merge(stock.values, stock.prices) | |
} | |
} | |
#Add stockname as column name | |
column.names <- c() | |
for(index in 1:length(stocks.df$Name)){ | |
column.names <- c(column.names, stocks.df[index, 1]) | |
} | |
names(stock.values) <- column.names | |
return(stock.values) | |
} | |
#returns a dataframe of one stock and removes the NA values | |
get.stock.df <- function(stock){ | |
stock <- stock[which(!is.na(stock))] | |
x <- 1:length(stock) | |
df <- data.frame(x, stock) | |
return(df) | |
} | |
#create a density plot of the stock values | |
get.stock.density <- function(stock.df){ | |
plot <- qplot(stock.df$stock, data=stock.df, geom='density') | |
} |
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