kimiyuki

kimiyuki

kimiyuki

kimiyuki

d3 = function() {
  var d3 = {
    version: "3.2.7"
  };
  if (!Date.now) Date.now = function() {
    return +new Date();
  };
  var d3_document = document, d3_documentElement = d3_document.documentElement, d3_window = window;
  try {
    d3_document.createElement("div").style.setProperty("opacity", 0, "");

kimiyuki

library(httr)
library(XML)

myapp <- oauth_app("google","CLIENT_ID","CLIENT_SECRETS")
google_token <- oauth2.0_token(oauth_endpoints("google"),
                               myapp,
                               scope = c(
                                   "https://spreadsheets.google.com/feeds"))
##upload file
###get the spreadsheet info

kimiyuki

##1552の日中GAPとovernightGAPの調査
library(RFinanceYJ)
vxx <- quoteStockXtsData("1552", from="2010-12-20")
vxx.back <- vxx
vxx <- vxx.back
vxx$openGap <- (vxx[,1]-Lag(vxx[,4]))/Lag(vxx[,4])
vxx <- merge(vxx, (Next(vxx[,1]) - vxx[,4])/Next(vxx[,1])) ### 代入だとうまくいかない。ops.zooというので
names(vxx)[8] <- "overNightGap"
vxx$dayGap <- (vxx[,4]-vxx[,1])/vxx[,1]
vxx <- na.omit(vxx)

kimiyuki

## this code is almost same as
## http://timelyportfolio.blogspot.jp/2012/08/horizon-on-ggplot2.html
## just I changed the tickers and the indicator(MACD)

require(quantmod)
require(reshape2)
require(PerformanceAnalytics)
require(xtsExtra)
require(RColorBrewer)

kimiyuki

## vxxとvxzのロングショートの最適比率(シャープレシオ基準)を探す
library(quantmod)
library(PerformanceAnalytics)
getSymbols("VXZ")
getSymbols("VXX")
out <- na.omit(ROC(cbind(VXZ[,6], VXX[,6])))

adj <- function(out, n1=1, n2=1){
  out$total <- n1*out[,1] - n2*out[,2]
  ret <- apply(out$total, 2, sum)

kimiyuki

### 財務省の海外投資家の流出入の変遷

library(ggplot2)
library(reshape2)

url <- "http://www.mof.go.jp/international_policy/reference/itn_transactions_in_securities/week.csv"
dt <- read.csv(url, skip=16, header=F,fileEncoding="Shift-Jis",encoding="UTF-8")
dt <- dt[, c(1,2,3,5,6,9,10,13,14,16,17,20,21)]
dt$V1 <- as.Date(sapply(strsplit(dt$V1,"[．〜]"),function(x)paste(x[1:3],collapse="-")), "%Y-%m-%d")
for(i in 2:13)dt[,i] <- as.numeric(gsub(",","",dt[,i]))

kimiyuki

# -*- coding: utf-8 -*-
require "nkf"

fs = File.open("/home/shirai/tmp/a.csv").readlines()  
fs =  fs.map{|e| e.split(",")[1].gsub("//","/").chomp}
ga = <<"EOS"
  <script type="text/javascript">

  var _gaq = _gaq || [];
  _gaq.push(['_setAccount', 'UA-XXXXX-xx']);