Lab 1 - R-Programming Basics

1. Install R Program from https://www.r-project.org/

2. Install "quantmod" package.

   
   Install "quantmod" package

Install "quantmod" package

3. Load "quantmod" package.

Load "quantmod" package Load "quantmod" package

4. quantmod basic

• data type

  
  常见数据类型

• ETL functions

  
  ETL类函数

• getSymbols to get stock information

    loadSymbols('GE', src='yahoo', from="2007-01-01", to="2017-12-30")
  

  Get the GE data from 2007-01-01 to 2017-12-30 through yahoo

    GE["2017-01-01/2017-01-25"]
               GE.Open  GE.High   GE.Low GE.Close GE.Volume GE.Adjusted
    2017-01-03 30.45192 30.61538 30.19231 30.47115  33435400    28.06163
    2017-01-04 30.52885 30.60577 30.40385 30.48077  22300600    28.07048
    2017-01-05 30.35577 30.52885 30.10577 30.30769  26891000    27.91109
    2017-01-06 30.36538 30.54808 30.15385 30.39423  23005600    27.99079
    2017-01-09 30.42308 30.44231 30.22115 30.25000  22113000    27.85797
    2017-01-10 30.25000 30.40385 30.16346 30.16346  28290600    27.77827
    2017-01-11 30.03846 30.30769 30.03846 30.25962  29520500    27.86682
    2017-01-12 30.24038 30.25962 29.93269 30.18269  31112700    27.79598
    2017-01-13 30.15385 30.24038 30.04808 30.15385  25296700    27.76942
    2017-01-17 29.97115 30.24038 29.96154 30.06731  29980300    27.68971
    2017-01-18 30.00962 30.13462 29.93269 30.02885  25689400    27.65430
    2017-01-19 30.04808 30.13462 29.85577 30.00962  39205800    27.63659
    2017-01-20 29.57692 29.71154 29.13462 29.35577  86894800    27.03444
    2017-01-23 29.32692 29.33654 28.44231 28.60577  61457100    26.34375
    2017-01-24 28.71154 28.90385 28.67308 28.84615  35033900    26.56513
    2017-01-25 29.25000 29.29808 29.05769 29.20192  39656900    26.89277
  

  Check the GE.Adjusted column data

    geAdj = GE$GE.Adjusted["2017-01-01/2017-01-25"] 
    geAdj
                      GE.Adjusted
        2017-01-03    28.06163
        2017-01-04    28.07048
        2017-01-05    27.91109
        2017-01-06    27.99079
        2017-01-09    27.85797
        2017-01-10    27.77827
        2017-01-11    27.86682
        2017-01-12    27.79598
        2017-01-13    27.76942
        2017-01-17    27.68971
        2017-01-18    27.65430
        2017-01-19    27.63659
        2017-01-20    27.03444
        2017-01-23    26.34375
        2017-01-24    26.56513
        2017-01-25    26.89277
  

  max， min, mean

    max(geAdj); min(geAdj); mean(geAdj)
    [1] 28.07048
    [1] 26.34375
    [1] 27.55745
  

  visualization

  chartSeries(GE)
  

chartSeries(GE)

 chartSeries(GE, subset='2017-01::2017-10')

chartSeries(GE, subset='2017-01::2017-10')

• Save

  saveRDS(GE,file="GE.rds")