addLogReturns: addLogReturns

In wagnertimo/smarketcrawlR: Crawling stock market at the platform ariva.de

Description

This method computes the log-difference returns in NOTE: First observation cannot have a return value. For computational reasons it has value 0.

Usage

addLogReturns(df, value)

Arguments

df	- a data.frame with financial data @seealso getDailyOHLC
value	- a single character value (e.g. "Close") or a character vector (e.g. c("Close", "Volume")) to define the value(s) on which to compute the return

Value

a data.frame with additional columns of the log returns in percent of the specified value(s)

Examples

# Get the financial data
prices <- getDailyOHLC("09.2014-11.2014", "DE0007037145")
# Calculate the log returns in percent
log.returns <- addLogReturns(prices, c("Close", "Volume"))

wagnertimo/smarketcrawlR documentation built on May 14, 2019, 9:24 p.m.