R/adjustBAM.R

In qmao: Quantmod Add-on

# adjust prices
# 
# Adjust the prices to be consistent with Adjusted column
# 
# Adjusts prices in Bid, Ask, Open, High, Low, Close, to be consistent with
# Adjusted column.  The adjusted column is assumed to have been calculated
# using simple addition/subtraction of cash flows. This is not for use on
# yahoo data. Use adjustOHLC for that.
# 
# @param x Either an xts OHLC or BAM object
# @return an object of the same class with prices adjusted to be consistent
# with Adjusted column
# @author Garrett See
# @seealso adjustOHLC
# @examples
# 
# \dontrun{
# ##Do not acutally use on yahoo data
# getSymbols('SPY')
# adjustBAM(SPY)
# }
adjustBAM <-
function(x) { 
	symbol.name <- deparse(substitute(x))
	if (!has.Ad(x))
		stop("no Adjusted column in 'x'")
	if (!is.BBO(x)) { #it's probably OHLC data
		if (is.OHLC(x)) {
			adjustment <- Ad(x)-Cl(x)
			Adjusted <- Cl(x) + adjustment
			structure(cbind((adjustment + Op(x)), (adjustment + Hi(x)), adjustment + Lo(x), Adjusted,
				if (has.Vo(x))
					Vo(x)
				else NULL,
				if (has.Ad(x))
					Ad(x)
				else NULL), .Dimnames = list(NULL, colnames(x)))	
		} else stop('Unrecognized column names. Missing Bid,Ask,High,Low,or Close')
	} else { #Not OHLC data; most likely BBO
		ifelse(has.Mid(x),adjustment <- Ad(x)-Mi(x), adjustment <- Ad(x)-getPrice(x))
		ifelse(has.Mid(x),Adjusted <- Mi(x) + adjustment,Adjusted <- getPrice(x)+adjustment)
		structure(cbind((adjustment  + Bi(x)), (adjustment + As(x)), Adjusted, 
				if (has.Chg(x))
					Ch(x)
				else NULL, 
				if (has.Ad(x))
					Ad(x)
				else NULL,
				if (has.Vo(x))
					Vo(x)
				else NULL), .Dimnames = list(NULL, colnames(x)))
	}
}