I was reproducing the code bellow and did not working properly. retu

Possible code Bug,about tidy-finance/website

voigtstefan commented on June 18, 2024

Hi Gustavo,
Thanks for your comment! Could you let ud know what did not work "properly" in your opinion? I do not see why the brackets should produce a different output than what we propose so far..
Thanks for your help,
Best,
Stefan

from website.

gustavomodelli commented on June 18, 2024

Dear Voigt, I would like to congratulations you for the excellent work in tidy finance. The formula: pt / pt-1 -1 when code in R: adjusted / lag(adjusted) -1 produces different effect than the proposed formula (adjusted / lag(adjusted) ) -1. The R was computing first subtraction and after de division. The brackets guide the operation first to the division and after the subtraction. Although, this was not uniform because I tested now, and the code were working properly without the brackets. Sincerely, Luis Gustavo Modelli de Andrade Médico Nefrologista HC UNESP http://lattes.cnpq.br/0137934364618584 Em qua., 27 de jul. de 2022 às 04:30, Stefan Voigt ***@***.***> escreveu:

…

Hi Gustavo, Thanks for your comment! Could you let ud know what did not work "properly" in your opinion? I do not see why the brackets should produce a different output than what we propose so far.. Thanks for your help, Best, Stefan — Reply to this email directly, view it on GitHub <#13 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AHYGCRH2P64WNOMAA2F6EB3VWDQSPANCNFSM54W5INYQ> . You are receiving this because you authored the thread.Message ID: ***@***.***>

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christophscheuch commented on June 18, 2024

The brackets do not make a difference. For future checks, you could use all.equal():

library(tidyverse)
library(tidyquant)

prices <- tq_get("AAPL",
                 get = "stock.prices",
                 from = "2000-01-01",
                 to = "2022-06-30"
)

returns <- prices |>
  arrange(date) |>
  mutate(ret = adjusted / lag(adjusted) - 1) |>
  select(symbol, date, ret)

returns2 <- prices |>
  arrange(date) |>
  mutate(ret = (adjusted / lag(adjusted)) - 1) |>
  select(symbol, date, ret)

all.equal(returns, returns2)

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gustavomodelli commented on June 18, 2024

Dear Scheuch, Thank you for the response. Luis Gustavo Modelli de Andrade Médico Nefrologista HC UNESP http://lattes.cnpq.br/0137934364618584 Em qua., 27 de jul. de 2022 às 13:50, Christoph Scheuch < ***@***.***> escreveu:

…

Closed #13 <#13> as completed. — Reply to this email directly, view it on GitHub <#13 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AHYGCRD6DVOBWJHUT5M6XF3VWFSG5ANCNFSM54W5INYQ> . You are receiving this because you authored the thread.Message ID: ***@***.***>

from website.

Possible code Bug about website HOT 4 CLOSED

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