I have a table with stocks in R where I want to calculate the 6 month return based on tq_get and tiingo API. I wanted to use lapply to fill my table but unfortunately some tickers are not available on tiingo or maybe are wrong which returns an error. With this error the assigned data has less rows then the existing data and lapply is not working. I tried to resolve with tryCatch but it's still not working. What is missing?
today <- Sys.Date()
yesterday <- as.Date(today) - days(1)
before <- as.Date(today) - months(6)
tiingo_api_key('<my API key')
calculate <- function (x) {
((tq_get(x, get = "tiingo", from = yesterday, to = yesterday)$adjusted)/(tq_get(x, get = "tiingo", from = before, to = before)$adjusted)-1)
}
top10[20] <- lapply(top10[1], calculate(x) tryCatch(calculate(x), error=function(e) NA))
You need to move the function inside tryCatch. tryCatch wraps your function and catches errors. This should work.
# Old version vvvvvv function call in wrong place
top10[20] <- lapply(top10[1], calculate(x) tryCatch(calculate(x), error=function(e) NA))
# Corrected version
top10[20] <- lapply(top10[1], function(x) tryCatch(calculate(x), error=function(e) NA))
EDIT: #rawr already suggested this in a comment, I just saw. I only added a brief explanation of the function.
With including is_supported_ticker() from package riingo a workaround is possible to avoid the error message.
calculate <- function (x) {
supported = sapply(x, is_supported_ticker, type = "tiingo")
result = rep(NA, length(x))
result[supported] =
(
tq_get(x[supported], get = "tiingo", from = yesterday, to = yesterday)$adjusted /
tq_get(x[supported], get = "tiingo", from = before, to = before)$adjusted
) - 1
return(result)
}
Related
I have a data set where I want to calculate the 6 month return of stocks with tq_get (see example below)
Dataset called top
ticker 6month
AKO.A
BIG
BGFV
Function
library(tidyverse)
library(dplyr)
library(tidyquant)
library(riingo)
calculate <- function (x) {
(tq_get(x, get = "tiingo", from = yesterday, to = yesterday)$adjusted/tq_get(x, get = "tiingo", from = before, to = before)$adjusted)-1
}
top[2] <- lapply(top[1], function(x) calculate(x))
Unfortunately for some of the tickers there is no value existing which results in error message when simply using lapply or mutate as the resulting vector is smaller (less rows) then the existing dataset. Resolving with try_catch did not worked.
I now wanted to apply a work around by checking with is_supported_ticker() provided by the package riingo if the ticker is available
calculate <- function (x) {
if (is_supported_ticker(x, type = "tiingo") == TRUE) {
(tq_get(x, get = "tiingo", from = yesterday, to = yesterday)$adjusted/tq_get(x, get = "tiingo", from = before, to = before)$adjusted)-1
}
else {
NA
}
}
top[2] <- lapply(top[1], function(x) calculate(x))
But now I receive the error message x ticker must be length 1, but is actually length 3.
I assume this is based on the fact that the whole first column of my dataset is used as input for is_supported_ticker() instead of row by row. How can I resolve this issue?
Glancing at the documentation, it looks like tq_get supports multiple symbols, only if_supported_ticker goes one at a time. So probably you should check all the tickers to see if they are supported, and then use tq_get once on all the supported ones. Something like this (untested, as I don't have any of these packages):
calculate <- function (x) {
supported = sapply(x, is_supported_ticker, type = "tiingo")
result = rep(NA, length(x))
result[supported] =
(
tq_get(x[supported], get = "tiingo", from = yesterday, to = yesterday)$adjusted /
tq_get(x[supported], get = "tiingo", from = before, to = before)$adjusted
) - 1
return(result)
}
It worries me that before and yesterday aren't function arguments - they're just assumed to be there in the global environment. I'd suggest passing them in as arguments to calculate(), like this:
calculate <- function (x, before, yesterday) {
supported = sapply(x, is_supported_ticker, type = "tiingo")
result = rep(NA, length(x))
result[supported] =
(
tq_get(x[supported], get = "tiingo", from = yesterday, to = yesterday)$adjusted /
tq_get(x[supported], get = "tiingo", from = before, to = before)$adjusted
) - 1
return(result)
}
# then calling it
calculate(top$ticker, before = <...>, yesterday = <...>)
This way you can pass values in for before and yesterday on the fly. If they are objects in your global environment, you can simply use calculate(top$ticker, before, yesterday), but it gives you freedom to vary those arguments without redefining those names in your global environment.
I want to process a own designed function on every cell using the calc function of the "raster" package.
Everything works perfectly when I try to print the "final" result of the function (value I want to return), but when I try to use return statement, I got an error :
Error in .local(x, values, ...) :
values must be numeric, integer or logical.
Here is the code leading to that error
inR <- 'D://test/TS_combined_clipped.tif'
outR <- 'D://test/R_test3.tif'
rasterB <- brick(inR)
fun1 <-function(x){
years = seq(1, 345)
na_idx = which(is.na(x))
years = years[-na_idx]
x <- na.omit(x)
idx = detectChangePoint(x, cpmType='Student', ARL0=500)$changePoint
return(years[idx]) # this raises error
# print(years[idx]) # This does *not* raises any error
}
r <- calc(rasterB, fun=fun1, filename=outR, overwrite=TRUE)
How is it possible to have a return statement to make it fails ?
Some of my tests leads to the fact that it seems that the process fails just after the execution of the calc function on the very last cell of the rasterBrick.
But I have no clue of where to start to try to fix this.
Input image is available here
[EDIT]
I just noticed that if I use return(idx) instead of return(year[idx]) the process works without error raised.
So it seems that the problem is more at fetching the value of the year variable.
Is therefore any particular thing that I missed in the use of indexes with R ?
Comment of user2554330 put me on the good track, issue was that calc cannot handle a "numeric(0)" result.
Updated code is then
inR <- 'D://test/TS_combined_clipped.tif'
outR <- 'D://test/R_test3.tif'
rasterB <- brick(inR)
fun1 <-function(x){
years = seq(1, 345)
na_idx = which(is.na(x))
years = years[-na_idx]
x <- na.omit(x)
idx = detectChangePoint(x, cpmType='Student', ARL0=500)$changePoint
if (idx==0){
return(0)
} else {
return(as.integer(years[idx]))
}
}
r <- calc(rasterB, fun=fun1, filename=outR, overwrite=TRUE)
I'm sorry this example won't be reproducible by those who aren't Bloomberg users.
For the others, I'm using Rblpapi and its subscribe function. I would like to create something like a data frame, a matrix or an array and fill it with values that are streamed by the subscription.
Assuming your BBComm component is up and running, my example says:
require(Rblpapi)
con <- blpConnect()
securities <- c('SX5E 07/20/18 C3400 Index',
'SX5E 07/20/18 C3450 Index',
'SX5E 07/20/18 C3500 Index')
I would like to fill a 3 x 2 matrix with these fields:
fields <- c('BID', 'ASK')
I guess I can create a matrix like this with almost no performance overhead:
mat <- matrix(data = NA,
nrow = 3,
ncol = 2)
Now I use subscribe and its argument fun for filling purposes, so something like this (albeit ugly to see and likely inefficient):
i <- 1
subscribe(securities = securities,
fields = fields,
fun = function(x){
if (i > length(securities))
i <<- 1
tryCatch(
expr = {
mat[i, 1] <<- x$data$BID
mat[i, 2] <<- x$data$ASK
i <<- i + 1
},
error = function(e){
message(e)
},
finally = {}
)
})
Result:
Error in subscribe_Impl(con, securities, fields, fun, options, identity) :
Evaluation error: number of items to replace is not a multiple of replacement length.
Of course, this doesn't work because I don't really know how to use indexing on streamed data. $ operator seems fine to retrieve data points by name - like I did with BID and ASK - but I cannot find a way to figure out which values are referring to, say, securities[1] or to securities[2]. It seems that I get a stream of numeric values that are indistinguishable one from each other because I cannot retrieve the ownership of the value among the securities.
Using an index on x$data$BID[1] throws the same error.
Ok your code looks fine, the only thing that does not work is x$data$BID, change to x$data["BID"] and then you can store it, Im working with your code and this is my result.
fields=c("TIME","LAST_PRICE", "BID", "ASK")
blpConnect()
blpConnect()
i <- 1
subscribe(securities = securities,
fields = fields,"interval=60",
fun = function(x){
if (i > length(securities))
i <<- 1
tryCatch(
expr = {
tim <- x$data["TIME"]
last <<- x$data["LAST_PRICE"]
ask <<- x$data["ASK"]
bid <<- x$data["BID"]
i <<- i + 1
},
error = function(e){
message(e)
},
finally = {}
)
print(cbind(tim$TIME,last$LAST_PRICE,ask$ASK, bid$BID))
})
result
A good way to take a look at the result object from the subscribe function is:
subscribe(securities=c("AAPL US Equity"),
fields=c("LAST_PRICE"),
fun=function(x) print(str(x)))
From there you can work your way into the data:
subscribe(securities=c("AAPL US Equity", "INTC US Equity"),
fields=c("LAST_PRICE","BID","ASK"),
fun=function(x) {
if (!is.null(x$data$MKTDATA_EVENT_TYPE) && x$data$MKTDATA_EVENT_TYPE == "TRADE" && exists("LAST_PRICE", where = x$data)) {
print(data.frame(Ticker = x$topic, DateTime = x$data$TRADE_UPDATE_STAMP_RT, Trade = x$data$LAST_PRICE))
}
})
I only printed the data.frame here. The data can be processed or stored directly using the FUN argument of subscribe.
I want to execute a function which uses an internet connection to grep some online data. Because the connection is not very stable, it needs several attempts to run the function successfully.
Therfore I want to repeat or loop the function until it worked and also save the results.
tryCatch seems to be a suitable function but so far I did not find a way to solve the problem.
This is the function:
annotations(snp = 'rs1049434', output = 'snpedia')
and sometimes this error occur:
Error in annotations(snp = "rs1049434", output = "snpedia") :
server error: (502) Bad Gateway
The basic code schematically:
while( tmp == F){
ifelse(result <- function worked, tmp <- T, tmp <- F)}
And I need the output result which is a data.frame.
ANSWER (see the link in the comment from nicola):
bo=0
while(bo!=10){
x = try(annotations(snp = 'rs1049434', output = 'snpedia'),silent=TRUE)
if (class(x)=="try-error") {
cat("ERROR1: ", x, "\n")
Sys.sleep(1)
print("reconntecting...")
bo <- bo+1
print(bo)
} else
break
}
I was trying to write a function to parse and merge some data. But R throws an unexpected symbol error exception. I have tried different ways to solve this issue, still doesn't work. Please help.
see code
$aggall = function(df,grp){numcols = sapply(df,class) %in%
c('integer', 'numeric') result = aggregate(df[,numcols],df[grp],mean)
counts = as.data.frame(table(df[grp])) names(counts)[1] =
grp merge(counts, result, sort=FALSE)}
Error: unexpected symbol in "aggall = function(go,grp){numcols = sapply(go,class) %in% c('integer','numeric') results"
you have your whole function in one physical line.
Therefore, when R tries to parse it, it has no way of knowing when one line ends and the next one begins.
To fix this, either use separate lines or add a semicolon between them.
Alternatively, you can have the formatR package do it for you!
(pretty awesome package):
install.packages("formatR")
library(formatR)
tidy.source("mySource.R", reindent.space=5)
aggall = function(df, grp) {
numcols = sapply(df, class) %in% c("integer", "numeric")
result = aggregate(df[, numcols], df[grp], mean)
counts = as.data.frame(table(df[grp]))
names(counts)[1] = grp
merge(counts, result, sort = FALSE)
}