如何通过 TTR 指标函数使用 XTS period.apply()？

发布于 2024-10-28 08:06:53 字数 395 浏览 2 评论 0原文

我似乎无法直接将 TTR 指示器函数与 XTS 中的 period.apply() 一起使用。请帮我弄清楚我做错了什么。

> require(TTR)
> require(quantmod)
> require(xts)
> data(sample_matrix)

> period.apply(sample_matrix, endpoints(sample_matrix,"weeks"), RSI)

Error in EMA(c(NA, 0.190714286249097, 0.190459011271606, 0, 0, 0, NA,  : 
  Invalid 'n'

我还尝试先 as.xts(sample_matrix) 但没有帮助。

原文

I can't seem to use TTR indicator functions direclty with period.apply() from XTS. Please help me figure out what I'm doing wrong.

> require(TTR)
> require(quantmod)
> require(xts)
> data(sample_matrix)

> period.apply(sample_matrix, endpoints(sample_matrix,"weeks"), RSI)

Error in EMA(c(NA, 0.190714286249097, 0.190459011271606, 0, 0, 0, NA,  : 
  Invalid 'n'

I also tried to as.xts(sample_matrix) first but it doesn't help.

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回忆追雨的时光 2024-11-04 08:06:53

根据对您问题的评论，我认为您想要这样的东西：

> RSI(Cl(to.period(sample_matrix, "weeks", 2)),4)
               [,1]
2007-01-07       NA
2007-01-21       NA
2007-02-04       NA
2007-02-18       NA
2007-03-04 58.42659
2007-03-18 40.25955
2007-04-01 27.12793
2007-04-15 50.26745
2007-04-29 38.97652
2007-05-13 22.03943
2007-05-27 28.75952
2007-06-10 22.21261
2007-06-24 21.58207
2007-06-30 41.69338

Based on the comments to your question, I think you want something like this:

> RSI(Cl(to.period(sample_matrix, "weeks", 2)),4)
               [,1]
2007-01-07       NA
2007-01-21       NA
2007-02-04       NA
2007-02-18       NA
2007-03-04 58.42659
2007-03-18 40.25955
2007-04-01 27.12793
2007-04-15 50.26745
2007-04-29 38.97652
2007-05-13 22.03943
2007-05-27 28.75952
2007-06-10 22.21261
2007-06-24 21.58207
2007-06-30 41.69338

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