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R simple task: divide specified columns by 1000 in given rows

I have an OHLC array with stock quotes that I want to process.

Open High Low Close Volume 2003-01-05 6111.01 6145.00 6102.70 6145.00 956 2003-01-08 6145.00 6190.00 5960.00 6135.05 8771 2003-01-09 6120.01 6250.00 6120.00 6225.00 10579 2003-01-10 6240.00 6285.00 6225.10 6261.00 8882 2003-01-13 6231.00 6325.00 6231.00 6270.00 8015 2003-01-14 6279.00 6295.00 6180.01 6190.00 8461

The company made a schedule @ for that date, so I need to divide all open, high, low, closed columns before this date by 1000. As I study the basics of R, now I want to find a good R solution for this task. The best part of the code that I managed to process is (I can’t find out how to access the cols data, $ Open shares do not work):

 apply(stock, 2, function(stock) stock/((index(stock)<"2007-07-20")*1000) )

However, the results are strange, many of them inf:

 2006-10-26 Inf Inf Inf Inf Inf 2006-10-27 Inf Inf Inf Inf Inf 2006-10-30 Inf Inf Inf Inf Inf 2006-10-31 Inf Inf Inf Inf Inf 2006-11-01 Inf Inf Inf Inf Inf 2006-11-02 Inf Inf Inf Inf Inf 2006-11-03 Inf Inf Inf Inf Inf 2006-11-07 Inf Inf Inf Inf Inf

Thank you very much in advance!

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3 answers

I am not familiar with OHLC array s, but I believe the index method works:

 relevantRows<-index(stock) < "2007-07-20"

Once you have a vector containing all the relevant lines (actually a logical vector that contains TRUE for the lines that need to be changed), you can probably use this just like this:

 stock$Open[relevantRows]<-stock$Open[relevantRows]/1000

It is possible (depending on the internal elements of the OHLC array s) that even this works:

 stock[relevantRows, c("Open", "High", "Low", "Close")]<-stock[relevantRows, c("Open", "High", "Low", "Close")]/1000
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If the date was not until 20/7/2007, then (index(stock)<"2007-07-20") is FALSE , and therefore (index(stock)<"2007-07-20")*1000 is displayed as zero . Your Inf values ​​are the result of dividing by zero.

You can try the following:

 stock[index(stock) < "2007-07-20", -5] <- stock[index(stock) < "2007-07-20", -5] / 1000
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You can use the adjRatios function in the TTR package to do this. It looks like you already have an xts object, so I'm using:

 library(quantmod) x <- structure(c(6111.01, 6145, 6120.01, 6240, 6231, 6279, 6145, 6190, 6250, 6285, 6325, 6295, 6102.7, 5960, 6120, 6225.1, 6231, 6180.01, 6145, 6135.05, 6225, 6261, 6270, 6190, 956, 8771, 10579, 8882, 8015, 8461), .Dim = c(6L, 5L), .Dimnames = list(NULL, c("Open", "High", "Low", "Close", "Volume")), index = structure(c(1041746400, 1042005600, 1042092000, 1042178400, 1042437600, 1042524000), tzone = "", tclass = "Date"), class = c("xts", "zoo"), .indexCLASS = "Date", .indexTZ = "") s <- xts(1/1000,as.Date("2003-01-10")) r <- adjRatios(s,,Cl(x)) OHLC(x) * drop(r[,"Split"]) * drop(r[,"Div"])

If you use data from Yahoo Finance, then you can use the adjustOHLC function in quantmod to automatically extract split and dividend data from Yahoo and adjust the series. See ?adjustOHLC more details.

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