joshuaulrich / quantmod

Quantitative Financial Modelling Framework
http://www.quantmod.com/
GNU General Public License v3.0
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Fixes the names in `getSybols.tiingo` so Open is not swapped with Close #234

Closed SteveBronder closed 6 years ago

SteveBronder commented 6 years ago

Description

Open and Close need to be swapped for adjusted column names in getSymbols.tiingo for t 6c6ddbe

See here

https://github.com/joshuaulrich/quantmod/blob/master/R/getSymbols.R#L1409

Minimal, reproducible example

riingo <- riingo_prices(c("IBM"), start_date = "2018-04-21", end_date = Sys.Date(), resample_frequency = "daily")

#     open   high     low  close  volume
# 1 145.03 145.96 144.330 145.86 5315625
# 2 146.51 147.30 144.530 145.56 4916476
# 3 145.79 146.40 144.111 145.94 7324654
# 4 146.60 147.36 146.200 146.72 4265812
# 5 146.84 147.25 145.660 146.48 3205482

getSymbols("IBM", src= "tiingo",from= "2018-04-21", to= Sys.Date(),adjust =TRUE)
#              IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume
# 2018-04-23   145.86   145.96 144.330    145.03    5315625
# 2018-04-24   145.56   147.30 144.530    146.51    4916476
# 2018-04-25   145.94   146.40 144.111    145.79    7324654
# 2018-04-26   146.72   147.36 146.200    146.60    4265812
# 2018-04-27   146.48   147.25 145.660    146.84    3205482
joshuaulrich commented 6 years ago

Thanks for the quick bug squash! Note for future me: this was in response to a comment in the original PR.