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I'm trying to get the monthly percentage return from each day, not from every month. As you can see from the current output, it gets the monthly percentage return every month. 

library(tidyquant)
library(dplyr)

df <- c('AMZN','FB') %>% 
  tq_get(get='stock.prices',
         from='1999-01-01',
         to=Sys.Date()) %>%
  na.omit() %>%
  group_by(symbol) %>%
  tq_transmute(select=adjusted,
               mutate_fun=periodReturn,
               period='monthly',
               col_rename='monthly.close') %>%
  arrange(desc(date))

Current output:

symbol date monthly.close
AMZN    2019-02-15  -0.0644545858       
FB  2019-02-15  -0.0251364926       
AMZN    2019-01-31  0.1443171389        
FB  2019-01-31  0.2715692050        
AMZN    2018-12-31  -0.1113497862       
FB  2018-12-31  -0.0677050347       
AMZN    2018-11-30  0.0576717501

Expected output

symbol date monthly.close
AMZN    2019-02-15  ...
FB  2019-02-15  ...
AMZN    2019-02-14  ...
FB  2019-02-14  ...
AMZN    2019-02-13  ...
FB  2019-02-13  ...
AMZN    2019-02-12  ...
[...]
Chipmunkafy
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  • This works. `tq_transmute(select=adjusted, mutate_fun=ROC, n=20, col_rename='monthly.close')`, but I think it's using the last 20 rows, instead of the last 20 calendar days. – Chipmunkafy Feb 18 '19 at 03:00

0 Answers0