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How do I get around recurring functions that use different dates?


I need my function to work on some period on the stock, in the example, AKER["2013-11-19/2018-11-19"], from oct of 2013 to oct of 2018. And then work again BUT this time with one year closer to the date that I set, like this AKER["2014-11-19/2018-11-19"]. And then again. And again.

That's what I got:

resistence_line_by_volume <- function(x) {
open_prices <- x[,1]
close_prices <- x[,4]
volume_amount <- x[,5]
average_open_and_close <- (open_prices + close_prices)/2
weighet_price_volume <- (average_open_and_close*volume_amount)/sum(volume_amount)
result <- sum(weighet_price_volume)
result
}

getSymbols("AKER")
[1] "AKER"

 resistence_line_by_volume(AKER["2013-11-19/2018-11-19")
[1] 3.353938

resistence_line_by_volume(AKER["2014-11-19/2018-11-19")
[1] 3.319899

resistence_line_by_volume(AKER["2015-11-19/2018-11-19")
[1] 3.290728

resistence_line_by_volume(AKER["2016-11-19/2018-11-19")
[1] 3.256264

resistence_line_by_volume(AKER["2017-11-19/2018-11-19")
[1] 3.191081

And that's what I need (some version of that):

resistence_line_by_volume(AKER["2013-11-19/2018-11-19")
[1] 3.353938
[2] 3.319899
[3] 3.290728
[4] 3.256264
[5] 3.191081

How do I repete all this functions with one year closer every time?


Solution

  • If there are limited number of dates, we can manually create a vector of dates

    library(quantmod)
    dates <- c("2013-11-19/2018-11-19","2014-11-19/2018-11-19","2015-11-19/2018-11-19",
               "2016-11-19/2018-11-19", "2017-11-19/2018-11-19")
    

    and then use any looping technique to loop over dates (sapply, lapply, map, for loop etc.)

    sapply(dates, function(x) resistence_line_by_volume(AKER[x]), USE.NAMES = FALSE)
    #[1] 3.327881 3.294591 3.266057 3.232329 3.168454
    

    Or we can also generate the dates programatically using seq

    dates <- paste(seq(as.Date("2013-11-19"), length.out = 5, by = "year"),
                   "2018-11-19", sep = "/")
    
    sapply(dates, function(x) resistence_line_by_volume(AKER[x]), USE.NAMES = FALSE)
    #[1] 3.327881 3.294591 3.266057 3.232329 3.168454