contact with JesseVent

[jessevent]

contact with JesseVent

[JesseVent]

Sure, how can I help?

Dear Jesse, I would like to kindly ask you about the code that I am developing, based on your crypto package, for my paper at my University. Below you can find the assignment and in attachment you can find my code. "For now you have the data in a panel format. Next, you should get a matrix for each data type (prices, open, close, volume, etc.) where each column represents a currency. All these datatype should be available at a daily, weekly and monthly frequency. Make sure you use the functions in a way that the data has only got to be downloaded once in the beginning, as it is rather time consuming." My problem is: - the xts data frame that I build contains only cryptocurrencies that are starting with an "A" e.g click on "daily_open" and you can see that there is no Bitcoin in it. Could you please help me with this? Also in near future this code will be expanded for calculating market factors such as: Value at Risk or Sharpe Ratio for cryptocurrencies. kind regards mprekr 2018-04-12 23:41 GMT+02:00 Jesse <[email protected]>:

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Sure, how can I help? — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AkjjliS7rrm5OcmHiCiYILz_OQh4Z17Xks5tn8oMgaJpZM4TSh7l> .

[JesseVent]

Hi,

I added a new function tonight to the package that should do what you're after

Try give the following code a try.

devtools::install_github("jessevent/crypto")
library(crypto)
df        <- getCoins()
day_xts   <- crypto2xts(df, "day")
week_xts  <- crypto2xts(df, "week")
month_xts <- crypto2xts(df, "month")

Out of curiosity has your university directed you to this package or did you choose it yourself?

Hey Jesse, The University directed us to your page becasue as Finance students we need also to code. By the way, are you searching for someone to your company currently that is mixing finance and data science? I would be more than happy to apply if its possible. kind regards mprekr 2018-04-15 18:01 GMT+02:00 Jesse <[email protected]>:

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Closed #15 <#15>. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlov-jzqnuMhm5gzPyk9t9xBtvlJ0ks5to27ngaJpZM4TSh7l> .

Dear Jesse, I have some errors after applying the new code. In attachment the code and a print screen from errors. I am currently working on it but for now I do not have a solution to it. Do you have maybe any suggestions? kind regards mprekr 2018-04-15 18:50 GMT+02:00 MP PM <[email protected]>:

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Hey Jesse, The University directed us to your page becasue as Finance students we need also to code. By the way, are you searching for someone to your company currently that is mixing finance and data science? I would be more than happy to apply if its possible. kind regards mprekr 2018-04-15 18:01 GMT+02:00 Jesse ***@***.***>: > Closed #15 <#15>. > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, or mute > the thread > <https://github.com/notifications/unsubscribe-auth/Akjjlov-jzqnuMhm5gzPyk9t9xBtvlJ0ks5to27ngaJpZM4TSh7l> > . >

[JesseVent]

Can you please paste the errors as I cant view attachments

day_xts <- crypto2xts(df, "day")Error in crypto2xts(df, "day") : could not find function "crypto2xts"> week_xts <- crypto2xts(df, "week")Error in crypto2xts(df, "week") : could not find function "crypto2xts"> month_xts <- crypto2xts(df, "month")Error in crypto2xts(df, "month") : could not find function "crypto2xts"

2018-04-16 0:28 GMT+02:00 Jesse <[email protected]>:

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Can you please paste the errors as I cant view attachments — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlg870N3XHh0JcnN-Yyq8gVC1L5OSks5to8mJgaJpZM4TSh7l> .

[JesseVent]

Have you installed version 1.6 from github repo? devtools::install_github("jessevent/crypto")

another error devtools::install_github("jessevent/crypto")Error in loadNamespace(name) : there is no package called ‘devtools’ 2018-04-16 0:39 GMT+02:00 Jesse <[email protected]>:

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Have you installed version 1.6 from github repo? devtools::install_github("jessevent/crypto") — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AkjjlmOpV8yGlFYll0Zbfnvn6itmL8CVks5to8wIgaJpZM4TSh7l> .

[JesseVent]

install.packages("devtools")
devtools::install_github("jessevent/crypto")

Downloading GitHub repo jessevent/crypto@master from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ "C:/Users/Cesar/AppData/Local/Temp/Rtmp8UQTZ4/devtools125075b66459/JesseVent-crypto-8046b42" \ --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, operable program or batch file.Installation failed: Command failed (1) 2018-04-16 0:42 GMT+02:00 Jesse <[email protected]>:

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install.packages("devtools") devtools::install_github("jessevent/crypto") — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AkjjlpmFHhmiZcTBWOc90EYI1X11KdABks5to8zcgaJpZM4TSh7l> .

[JesseVent]

ahh your using windows, I think it could be an issue with the devtools library

r-lib/devtools#426

View last comment and try that

Dear Jesse, I am an IT noob (sadly) therefore the majority of this last comment is unclear to me what should I do. I am currently installing the java package but from point 2 "Install "Rtools34" its getting unclear what should I do. Therefore, could you please kindly help me how should I proceed with this? kind regards mprekr 2018-04-16 0:51 GMT+02:00 Jesse <[email protected]>:

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ahh your using windows, I think it could be an issue with the devtools library r-lib/devtools#426 <r-lib/devtools#426> View last comment and try that — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AkjjljSx4xkI9Z7XI007t-6b-tXJYVn3ks5to87lgaJpZM4TSh7l> .

[JesseVent]

https://cran.r-project.org/bin/windows/Rtools/

ok Im installing Rtools34.exe <https://cran.r-project.org/bin/windows/Rtools/Rtools34.exe> 2018-04-16 1:13 GMT+02:00 Jesse <[email protected]>:

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https://cran.r-project.org/bin/windows/Rtools/ — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlt2y2xf0BhPw9Qh_Ta8yZdrMEHrPks5to9QAgaJpZM4TSh7l> .

Dear Jesse, I can't find: basic-miktex-2.9.6236-x64 do you know where I can find it? The comand from this webpage does not work (https://chocolatey.org/packages/miktex.install/2.9.6236) kr mprekr 2018-04-16 1:16 GMT+02:00 MP PM <[email protected]>:

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ok Im installing Rtools34.exe <https://cran.r-project.org/bin/windows/Rtools/Rtools34.exe> 2018-04-16 1:13 GMT+02:00 Jesse ***@***.***>: > https://cran.r-project.org/bin/windows/Rtools/ > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/Akjjlt2y2xf0BhPw9Qh_Ta8yZdrMEHrPks5to9QAgaJpZM4TSh7l> > . >

[JesseVent]

This is the raw function, try this

crypto2xts <- function(df, frequency = NULL) {
  slug        <- ""
  symbol      <- ""
  name        <- ""
  ranknow     <- ""
  high        <- ""
  low         <- ""
  market      <- ""
  volume      <- ""
  freq        <- frequency
  df$date     <- lubridate::round_date(df$date, freq)
  data        <-
    df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise(
      open   = dplyr::first(open),
      high   = max(high),
      low    = min(low),
      close  = dplyr::last(close),
      volume = sum(volume),
      market = dplyr::last(market))
  data$volume <- round(data$volume, digits = 0)
  data$market <- round(data$market, digits = 0)
  data        <- as.data.frame(data)
  results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S"))
  return(results)
}

install.packages("Rtools34")Warning in install.packages :

package ‘Rtools34’ is not available (for R version 3.4.1) 2018-04-16 1:54 GMT+02:00 Jesse <[email protected]>:

…

This is the raw function, try this crypto2xts <- function(df, frequency = NULL) { slug <- "" symbol <- "" name <- "" ranknow <- "" high <- "" low <- "" market <- "" volume <- "" freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlgc5uEjU6BP2kHt3rRVA9rk1xe3Wks5to92dgaJpZM4TSh7l> .

I used the code that you provided from the email " This is the raw function, try this" its creating a function. How should I proceed further? kr mprekr 2018-04-16 2:01 GMT+02:00 MP PM <[email protected]>:

…

> install.packages("Rtools34")Warning in install.packages : package ‘Rtools34’ is not available (for R version 3.4.1) 2018-04-16 1:54 GMT+02:00 Jesse ***@***.***>: > This is the raw function, try this > > crypto2xts <- function(df, frequency = NULL) { > slug <- "" > symbol <- "" > name <- "" > ranknow <- "" > high <- "" > low <- "" > market <- "" > volume <- "" > freq <- frequency > df$date <- lubridate::round_date(df$date, freq) > data <- > df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( > open = dplyr::first(open), > high = max(high), > low = min(low), > close = dplyr::last(close), > volume = sum(volume), > market = dplyr::last(market)) > data$volume <- round(data$volume, digits = 0) > data$market <- round(data$market, digits = 0) > data <- as.data.frame(data) > results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) > return(results) > } > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/Akjjlgc5uEjU6BP2kHt3rRVA9rk1xe3Wks5to92dgaJpZM4TSh7l> > . >

The whole code looks like this currently: install.packages("crypto") install.packages("xts") install.packages("tidyr") require(crypto) require(xts) require(tidyr) crypto2xts <- function(df, frequency = NULL) { slug <- "" symbol <- "" name <- "" ranknow <- "" high <- "" low <- "" market <- "" volume <- "" freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } install.packages("devtools") devtools::install_github("jessevent/crypto") df <- getCoins() day_xts <- crypto2xts(df, "day") week_xts <- crypto2xts(df, "week") month_xts <- crypto2xts(df, "month") but it still gives me an error at line:

devtools::install_github("jessevent/crypto")Downloading GitHub repo ***@***.***

from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ "C:/Users/Cesar/AppData/Local/Temp/Rtmp2XMb68/devtoolsac45b3744cf/JesseVent-crypto-8046b42" \ --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, operable program or batch file.Installation failed: Command failed (1) 2018-04-16 2:04 GMT+02:00 MP PM <[email protected]>:

…

I used the code that you provided from the email " This is the raw function, try this" its creating a function. How should I proceed further? kr mprekr 2018-04-16 2:01 GMT+02:00 MP PM ***@***.***>: > > install.packages("Rtools34")Warning in install.packages : > package ‘Rtools34’ is not available (for R version 3.4.1) > > > > 2018-04-16 1:54 GMT+02:00 Jesse ***@***.***>: > >> This is the raw function, try this >> >> crypto2xts <- function(df, frequency = NULL) { >> slug <- "" >> symbol <- "" >> name <- "" >> ranknow <- "" >> high <- "" >> low <- "" >> market <- "" >> volume <- "" >> freq <- frequency >> df$date <- lubridate::round_date(df$date, freq) >> data <- >> df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( >> open = dplyr::first(open), >> high = max(high), >> low = min(low), >> close = dplyr::last(close), >> volume = sum(volume), >> market = dplyr::last(market)) >> data$volume <- round(data$volume, digits = 0) >> data$market <- round(data$market, digits = 0) >> data <- as.data.frame(data) >> results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) >> return(results) >> } >> >> — >> You are receiving this because you authored the thread. >> Reply to this email directly, view it on GitHub >> <#15 (comment)>, >> or mute the thread >> <https://github.com/notifications/unsubscribe-auth/Akjjlgc5uEjU6BP2kHt3rRVA9rk1xe3Wks5to92dgaJpZM4TSh7l> >> . >> > >

Dear Jesse, I runed the code once more. It trigers an error at line devtools::install_github("hadley/devtools"): Installation failed: Command failed (1)Downloading GitHub repo r-lib/pkgload@master from URL https://api.github.com/repos/r-lib/pkgload/zipball/mastertrying URL 'https://cran.rstudio.com/bin/windows/Rtools/Rtools34.exe'Content type 'application/x-msdos-program' length 108085090 bytes (103.1 MB)downloaded 103.1 MB also the line: devtools::install_github("jessevent/crypto") trigers an error:

devtools::install_github("jessevent/crypto")Downloading GitHub repo ***@***.***

from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ "C:/Users/Cesar/AppData/Local/Temp/RtmpILvzyh/devtools2c42df7f8c/JesseVent-crypto-8046b42" \ --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, operable program or batch file.Installation failed: Command failed (1) The whole code is below. Currently I have no idea what is wrong (I updated the system as it was posted on the webpage provided by you). I am also very thankfull for your help with providing me the links. I am workind on Windows 10. install.packages("crypto") install.packages("xts") install.packages("tidyr") require(crypto) require(xts) require(tidyr) crypto2xts <- function(df, frequency = NULL) { slug <- "" symbol <- "" name <- "" ranknow <- "" high <- "" low <- "" market <- "" volume <- "" freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } normalizePath("C:/Rtools/bin") devtools::install_github("hadley/devtools") install.packages("devtools") devtools::install_github("jessevent/crypto") df <- getCoins() day_xts <- crypto2xts(df, "day") week_xts <- crypto2xts(df, "week") month_xts <- crypto2xts(df, "month") 2018-04-16 2:13 GMT+02:00 MP PM <[email protected]>:

…

The whole code looks like this currently: install.packages("crypto") install.packages("xts") install.packages("tidyr") require(crypto) require(xts) require(tidyr) crypto2xts <- function(df, frequency = NULL) { slug <- "" symbol <- "" name <- "" ranknow <- "" high <- "" low <- "" market <- "" volume <- "" freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } install.packages("devtools") devtools::install_github("jessevent/crypto") df <- getCoins() day_xts <- crypto2xts(df, "day") week_xts <- crypto2xts(df, "week") month_xts <- crypto2xts(df, "month") but it still gives me an error at line: > devtools::install_github("jessevent/crypto")Downloading GitHub repo ***@***.*** from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ "C:/Users/Cesar/AppData/Local/Temp/Rtmp2XMb68/devtoolsac45b3744cf/JesseVent-crypto-8046b42" \ --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, operable program or batch file.Installation failed: Command failed (1) 2018-04-16 2:04 GMT+02:00 MP PM ***@***.***>: > I used the code that you provided from the email " This is the raw > function, try this" its creating a function. How should I proceed further? > > > kr > mprekr > > 2018-04-16 2:01 GMT+02:00 MP PM ***@***.***>: > >> > install.packages("Rtools34")Warning in install.packages : >> package ‘Rtools34’ is not available (for R version 3.4.1) >> >> >> >> 2018-04-16 1:54 GMT+02:00 Jesse ***@***.***>: >> >>> This is the raw function, try this >>> >>> crypto2xts <- function(df, frequency = NULL) { >>> slug <- "" >>> symbol <- "" >>> name <- "" >>> ranknow <- "" >>> high <- "" >>> low <- "" >>> market <- "" >>> volume <- "" >>> freq <- frequency >>> df$date <- lubridate::round_date(df$date, freq) >>> data <- >>> df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( >>> open = dplyr::first(open), >>> high = max(high), >>> low = min(low), >>> close = dplyr::last(close), >>> volume = sum(volume), >>> market = dplyr::last(market)) >>> data$volume <- round(data$volume, digits = 0) >>> data$market <- round(data$market, digits = 0) >>> data <- as.data.frame(data) >>> results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) >>> return(results) >>> } >>> >>> — >>> You are receiving this because you authored the thread. >>> Reply to this email directly, view it on GitHub >>> <#15 (comment)>, >>> or mute the thread >>> <https://github.com/notifications/unsubscribe-auth/Akjjlgc5uEjU6BP2kHt3rRVA9rk1xe3Wks5to92dgaJpZM4TSh7l> >>> . >>> >> >> >

I still can't find a working "basic-miktex-2.9.6236-x64" package and I think that can be the issue. What is your opinion? kind regards mprekr 2018-04-16 13:45 GMT+02:00 MP PM <[email protected]>:

…

Dear Jesse, I runed the code once more. It trigers an error at line devtools::install_github("hadley/devtools"): Installation failed: Command failed (1)Downloading GitHub repo ***@***.*** from URL https://api.github.com/repos/r-lib/pkgload/zipball/mastertrying URL 'https://cran.rstudio.com/bin/windows/Rtools/Rtools34.exe'Content type 'application/x-msdos-program' length 108085090 bytes (103.1 MB)downloaded 103.1 MB also the line: devtools::install_github("jessevent/crypto") trigers an error: > devtools::install_github("jessevent/crypto")Downloading GitHub repo ***@***.*** from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ "C:/Users/Cesar/AppData/Local/Temp/RtmpILvzyh/devtools2c42df7f8c/JesseVent-crypto-8046b42" \ --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, operable program or batch file.Installation failed: Command failed (1) The whole code is below. Currently I have no idea what is wrong (I updated the system as it was posted on the webpage provided by you). I am also very thankfull for your help with providing me the links. I am workind on Windows 10. install.packages("crypto") install.packages("xts") install.packages("tidyr") require(crypto) require(xts) require(tidyr) crypto2xts <- function(df, frequency = NULL) { slug <- "" symbol <- "" name <- "" ranknow <- "" high <- "" low <- "" market <- "" volume <- "" freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } normalizePath("C:/Rtools/bin") devtools::install_github("hadley/devtools") install.packages("devtools") devtools::install_github("jessevent/crypto") df <- getCoins() day_xts <- crypto2xts(df, "day") week_xts <- crypto2xts(df, "week") month_xts <- crypto2xts(df, "month") 2018-04-16 2:13 GMT+02:00 MP PM ***@***.***>: > The whole code looks like this currently: > > install.packages("crypto") > install.packages("xts") > install.packages("tidyr") > > require(crypto) > require(xts) > require(tidyr) > > crypto2xts <- function(df, frequency = NULL) { > slug <- "" > symbol <- "" > name <- "" > ranknow <- "" > high <- "" > low <- "" > market <- "" > volume <- "" > freq <- frequency > df$date <- lubridate::round_date(df$date, freq) > data <- > df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% > dplyr::summarise( > open = dplyr::first(open), > high = max(high), > low = min(low), > close = dplyr::last(close), > volume = sum(volume), > market = dplyr::last(market)) > data$volume <- round(data$volume, digits = 0) > data$market <- round(data$market, digits = 0) > data <- as.data.frame(data) > results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format > = "%d.%m.%Y %H:%M:%S")) > return(results) > } > > install.packages("devtools") > devtools::install_github("jessevent/crypto") > df <- getCoins() > day_xts <- crypto2xts(df, "day") > week_xts <- crypto2xts(df, "week") > month_xts <- crypto2xts(df, "month") > > > > but it still gives me an error at line: > > > devtools::install_github("jessevent/crypto")Downloading GitHub repo ***@***.*** > from URL https://api.github.com/repos/jessevent/crypto/zipball/masterInstalling crypto"E:/Program Files/R/R-3.4.1/bin/x64/R" --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL \ > "C:/Users/Cesar/AppData/Local/Temp/Rtmp2XMb68/devtoolsac45b3744cf/JesseVent-crypto-8046b42" \ > --library="E:/Program Files/R/R-3.4.1/library" --install-tests 'E:\Program' is not recognized as an internal or external command, > operable program or batch file.Installation failed: Command failed (1) > > > > 2018-04-16 2:04 GMT+02:00 MP PM ***@***.***>: > >> I used the code that you provided from the email " This is the raw >> function, try this" its creating a function. How should I proceed further? >> >> >> kr >> mprekr >> >> 2018-04-16 2:01 GMT+02:00 MP PM ***@***.***>: >> >>> > install.packages("Rtools34")Warning in install.packages : >>> package ‘Rtools34’ is not available (for R version 3.4.1) >>> >>> >>> >>> 2018-04-16 1:54 GMT+02:00 Jesse ***@***.***>: >>> >>>> This is the raw function, try this >>>> >>>> crypto2xts <- function(df, frequency = NULL) { >>>> slug <- "" >>>> symbol <- "" >>>> name <- "" >>>> ranknow <- "" >>>> high <- "" >>>> low <- "" >>>> market <- "" >>>> volume <- "" >>>> freq <- frequency >>>> df$date <- lubridate::round_date(df$date, freq) >>>> data <- >>>> df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( >>>> open = dplyr::first(open), >>>> high = max(high), >>>> low = min(low), >>>> close = dplyr::last(close), >>>> volume = sum(volume), >>>> market = dplyr::last(market)) >>>> data$volume <- round(data$volume, digits = 0) >>>> data$market <- round(data$market, digits = 0) >>>> data <- as.data.frame(data) >>>> results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) >>>> return(results) >>>> } >>>> >>>> — >>>> You are receiving this because you authored the thread. >>>> Reply to this email directly, view it on GitHub >>>> <#15 (comment)>, >>>> or mute the thread >>>> <https://github.com/notifications/unsubscribe-auth/Akjjlgc5uEjU6BP2kHt3rRVA9rk1xe3Wks5to92dgaJpZM4TSh7l> >>>> . >>>> >>> >>> >> >

[JesseVent]

Try running the first part of this statement. If there are no errors, then run the last two one at a time (select the statement and click run on just that line of code.

My opinion is that its probably to do with where R is trying to install the packages (On your C:// drive) compared to where R appears to be installed (E://) drive.. but try the below. I don't have any experience using R with windows so can't be much help in that department.

### RUN FROM HERE -----------------------------------------------------
install.packages("dplyr", dependencies = TRUE)
install.packages("tidyverse", dependencies = TRUE)
install.packages("magrittr") 
library(magrittr)
library(dplyr)
library(tidyverse)
library(crypto)
library(lubridate)
library(xts)

df <- getCoins(limit = 50)

yourfunction <- function(df, frequency = NULL) {
  freq        <- frequency
  df$date     <- lubridate::round_date(df$date, freq)
  data        <-
    df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>%
    dplyr::summarise(
      open   = dplyr::first(open),
      high   = max(high),
      low    = min(low),
      close  = dplyr::last(close),
      volume = sum(volume),
      market = dplyr::last(market))
  data$volume <- round(data$volume, digits = 0)
  data$market <- round(data$market, digits = 0)
  data        <- as.data.frame(data)
  results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format =
                                                         "%d.%m.%Y %H:%M:%S"))
  return(results)
}

### TO HERE ---------------------------------------------------------------

#### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------
week_xts  <- yourfunction(df, frequency = "week")

#### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------
month_xts <- yourfunction(df, frequency = "month")

Dear Jesse, For windows it does not metter where tou dawnload the packages because you can set a destination place for the code e.g: setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") getwd() I am currently running the code and I will come to you latter back with my findings. kind regards mprekr 2018-04-16 18:41 GMT+02:00 Jesse <[email protected]>:

…

Try running the first part of this statement. If there are no errors, then run the last two one at a time (select the statement and click run on just that line of code. My opinion is that its probably to do with where R is trying to install the packages (On your C:// drive) compared to where R appears to be installed (E://) drive.. but try the below. I don't have any experience using R with windows so can't be much help in that department. ### RUN FROM HERE ----------------------------------------------------- install.packages("dplyr", dependencies = TRUE) install.packages("tidyverse", dependencies = TRUE) install.packages("magrittr") library(magrittr) library(dplyr) library(tidyverse) library(crypto) library(lubridate) library(xts) df <- getCoins(limit = 50) yourfunction <- function(df, frequency = NULL) { freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } ### TO HERE --------------------------------------------------------------- #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------week_xts <- yourfunction(df, frequency = "week") #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------month_xts <- yourfunction(df, frequency = "month") — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AkjjlhCYUKnzrGmagFvpXHddhshKXmAqks5tpMm0gaJpZM4TSh7l> .

Dear Jesse, From what I see the code is working correctly. Below you can find the code. Now I am trying to crack this: "Best way is for all return calculation (weekly and monthly) to refer back to the original Index and calculate the returns based on the date series (last trading day of the week/month). As coins are traded 24/7 this makes things easier." kind regards mprekr setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") getwd() ## RUN FROM HERE ----------------------------------------------------- install.packages("dplyr", dependencies = TRUE) install.packages("tidyverse", dependencies = TRUE) install.packages("magrittr") install.packages("xts") library(magrittr) library(dplyr) library(tidyverse) library(crypto) library(lubridate) library(xts) require(magrittr) require(dplyr) require(tidyverse) require(crypto) require(lubridate) df <- getCoins(limit = 50) yourfunction <- function(df, frequency = NULL) { freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ week_xts <- yourfunction(df, frequency = "week") #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ month_xts <- yourfunction(df, frequency = "month") 2018-04-16 21:13 GMT+02:00 MP PM <[email protected]>:

…

Dear Jesse, For windows it does not metter where tou dawnload the packages because you can set a destination place for the code e.g: setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") getwd() I am currently running the code and I will come to you latter back with my findings. kind regards mprekr 2018-04-16 18:41 GMT+02:00 Jesse ***@***.***>: > Try running the first part of this statement. If there are no errors, > then run the last two one at a time (select the statement and click run on > just that line of code. > > My opinion is that its probably to do with where R is trying to install > the packages (On your C:// drive) compared to where R appears to be > installed (E://) drive.. but try the below. I don't have any experience > using R with windows so can't be much help in that department. > > ### RUN FROM HERE ----------------------------------------------------- > install.packages("dplyr", dependencies = TRUE) > install.packages("tidyverse", dependencies = TRUE) > install.packages("magrittr") > library(magrittr) > library(dplyr) > library(tidyverse) > library(crypto) > library(lubridate) > library(xts) > df <- getCoins(limit = 50) > yourfunction <- function(df, frequency = NULL) { > freq <- frequency > df$date <- lubridate::round_date(df$date, freq) > data <- > df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% > dplyr::summarise( > open = dplyr::first(open), > high = max(high), > low = min(low), > close = dplyr::last(close), > volume = sum(volume), > market = dplyr::last(market)) > data$volume <- round(data$volume, digits = 0) > data$market <- round(data$market, digits = 0) > data <- as.data.frame(data) > results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = > "%d.%m.%Y %H:%M:%S")) > return(results) > } > ### TO HERE --------------------------------------------------------------- > #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------week_xts <- yourfunction(df, frequency = "week") > #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------month_xts <- yourfunction(df, frequency = "month") > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/AkjjlhCYUKnzrGmagFvpXHddhshKXmAqks5tpMm0gaJpZM4TSh7l> > . >

Dear Jesse, I se that this part: " "Best way is for all return calculation (weekly and monthly) to refer back to the original Index and calculate the returns based on the date series (last trading day of the week/month). As coins are traded 24/7 this makes things easier." Has been already done by you. Thank you once more for your help. Can I come to you back if I will have more questions? I would also like to make a donation for you. kind regards mprekr 2018-04-16 21:22 GMT+02:00 MP PM <[email protected]>:

…

Dear Jesse, From what I see the code is working correctly. Below you can find the code. Now I am trying to crack this: "Best way is for all return calculation (weekly and monthly) to refer back to the original Index and calculate the returns based on the date series (last trading day of the week/month). As coins are traded 24/7 this makes things easier." kind regards mprekr setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") getwd() ## RUN FROM HERE ----------------------------------------------------- install.packages("dplyr", dependencies = TRUE) install.packages("tidyverse", dependencies = TRUE) install.packages("magrittr") install.packages("xts") library(magrittr) library(dplyr) library(tidyverse) library(crypto) library(lubridate) library(xts) require(magrittr) require(dplyr) require(tidyverse) require(crypto) require(lubridate) df <- getCoins(limit = 50) yourfunction <- function(df, frequency = NULL) { freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ week_xts <- yourfunction(df, frequency = "week") #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ month_xts <- yourfunction(df, frequency = "month") 2018-04-16 21:13 GMT+02:00 MP PM ***@***.***>: > Dear Jesse, > > For windows it does not metter where tou dawnload the packages because > you can set a destination place for the code e.g: > > setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") > getwd() > > > I am currently running the code and I will come to you latter back with > my findings. > > > kind regards > mprekr > > 2018-04-16 18:41 GMT+02:00 Jesse ***@***.***>: > >> Try running the first part of this statement. If there are no errors, >> then run the last two one at a time (select the statement and click run on >> just that line of code. >> >> My opinion is that its probably to do with where R is trying to install >> the packages (On your C:// drive) compared to where R appears to be >> installed (E://) drive.. but try the below. I don't have any experience >> using R with windows so can't be much help in that department. >> >> ### RUN FROM HERE ----------------------------------------------------- >> install.packages("dplyr", dependencies = TRUE) >> install.packages("tidyverse", dependencies = TRUE) >> install.packages("magrittr") >> library(magrittr) >> library(dplyr) >> library(tidyverse) >> library(crypto) >> library(lubridate) >> library(xts) >> df <- getCoins(limit = 50) >> yourfunction <- function(df, frequency = NULL) { >> freq <- frequency >> df$date <- lubridate::round_date(df$date, freq) >> data <- >> df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% >> dplyr::summarise( >> open = dplyr::first(open), >> high = max(high), >> low = min(low), >> close = dplyr::last(close), >> volume = sum(volume), >> market = dplyr::last(market)) >> data$volume <- round(data$volume, digits = 0) >> data$market <- round(data$market, digits = 0) >> data <- as.data.frame(data) >> results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = >> "%d.%m.%Y %H:%M:%S")) >> return(results) >> } >> ### TO HERE --------------------------------------------------------------- >> #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------week_xts <- yourfunction(df, frequency = "week") >> #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------month_xts <- yourfunction(df, frequency = "month") >> >> — >> You are receiving this because you authored the thread. >> Reply to this email directly, view it on GitHub >> <#15 (comment)>, >> or mute the thread >> <https://github.com/notifications/unsubscribe-auth/AkjjlhCYUKnzrGmagFvpXHddhshKXmAqks5tpMm0gaJpZM4TSh7l> >> . >> > >

[JesseVent]

Its good to hear you got it working, yeah the function should make it pretty easy to work out the stochastic indicators, and now that its in the xts format you should pretty easily be able to answer most financial based calculations using functions from the quantmod package but happy to try help out.

Dear Jesse, I would like to make a data frame for each data type (open, high, close, volume, market, close_ratio and spread) for daily, monthly and weekly frequencies. These data frames should be constructed in a way that each column represents one currency and the rows would represent observations. However, when I try to use spread function for weekly and monthly frequencies in order to do this,it gives an error. How should I proceed? Thank you in advance and have a pleasant day. Error:

weekly_open <- spread(week_xts[,c(1,5)],slug,open)Error in UseMethod("spread_") :

no applicable method for 'spread_' applied to an object of class "c('matrix', 'character')"> monthly_open <- spread(month_xts[,c(1,5)],slug,open)Error in UseMethod("spread_") : no applicable method for 'spread_' applied to an object of class "c('matrix', 'character')" kind regards mprekr 2018-04-17 12:20 GMT+02:00 Jesse <[email protected]>:

…

Its good to hear you got it working, yeah the function should make it pretty easy to work out the stochastic indicators, and now that its in the xts format you should pretty easily be able to answer most financial based calculations using functions from the quantmod package but happy to try help out. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlr91PhfTKby75qUjR4jlC8ShmWRGks5tpcH5gaJpZM4TSh7l> .

Bellow the code: setwd("E:/User/Desktop/studies/year I/semester II/seminar finance") getwd() install.packages("dplyr", dependencies = TRUE) install.packages("tidyverse", dependencies = TRUE) install.packages("magrittr") install.packages("xts") install.packages("PerformanceAnalytics") install.packages("quantmod") install.packages("tidyr") library(magrittr) library(dplyr) library(tidyverse) library(crypto) library(lubridate) library(xts) library(PerformanceAnalytics) library(quantmod) library(tidyr) require(magrittr) require(dplyr) require(tidyverse) require(crypto) require(lubridate) require(xts) require(PerformanceAnalytics) require(quantmod) require(tidyr) df <- getCoins(limit = 50) yourfunction <- function(df, frequency = NULL) { freq <- frequency df$date <- lubridate::round_date(df$date, freq) data <- df %>% dplyr::group_by(date, slug, symbol, name, ranknow) %>% dplyr::summarise( open = dplyr::first(open), high = max(high), low = min(low), close = dplyr::last(close), volume = sum(volume), market = dplyr::last(market)) data$volume <- round(data$volume, digits = 0) data$market <- round(data$market, digits = 0) data <- as.data.frame(data) results <- xts::xts(data[, 2:ncol(data)], as.POSIXct(data[, 1], format = "%d.%m.%Y %H:%M:%S")) return(results) } #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ week_xts <- yourfunction(df, frequency = "week") #### IF NO ERRORS IN ABOVE RUN THESE INDIVIDUALLY------ month_xts <- yourfunction(df, frequency = "month") daily_open <- spread(df[,c(1,4,6)],slug,open) weekly_open <- spread(week_xts[,c(1,5)],slug,open) monthly_open <- spread(month_xts[,c(1,5)],slug,open) 2018-04-29 22:50 GMT+02:00 MP PM <[email protected]>:

…

Dear Jesse, I would like to make a data frame for each data type (open, high, close, volume, market, close_ratio and spread) for daily, monthly and weekly frequencies. These data frames should be constructed in a way that each column represents one currency and the rows would represent observations. However, when I try to use spread function for weekly and monthly frequencies in order to do this,it gives an error. How should I proceed? Thank you in advance and have a pleasant day. Error: > weekly_open <- spread(week_xts[,c(1,5)],slug,open)Error in UseMethod("spread_") : no applicable method for 'spread_' applied to an object of class "c('matrix', 'character')"> monthly_open <- spread(month_xts[,c(1,5)],slug,open)Error in UseMethod("spread_") : no applicable method for 'spread_' applied to an object of class "c('matrix', 'character')" kind regards mprekr 2018-04-17 12:20 GMT+02:00 Jesse ***@***.***>: > Its good to hear you got it working, yeah the function should make it > pretty easy to work out the stochastic indicators, and now that its in the > xts format you should pretty easily be able to answer most financial based > calculations using functions from the quantmod package but happy to try > help out. > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/Akjjlr91PhfTKby75qUjR4jlC8ShmWRGks5tpcH5gaJpZM4TSh7l> > . >

[JesseVent]

Sorry not a use case I've come across before, look up transposing xts or matrix or maybe stackoverflow is a good place to ask.

Dear Jesse, I will try what you sugested. Have a pleasant day. kind regards mprekr 2018-04-30 16:15 GMT+02:00 Jesse <[email protected]>:

…

Sorry not a use case I've come across before, look up transposing xts or matrix or maybe stackoverflow is a good place to ask. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#15 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Akjjlpovcl6MYAKdCLE0OGl5ie-Y4mshks5ttxx4gaJpZM4TSh7l> .

Dear Jesse, I went with my issue public on github becasue I think that will make it faster. I am just checking the solutions that you have given to me. Have a pleasant day. kind regards mprekr 2018-05-01 12:48 GMT+02:00 MP PM <[email protected]>:

…

Dear Jesse, I will try what you sugested. Have a pleasant day. kind regards mprekr 2018-04-30 16:15 GMT+02:00 Jesse ***@***.***>: > Sorry not a use case I've come across before, look up transposing xts or > matrix or maybe stackoverflow is a good place to ask. > > — > You are receiving this because you authored the thread. > Reply to this email directly, view it on GitHub > <#15 (comment)>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/Akjjlpovcl6MYAKdCLE0OGl5ie-Y4mshks5ttxx4gaJpZM4TSh7l> > . >

Dear Jesse, Thank you once more for your valuable input I solved the most issues that I had with my code and I am proceeding with it. kind regards mprekr