-
Notifications
You must be signed in to change notification settings - Fork 2
/
Copy pathmain.r
91 lines (68 loc) · 2.77 KB
/
main.r
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
install.packages("tidyquant")
install.packages("dplyr")
library(tidyquant)
library(dplyr)
tickers <- c("GGBR4.SA", "GOLL4.SA", "PRIO3.SA", "EGIE3.SA", "MGLU3.SA" )
start = "2018-01-01"
end = "2022-11-22"
prices <- tq_get(tickers,
from = start,
to = end)
egie3 <- prices %>%
filter(symbol == "EGIE3.SA")
goll4 <- prices %>%
filter(symbol == "GOLL4.SA")
prio3 <- prices %>%
filter(symbol == "PRIO3.SA")
ggbr4 <- prices %>%
filter(symbol == "GGBR4.SA")
mglu3 <- prices %>%
filter(symbol == "MGLU3.SA")
mean_egie3 <- mean(egie3$close, na.rm = TRUE)
median_egie3 <- median(egie3$close, na.rm = TRUE)
min_egie3 <- min(egie3$close)
mean_goll4 <- mean(goll4$close, na.rm = TRUE)
median_goll4 <- median(goll4$close, na.rm = TRUE)
max_goll4 <- max(goll4$close)
min_goll4 <- min(goll4$close)
mean_prio3 <- mean(prio3$close, na.rm = TRUE)
median_prio3 <- median(prio3$close, na.rm = TRUE)
max_prio3 <- max(prio3$close)
min_prio3 <- min(prio3$close)
mean_ggbr4 <- mean(ggbr4$close, na.rm = TRUE)
median_ggbr4 <- median(ggbr4$close, na.rm = TRUE)
max_ggbr4 <- max(ggbr4$close)
min_ggbr4 <- min(ggbr4$close)
mean_mglu3 <- mean(mglu3$close, na.rm = TRUE)
median_mglu3 <- median(mglu3$close, na.rm = TRUE)
max_mglu3 <- max(mglu3$close)
min_mglu3 <- min(mglu3$close)
Índices <- c('Media', 'Mediana', 'Valor máximo', 'Valor mínimo')
EGIE3 <- c(mean_egie3, median_egie3, max_egie3, min_egie3)
GOLL4 <- c(mean_goll4, median_goll4, max_goll4, min_goll4)
PRIO3 <- c(mean_prio3, median_prio3, max_prio3, min_prio3)
GGBR4 <- c(mean_ggbr4, median_ggbr4, max_ggbr4, min_ggbr4)
MGLU3 <- c(mean_mglu3, median_mglu3, max_mglu3, min_mglu3)
sell_day_egie3 <- egie3[which.max(egie3$close),]
buy_day_egie3 <- egie3[which.min(egie3$close),]
View(buy_day_egie3$date)
View(sell_day_egie3$date)
sell_day_mglu3 <- mglu3[which.max(mglu3$close),]
buy_day_mglu3 <- mglu3[which.min(mglu3$close),]
View(buy_day_mglu3$date)
View(sell_day_mglu3$date)
sell_day_goll4 <- goll4[which.max(goll4$close),]
buy_day_goll4 <- goll4[which.min(goll4$close),]
View(buy_day_goll4$date)
View(sell_day_goll4$date)
sell_day_prio3 <- prio3[which.max(prio3$close),]
buy_day_prio3 <- prio3[which.min(prio3$close),]
View(buy_day_prio3$date)
View(sell_day_prio3$date)
sell_day_ggbr4 <- ggbr4[which.max(ggbr4$close),]
buy_day_ggbr4 <- ggbr4[which.min(ggbr4$close),]
View(buy_day_ggbr4$date)
View(sell_day_ggbr4$date)
acoes <- c("egie3", "mglu3", "goll4", "prio3", "ggbr4")
venda <- list(egie3[which.max(egie3$close),], mglu3[which.max(mglu3$close),], goll4[which.max(goll4$close),], prio3[which.max(prio3$close),], ggbr4[which.max(ggbr4$close),])
compra <- list(egie3[which.min(egie3$close),], mglu3[which.min(mglu3$close),], goll4[which.min(goll4$close),], prio3[which.min(prio3$close),], ggbr4[which.min(ggbr4$close),])