stockdata/VolAnalysis.R at master · ehrene/stockdata · GitHub

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VolAnalysis <- function(priceThreshold = NULL) {

  ######### FUNCTION VARIABLES ##################
  priceThreshold = 10 #priceThreshold # penny stock price threshold
  volSummary = data.frame(Symbol=NA, Date = NA, TenDayChange=NA, VolMax=NA)

  ######### BOOKEEPING STUFF ####################
  thePath = "/Users/ehren/Documents/StockAnalysis/volatilityData/"
  theFiles = list.files(path=thePath, pattern=".csv")
  errorTable <- data.frame(NUMBER=NA, TIME=NA, SYMBOL=NA, ERROR=NA) # table to write error messages to
  errorPath = "/Users/ehren/Documents/StockAnalysis/volatilityData/errorLog/"
  pennyCount = 0
  k=1
  row=1
  ###############################################

  while (k <= length(theFiles)) {

    vdata <- read.zoo(paste(thePath,theFiles[k], sep=""), header = TRUE, sep=",")

    if ( last(vdata$adj. > priceThreshold && ncol(vdata) > 2) ) {
      # vdata[as.Date('2016-06-02'),]
      volChange <- diff(vdata$tenVol[(nrow(vdata)-1):nrow(vdata),])
      volMax <- last(vdata$tenVol)

      volSummary[(nrow(volSummary)+1),] <- NA
      volSummary$Symbol[row] = substr(theFiles[k], 1, nchar(theFiles)-4)
      volSummary$Date[row] = as.Date(index(vdata[nrow(vdata)]))
      volSummary$TenDayChange[row] = volChange
      volSummary$VolMax[row] = volMax
      row = row + 1
      k = k + 1
      print(k)
      } # end priceThreshold if

    else {
      pennyCount = pennyCount + 1
      print(paste("Penny stock count = ", pennyCount, sep=""))
      k = k + 1
    } # end priceThreshold else

    }# end while

  return(volSummary)

} #end function