[PART 2].設定所需的函式庫(libraries)以及載入資料
install.packages("quantmod")
library(quantmod)
## Loading required package: xts
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
## Loading required package: TTR
## Version 0.4-0 included new data defaults. See ?getSymbols.
setwd("D:/Rdata Practice/06Fintech/2016DSC-RTrading")
2-1.Buy TSMC
下載資料(預設YahooFinance)
‧蘋果:getSymbols("AAPL")
‧台積電:STK=get(getSymbols("2330.tw"))
不同的資料源:
‧getSymbols('MSFT',src='google')
‧getSymbols("DEXJPUS",src="FRED")
資料格式
‧使用head、tail
‧五個欄位：開高低收、量、還原權值
2-2.TEST AAPL
getSymbols("AAPL")
## [1] "AAPL"
head(AAPL)
## AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume
## 2007-01-03 86.29 86.58 81.90 83.80 309579900
## 2007-01-04 84.05 85.95 83.82 85.66 211815100
## 2007-01-05 85.77 86.20 84.40 85.05 208685400
## 2007-01-08 85.96 86.53 85.28 85.47 199276700
## 2007-01-09 86.45 92.98 85.15 92.57 837324600
## 2007-01-10 94.75 97.80 93.45 97.00 738220000
## AAPL.Adjusted
## 2007-01-03 10.96015
## 2007-01-04 11.20341
## 2007-01-05 11.12363
## 2007-01-08 11.17857
## 2007-01-09 12.10717
## 2007-01-10 12.68657
tail(AAPL)
## AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume
## 2016-09-19 115.19 116.18 113.25 113.58 47023000
## 2016-09-20 113.05 114.12 112.51 113.57 34514300
## 2016-09-21 113.85 113.99 112.44 113.55 36003200
## 2016-09-22 114.35 114.94 114.00 114.62 31074000
## 2016-09-23 114.42 114.79 111.55 112.71 52481200
## 2016-09-26 111.64 113.39 111.55 112.88 29487000
## AAPL.Adjusted
## 2016-09-19 113.58
## 2016-09-20 113.57
## 2016-09-21 113.55
## 2016-09-22 114.62
## 2016-09-23 112.71
## 2016-09-26 112.88
[PART 3].設定所需的函式庫(libraries)以及載入資料
3-1-1.Buy TSMC
時間週期
‧日K:Default
‧週K:STK_week=to.weekly(STK)
‧月K:STK_mon=to.monthly(STK)
‧自行定義? 週三K
時間範圍
‧STK["2013"]
‧to.weekly(STK["2013::2015"])
‧STK["2013-01-01::2013-03-02"]
畫圖(Charting)
‧barChart(STK["2015-01-01::2015-02-03"])
‧chartSeries(STK, subset="2015-12-1::2016-03-21",theme="white")
STK=get(getSymbols("2330.tw"))#台積電
tail(STK)
## 2330.TW.Open 2330.TW.High 2330.TW.Low 2330.TW.Close
## 2016-09-19 179.5 183.0 178.5 183.0
## 2016-09-20 182.0 183.5 181.5 183.5
## 2016-09-21 181.0 184.0 180.5 184.0
## 2016-09-22 185.0 185.5 183.5 185.0
## 2016-09-23 185.0 187.5 184.5 187.0
## 2016-09-26 183.5 185.0 183.0 183.5
## 2330.TW.Volume 2330.TW.Adjusted
## 2016-09-19 57055000 183.0
## 2016-09-20 23641000 183.5
## 2016-09-21 25008000 184.0
## 2016-09-22 20980000 185.0
## 2016-09-23 23213000 187.0
## 2016-09-26 24225000 183.5
STK_week=to.weekly(STK)#改成周資料
STK_mon=to.monthly(STK)#改成月資料
chartSeries(STK)#畫圖
chartSeries(STK, subset="2015-12-1::2016-09-20",theme="white")#在國外上漲是綠色
#SMA是均線
SMA(Cl(STK)) #cl是收盤價
## SMA
## 2007-01-02 NA
## 2007-01-03 NA
## 2007-01-04 NA
## 2007-01-05 NA
## 2007-01-08 NA
## 2007-01-09 NA
## 2007-01-10 NA
## 2007-01-11 NA
## 2007-01-12 NA
## 2007-01-15 66.70652
## 2007-01-16 66.96523
## 2007-01-17 67.25380
## 2007-01-18 67.60207
## 2007-01-19 67.89062
## 2007-01-22 68.20903
## 2007-01-23 68.48764
## 2007-01-24 69.11451
## 2007-01-25 69.63193
## 2007-01-26 69.52247
## 2007-01-29 69.46277
## 2007-01-30 69.23391
## 2007-01-31 68.88565
## 2007-02-01 68.46774
## 2007-02-02 68.26873
## 2007-02-05 68.14932
## 2007-02-06 68.15927
## 2007-02-07 67.99012
## 2007-02-08 67.73141
## 2007-02-09 67.73141
## 2007-02-12 67.57221
## 2007-02-13 67.35331
## 2007-02-14 67.34336
## 2007-02-26 67.53241
## 2007-02-27 67.68167
## 2007-03-01 67.57222
## 2007-03-02 67.36326
## 2007-03-05 66.81600
## 2007-03-06 66.48764
## 2007-03-07 66.23889
## 2007-03-08 66.12943
## 2007-03-09 66.19908
## 2007-03-12 66.18913
## 2007-03-13 66.20903
## 2007-03-14 66.06972
## 2007-03-15 66.29858
## 2007-03-16 66.51749
## 2007-03-19 67.08465
## 2007-03-20 67.49261
## 2007-03-21 67.91052
## 2007-03-22 68.33838
## 2007-03-23 68.68664
## 2007-03-26 68.96524
## 2007-03-27 68.97519
## 2007-03-28 69.01500
## 2007-03-29 68.98515
## 2007-03-30 68.87569
## 2007-04-02 68.79608
## 2007-04-03 68.67667
## 2007-04-04 68.63687
## 2007-04-09 68.51747
## 2007-04-10 68.36822
## 2007-04-11 68.29857
## 2007-04-12 68.22892
## 2007-04-13 68.22892
## 2007-04-16 68.10952
## 2007-04-17 68.11947
## 2007-04-18 68.15928
## 2007-04-19 68.09959
## 2007-04-20 67.92049
## 2007-04-23 67.88069
## 2007-04-24 68.01004
## 2007-04-25 68.01004
## 2007-04-26 68.14934
## 2007-04-27 68.21899
## 2007-04-30 68.33839
## 2007-05-02 68.33839
## 2007-05-03 68.31849
## 2007-05-04 68.48764
## 2007-05-07 68.58714
## 2007-05-08 68.52743
## 2007-05-09 68.34832
## 2007-05-10 68.26872
## 2007-05-11 68.02992
## 2007-05-14 67.85082
## 2007-05-15 67.63191
## 2007-05-16 67.49261
## 2007-05-17 67.42295
## 2007-05-18 67.36325
## 2007-05-21 67.43290
## 2007-05-22 67.47271
## 2007-05-23 67.56227
## 2007-05-24 67.56227
## 2007-05-25 67.55232
## 2007-05-28 67.59211
## 2007-05-29 67.80107
## 2007-05-30 67.94037
## 2007-05-31 67.99012
## 2007-06-01 68.05419
## 2007-06-04 68.04424
## 2007-06-05 68.10394
## 2007-06-06 68.10394
## 2007-06-07 68.15369
## 2007-06-08 67.98721
## 2007-06-11 67.82084
## 2007-06-12 67.47496
## 2007-06-13 67.11879
## 2007-06-14 66.83272
## 2007-06-15 66.52272
## 2007-06-20 66.47709
## 2007-06-21 66.53141
## 2007-06-22 66.57568
## 2007-06-25 66.75000
## 2007-06-26 67.12000
## 2007-06-27 67.51000
## 2007-06-28 68.07000
## 2007-06-29 68.75000
## 2007-07-02 69.35000
## 2007-07-03 69.90000
## 2007-07-04 70.26000
## 2007-07-05 70.48000
## 2007-07-06 70.63000
## 2007-07-09 70.79000
## 2007-07-10 71.08000
## 2007-07-11 71.37000
## 2007-07-12 71.50000
## 2007-07-13 71.71000
## 2007-07-16 71.86000
## 2007-07-17 72.01000
## 2007-07-18 71.92000
## 2007-07-19 71.78000
## 2007-07-20 71.67000
## 2007-07-23 71.34000
## 2007-07-24 71.27000
## 2007-07-25 70.99000
## 2007-07-26 70.64000
## 2007-07-27 69.74000
## 2007-07-30 68.99000
## 2007-07-31 68.22000
## 2007-08-01 67.25000
## 2007-08-02 66.63000
## 2007-08-03 66.08000
## 2007-08-06 65.47000
## 2007-08-07 64.47000
## 2007-08-08 63.79000
## 2007-08-09 63.35000
## 2007-08-10 63.10000
## 2007-08-13 62.80001
## 2007-08-14 62.49001
## 2007-08-15 62.46001
## 2007-08-16 61.99001
## 2007-08-17 61.50001
## 2007-08-20 61.46001
## 2007-08-21 61.52001
## 2007-08-22 61.33001
## 2007-08-23 61.23001
## 2007-08-24 61.24001
## 2007-08-27 61.20000
## 2007-08-28 61.15000
## 2007-08-29 61.07000
## 2007-08-30 61.21000
## 2007-08-31 61.58000
## 2007-09-03 61.62000
## 2007-09-04 61.59000
## 2007-09-05 61.68000
## 2007-09-06 61.62000
## 2007-09-07 61.66001
## 2007-09-10 61.62001
## 2007-09-11 61.61001
## 2007-09-12 61.74001
## 2007-09-13 61.75001
## 2007-09-14 61.66001
## 2007-09-17 61.48001
## 2007-09-19 61.46001
## 2007-09-20 61.38001
## 2007-09-21 61.31001
## 2007-09-26 61.26000
## 2007-09-27 61.50000
## 2007-09-28 61.73000
## 2007-10-01 61.97000
## 2007-10-02 62.40000
## 2007-10-03 62.72000
## 2007-10-04 63.06000
## 2007-10-05 63.38000
## 2007-10-08 63.78000
## 2007-10-09 64.11000
## 2007-10-11 64.29000
## 2007-10-12 64.06000
## 2007-10-15 63.99000
## 2007-10-16 63.84000
## 2007-10-17 63.55001
## 2007-10-18 63.34001
## 2007-10-19 63.12002
## 2007-10-22 62.72002
## 2007-10-23 62.37002
## 2007-10-24 61.97002
## 2007-10-25 61.75002
## 2007-10-26 61.78002
## 2007-10-29 61.88002
## 2007-10-30 61.94002
## 2007-10-31 62.12001
## 2007-11-01 62.25001
## 2007-11-02 62.21000
## 2007-11-05 62.40000
## 2007-11-06 62.51000
## 2007-11-07 62.73000
## 2007-11-08 62.81000
## 2007-11-09 62.88001
## 2007-11-12 62.65001
## 2007-11-13 62.52001
## 2007-11-14 62.29001
## 2007-11-15 61.96001
## 2007-11-16 61.85001
## 2007-11-19 61.65001
## 2007-11-20 61.44001
## 2007-11-21 61.00001
## 2007-11-22 60.80001
## 2007-11-23 60.53000
## 2007-11-26 60.48000
## 2007-11-27 60.22000
## 2007-11-28 59.92000
## 2007-11-29 59.83000
## 2007-11-30 59.84000
## 2007-12-03 59.77000
## 2007-12-04 59.75000
## 2007-12-05 59.98000
## 2007-12-06 60.18000
## 2007-12-07 60.48000
## 2007-12-10 60.48000
## 2007-12-11 60.84000
## 2007-12-12 61.12000
## 2007-12-13 61.19000
## 2007-12-14 61.11000
## 2007-12-17 61.08000
## 2007-12-18 60.93000
## 2007-12-19 60.76000
## 2007-12-20 60.47000
## 2007-12-21 60.11000
## 2007-12-24 59.92000
## 2007-12-25 59.61000
## 2007-12-26 59.43000
## 2007-12-27 59.53000
## 2007-12-28 59.60000
## 2007-12-31 59.85001
## 2008-01-02 60.02001
## 2008-01-03 60.04001
## 2008-01-04 60.14001
## 2008-01-07 59.82001
## 2008-01-08 59.50001
## 2008-01-09 59.24001
## 2008-01-10 58.86001
## 2008-01-11 58.19001
## 2008-01-14 57.63001
## 2008-01-15 57.18000
## 2008-01-16 56.67000
## 2008-01-17 56.20000
## 2008-01-18 55.66000
## 2008-01-21 55.41000
## 2008-01-22 54.77000
## 2008-01-23 54.17000
## 2008-01-24 53.97000
## 2008-01-25 54.02000
## 2008-01-28 53.95001
## 2008-01-29 53.90001
## 2008-01-30 54.14001
## 2008-01-31 54.66001
## 2008-02-01 55.34001
## 2008-02-12 56.01001
## 2008-02-13 57.04001
## 2008-02-14 58.14002
## 2008-02-15 58.92002
## 2008-02-18 59.37002
## 2008-02-19 60.10001
## 2008-02-20 60.51001
## 2008-02-21 60.92001
## 2008-02-22 61.02001
## 2008-02-25 61.00001
## 2008-02-26 61.24001
## 2008-02-27 61.61001
## 2008-02-29 61.57000
## 2008-03-03 61.49000
## 2008-03-04 61.78000
## 2008-03-05 61.96000
## 2008-03-06 62.34000
## 2008-03-07 62.55000
## 2008-03-10 62.58000
## 2008-03-11 62.70000
## 2008-03-12 62.84000
## 2008-03-13 62.68001
## 2008-03-14 62.63001
## 2008-03-17 62.55001
## 2008-03-18 62.25001
## 2008-03-19 62.13001
## 2008-03-20 61.90001
## 2008-03-21 61.98001
## 2008-03-24 62.60001
## 2008-03-25 63.08001
## 2008-03-26 63.40001
## 2008-03-27 63.58000
## 2008-03-28 63.70001
## 2008-03-31 64.02001
## 2008-04-01 64.21001
## 2008-04-02 64.40001
## 2008-04-03 64.58001
## 2008-04-07 64.60001
## 2008-04-08 64.30001
## 2008-04-09 63.89001
## 2008-04-10 63.64001
## 2008-04-11 63.67001
## 2008-04-14 63.74000
## 2008-04-15 63.73000
## 2008-04-16 64.07000
## 2008-04-17 64.38000
## 2008-04-18 64.62000
## 2008-04-21 64.86000
## 2008-04-22 65.15000
## 2008-04-23 65.30000
## 2008-04-24 65.24000
## 2008-04-25 65.30000
## 2008-04-28 65.65000
## 2008-04-29 65.82000
## 2008-04-30 65.97000
## 2008-05-02 66.06000
## 2008-05-05 66.10000
## 2008-05-06 66.16000
## 2008-05-07 66.25000
## 2008-05-08 66.54000
## 2008-05-09 66.78001
## 2008-05-12 67.07001
## 2008-05-13 67.31001
## 2008-05-14 67.70001
## 2008-05-15 67.89001
## 2008-05-16 68.01001
## 2008-05-19 68.23001
## 2008-05-20 68.25001
## 2008-05-21 68.16001
## 2008-05-22 68.10001
## 2008-05-23 68.02000
## 2008-05-26 67.81000
## 2008-05-27 67.50000
## 2008-05-28 67.34000
## 2008-05-29 67.19000
## 2008-05-30 66.83000
## 2008-06-02 66.65000
## 2008-06-03 66.44000
## 2008-06-04 66.42000
## 2008-06-05 66.51000
## 2008-06-06 66.80000
## 2008-06-09 66.78000
## 2008-06-10 66.59000
## 2008-06-11 66.48001
## 2008-06-12 66.25001
## 2008-06-13 66.17001
## 2008-06-16 66.00002
## 2008-06-17 65.91002
## 2008-06-18 65.75002
## 2008-06-19 65.40002
## 2008-06-20 64.93002
## 2008-06-23 64.81002
## 2008-06-24 64.84002
## 2008-06-25 64.87002
## 2008-06-26 64.89002
## 2008-06-27 64.81002
## 2008-06-30 64.72001
## 2008-07-01 64.62001
## 2008-07-02 64.25001
## 2008-07-03 63.70001
## 2008-07-04 63.23001
## 2008-07-07 62.83001
## 2008-07-08 62.30001
## 2008-07-09 61.63000
## 2008-07-10 61.08000
## 2008-07-11 60.92000
## 2008-07-14 60.48000
## 2008-07-15 59.82000
## 2008-07-16 59.02000
## 2008-07-17 58.89000
## 2008-07-18 58.79000
## 2008-07-21 58.76000
## 2008-07-22 58.66000
## 2008-07-23 58.47000
## 2008-07-24 58.41000
## 2008-07-25 57.95000
## 2008-07-29 57.39000
## 2008-07-30 57.33000
## 2008-07-31 57.57000
## 2008-08-01 57.42000
## 2008-08-04 57.19000
## 2008-08-05 56.75000
## 2008-08-06 56.84000
## 2008-08-07 57.03000
## 2008-08-08 57.19000
## 2008-08-11 57.47000
## 2008-08-12 58.09000
## 2008-08-13 58.51000
## 2008-08-14 58.94000
## 2008-08-15 59.40000
## 2008-08-18 59.84000
## 2008-08-19 60.30000
## 2008-08-20 60.42000
## 2008-08-21 60.41000
## 2008-08-22 60.38000
## 2008-08-25 60.37000
## 2008-08-26 60.25000
## 2008-08-27 60.17000
## 2008-08-28 60.13000
## 2008-08-29 59.96000
## 2008-09-01 59.61000
## 2008-09-02 59.04000
## 2008-09-03 58.54000
## 2008-09-04 57.94000
## 2008-09-05 57.22000
## 2008-09-08 56.84000
## 2008-09-09 56.27000
## 2008-09-10 55.60000
## 2008-09-11 54.82000
## 2008-09-12 54.20000
## 2008-09-15 53.71000
## 2008-09-16 53.38000
## 2008-09-17 53.17000
## 2008-09-18 53.03000
## 2008-09-19 53.29000
## 2008-09-22 53.20000
## 2008-09-23 53.27000
## 2008-09-24 53.23000
## 2008-09-25 53.30000
## 2008-09-26 53.37000
## 2008-09-30 53.45000
## 2008-10-01 53.60000
## 2008-10-02 53.45000
## 2008-10-03 53.39000
## 2008-10-06 52.73000
## 2008-10-07 52.12000
## 2008-10-08 51.24500
## 2008-10-09 50.52501
## 2008-10-13 49.89001
## 2008-10-14 49.54001
## 2008-10-15 49.11001
## 2008-10-16 48.51501
## 2008-10-17 47.87001
## 2008-10-20 47.15001
## 2008-10-21 46.66001
## 2008-10-22 45.95001
## 2008-10-23 45.44001
## 2008-10-24 44.80500
## 2008-10-27 43.97000
## 2008-10-28 42.95000
## 2008-10-29 42.33000
## 2008-10-30 42.16500
## 2008-10-31 42.47000
## 2008-11-03 42.75000
## 2008-11-04 43.14000
## 2008-11-05 43.68000
## 2008-11-06 44.03000
## 2008-11-07 44.40500
## 2008-11-10 44.89500
## 2008-11-11 45.23500
## 2008-11-12 45.37500
## 2008-11-13 44.93500
## 2008-11-14 44.30500
## 2008-11-17 43.68500
## 2008-11-18 42.73500
## 2008-11-19 41.73501
## 2008-11-20 40.95001
## 2008-11-21 40.45001
## 2008-11-24 39.86001
## 2008-11-25 39.54001
## 2008-11-26 39.10001
## 2008-11-27 39.14001
## 2008-11-28 39.05001
## 2008-12-01 39.05001
## 2008-12-02 38.99501
## 2008-12-03 38.91000
## 2008-12-04 38.93500
## 2008-12-05 38.80500
## 2008-12-08 39.05500
## 2008-12-09 39.14500
## 2008-12-10 39.61000
## 2008-12-11 40.01000
## 2008-12-12 40.11000
## 2008-12-15 40.37500
## 2008-12-16 41.03000
## 2008-12-17 41.91500
## 2008-12-18 42.71000
## 2008-12-19 43.48500
## 2008-12-22 43.96500
## 2008-12-23 44.27001
## 2008-12-24 44.24501
## 2008-12-25 44.06501
## 2008-12-26 44.22501
## 2008-12-29 44.21501
## 2008-12-30 44.28501
## 2008-12-31 44.12501
## 2009-01-01 44.06501
## 2009-01-02 44.01001
## 2009-01-05 44.17501
## 2009-01-06 44.35000
## 2009-01-07 44.46500
## 2009-01-08 44.31000
## 2009-01-09 44.07000
## 2009-01-12 43.90000
## 2009-01-13 43.76000
## 2009-01-14 43.62000
## 2009-01-15 43.28000
## 2009-01-16 43.01000
## 2009-01-19 42.48500
## 2009-01-20 41.88500
## 2009-01-21 41.45000
## 2009-02-02 41.47500
## 2009-02-03 41.66000
## 2009-02-04 41.78500
## 2009-02-05 41.64500
## 2009-02-06 41.81500
## 2009-02-09 42.26500
## 2009-02-10 42.58000
## 2009-02-11 43.08500
## 2009-02-12 43.66000
## 2009-02-13 44.23500
## 2009-02-16 44.64000
## 2009-02-17 44.73500
## 2009-02-18 44.90500
## 2009-02-19 45.20500
## 2009-02-20 45.12500
## 2009-02-23 45.07500
## 2009-02-24 44.99000
## 2009-02-25 44.85500
## 2009-02-26 44.82000
## 2009-02-27 44.72000
## 2009-03-02 44.61000
## 2009-03-03 44.69000
## 2009-03-04 44.83000
## 2009-03-05 44.95000
## 2009-03-06 45.41000
## 2009-03-09 45.73500
## 2009-03-10 46.05000
## 2009-03-11 46.45000
## 2009-03-12 46.77500
## 2009-03-13 47.23000
## 2009-03-16 47.75501
## 2009-03-17 48.29502
## 2009-03-18 48.73502
## 2009-03-19 48.99502
## 2009-03-20 48.91502
## 2009-03-23 49.12002
## 2009-03-24 49.64502
## 2009-03-25 49.99502
## 2009-03-26 50.34002
## 2009-03-27 50.58002
## 2009-03-30 50.78001
## 2009-03-31 50.92000
## 2009-04-01 50.95000
## 2009-04-02 51.27000
## 2009-04-03 51.76000
## 2009-04-06 51.97000
## 2009-04-07 51.94000
## 2009-04-08 51.73999
## 2009-04-09 51.80999
## 2009-04-10 51.91999
## 2009-04-13 51.98999
## 2009-04-14 52.09999
## 2009-04-15 52.22999
## 2009-04-16 52.11999
## 2009-04-17 51.89999
## 2009-04-20 51.84999
## 2009-04-21 51.79999
## 2009-04-22 51.85000
## 2009-04-23 51.74000
## 2009-04-24 51.49000
## 2009-04-27 51.27000
## 2009-04-28 51.12000
## 2009-04-29 51.08000
## 2009-04-30 51.47000
## 2009-05-01 51.95000
## 2009-05-04 52.66000
## 2009-05-05 53.30000
## 2009-05-06 53.98000
## 2009-05-07 54.50000
## 2009-05-08 55.08000
## 2009-05-11 55.65000
## 2009-05-12 56.09000
## 2009-05-13 56.57000
## 2009-05-14 56.50000
## 2009-05-15 56.46000
## 2009-05-18 56.16000
## 2009-05-19 56.06000
## 2009-05-20 55.93000
## 2009-05-21 55.94000
## 2009-05-22 55.93000
## 2009-05-25 55.88000
## 2009-05-26 56.00000
## 2009-05-27 56.40000
## 2009-05-28 56.99000
## 2009-05-29 57.55000
## 2009-06-01 57.85000
## 2009-06-02 58.14000
## 2009-06-03 58.50000
## 2009-06-04 58.63000
## 2009-06-05 58.75000
## 2009-06-08 58.84000
## 2009-06-09 58.79000
## 2009-06-10 58.57000
## 2009-06-11 58.36000
## 2009-06-12 57.92000
## 2009-06-15 57.35000
## 2009-06-16 56.72000
## 2009-06-17 55.94000
## 2009-06-18 55.42000
## 2009-06-19 54.91000
## 2009-06-22 54.55000
## 2009-06-23 54.07000
## 2009-06-24 53.54000
## 2009-06-25 53.08000
## 2009-06-26 52.92000
## 2009-06-29 52.93000
## 2009-06-30 53.04000
## 2009-07-01 53.34000
## 2009-07-02 53.58000
## 2009-07-03 53.85000
## 2009-07-06 53.99000
## 2009-07-07 54.40000
## 2009-07-08 54.55000
## 2009-07-09 54.71000
## 2009-07-10 54.88000
## 2009-07-13 55.04000
## 2009-07-14 55.15000
## 2009-07-15 55.01000
## 2009-07-16 54.91000
## 2009-07-17 54.81000
## 2009-07-20 54.85000
## 2009-07-21 54.86000
## 2009-07-22 54.95000
## 2009-07-23 55.07000
## 2009-07-24 55.18000
## 2009-07-27 55.44000
## 2009-07-28 55.65000
## 2009-07-29 55.94000
## 2009-07-30 56.13000
## 2009-07-31 56.62000
## 2009-08-03 56.97000
## 2009-08-04 57.18000
## 2009-08-05 57.34000
## 2009-08-06 57.37000
## 2009-08-10 57.43000
## 2009-08-11 57.38000
## 2009-08-12 57.34000
## 2009-08-13 57.55000
## 2009-08-14 57.84000
## 2009-08-17 57.73000
## 2009-08-18 57.66000
## 2009-08-19 57.64000
## 2009-08-20 57.72000
## 2009-08-21 57.72000
## 2009-08-24 57.78000
## 2009-08-25 57.94000
## 2009-08-26 58.09000
## 2009-08-27 58.11000
## 2009-08-28 58.17000
## 2009-08-31 58.31000
## 2009-09-01 58.65000
## 2009-09-02 58.87000
## 2009-09-03 59.08000
## 2009-09-04 59.40000
## 2009-09-07 59.76000
## 2009-09-08 60.16000
## 2009-09-09 60.46000
## 2009-09-10 60.93000
## 2009-09-11 61.22000
## 2009-09-14 61.45000
## 2009-09-15 61.60000
## 2009-09-16 61.91000
## 2009-09-17 62.18000
## 2009-09-18 62.45000
## 2009-09-21 62.48000
## 2009-09-22 62.46000
## 2009-09-23 62.49000
## 2009-09-24 62.22000
## 2009-09-25 62.09000
## 2009-09-28 62.01000
## 2009-09-29 62.13000
## 2009-09-30 62.31000
## 2009-10-01 62.56000
## 2009-10-02 62.56000
## 2009-10-05 62.53000
## 2009-10-06 62.52000
## 2009-10-07 62.50000
## 2009-10-08 62.51000
## 2009-10-09 62.51000
## 2009-10-12 62.56000
## 2009-10-13 62.37000
## 2009-10-14 62.27000
## 2009-10-15 62.15000
## 2009-10-16 62.07000
## 2009-10-19 62.01000
## 2009-10-20 61.97000
## 2009-10-21 61.92000
## 2009-10-22 62.01000
## 2009-10-23 62.05000
## 2009-10-26 62.08000
## 2009-10-27 62.03000
## 2009-10-28 61.73000
## 2009-10-29 61.38000
## 2009-10-30 61.19000
## 2009-11-02 61.03000
## 2009-11-03 60.75000
## 2009-11-04 60.55000
## 2009-11-05 60.34000
## 2009-11-06 60.19000
## 2009-11-09 60.04000
## 2009-11-10 59.96000
## 2009-11-11 60.13000
## 2009-11-12 60.32000
## 2009-11-13 60.50000
## 2009-11-16 60.76000
## 2009-11-17 61.10000
## 2009-11-18 61.43000
## 2009-11-19 61.75000
## 2009-11-20 61.92000
## 2009-11-23 62.12000
## 2009-11-24 62.31000
## 2009-11-25 62.36000
## 2009-11-26 62.34000
## 2009-11-27 62.16000
## 2009-11-30 62.03000
## 2009-12-01 61.84000
## 2009-12-02 61.63000
## 2009-12-03 61.49000
## 2009-12-04 61.47000
## 2009-12-07 61.52000
## 2009-12-08 61.52000
## 2009-12-09 61.49000
## 2009-12-10 61.42000
## 2009-12-11 61.68000
## 2009-12-14 61.84000
## 2009-12-15 62.04000
## 2009-12-16 62.14000
## 2009-12-17 62.21000
## 2009-12-18 62.25000
## 2009-12-21 62.22000
## 2009-12-22 62.27000
## 2009-12-23 62.37000
## 2009-12-24 62.60000
## 2009-12-25 62.68000
## 2009-12-28 62.78000
## 2009-12-29 62.84000
## 2009-12-30 63.05000
## 2009-12-31 63.28000
## 2010-01-01 63.54000
## 2010-01-04 63.81000
## 2010-01-05 63.97000
## 2010-01-06 64.12000
## 2010-01-07 64.18000
## 2010-01-08 64.24000
## 2010-01-11 64.32000
## 2010-01-12 64.35000
## 2010-01-13 64.24000
## 2010-01-14 64.11000
## 2010-01-15 64.01000
## 2010-01-18 63.81000
## 2010-01-19 63.61000
## 2010-01-20 63.42000
## 2010-01-21 63.26000
## 2010-01-22 62.97000
## 2010-01-25 62.56000
## 2010-01-26 62.21000
## 2010-01-27 61.89000
## 2010-01-28 61.57000
## 2010-01-29 61.37000
## 2010-02-01 61.06000
## 2010-02-02 60.71000
## 2010-02-03 60.39000
## 2010-02-04 60.04000
## 2010-02-05 59.65000
## 2010-02-08 59.35000
## 2010-02-09 59.20000
## 2010-02-10 59.08000
## 2010-02-22 58.98000
## 2010-02-23 58.81000
## 2010-02-24 58.68000
## 2010-02-25 58.60000
## 2010-02-26 58.50000
## 2010-03-01 58.55000
## 2010-03-02 58.82000
## 2010-03-03 59.08000
## 2010-03-04 59.14000
## 2010-03-05 59.34000
## 2010-03-08 59.56000
## 2010-03-09 59.71000
## 2010-03-10 60.00000
## 2010-03-11 60.32000
## 2010-03-12 60.52000
## 2010-03-15 60.54000
## 2010-03-16 60.52000
## 2010-03-17 60.57000
## 2010-03-18 60.69000
## 2010-03-19 60.65000
## 2010-03-22 60.43000
## 2010-03-23 60.26000
## 2010-03-24 60.18000
## 2010-03-25 60.19000
## 2010-03-26 60.31000
## 2010-03-29 60.55000
## 2010-03-30 60.80000
## 2010-03-31 60.90000
## 2010-04-01 61.07000
## 2010-04-02 61.31000
## 2010-04-06 61.75000
## 2010-04-07 62.14000
## 2010-04-08 62.31000
## 2010-04-09 62.43000
## 2010-04-12 62.54000
## 2010-04-13 62.61000
## 2010-04-14 62.77000
## 2010-04-15 63.06000
## 2010-04-16 63.15000
## 2010-04-19 63.17000
## 2010-04-20 63.11000
## 2010-04-21 63.00000
## 2010-04-22 62.93000
## 2010-04-23 62.83000
## 2010-04-26 62.87000
## 2010-04-27 62.95000
## 2010-04-28 62.78000
## 2010-04-29 62.50000
## 2010-04-30 62.38000
## 2010-05-03 62.28000
## 2010-05-04 62.10000
## 2010-05-05 61.84000
## 2010-05-06 61.63000
## 2010-05-07 61.40000
## 2010-05-10 61.03000
## 2010-05-11 60.67000
## 2010-05-12 60.47000
## 2010-05-13 60.43000
## 2010-05-14 60.37000
## 2010-05-17 60.13000
## 2010-05-18 59.98000
## 2010-05-19 59.93000
## 2010-05-20 59.87000
## 2010-05-21 59.81000
## 2010-05-24 59.73000
## 2010-05-25 59.56000
## 2010-05-26 59.44000
## 2010-05-27 59.19000
## 2010-05-28 58.94000
## 2010-05-31 59.04000
## 2010-06-01 59.07000
## 2010-06-02 59.12000
## 2010-06-03 59.31000
## 2010-06-04 59.53000
## 2010-06-07 59.55000
## 2010-06-08 59.56000
## 2010-06-09 59.53000
## 2010-06-10 59.60000
## 2010-06-11 59.78000
## 2010-06-14 59.87000
## 2010-06-15 60.03000
## 2010-06-17 60.26000
## 2010-06-18 60.45000
## 2010-06-21 60.68000
## 2010-06-22 61.02000
## 2010-06-23 61.38000
## 2010-06-24 61.72000
## 2010-06-25 61.92000
## 2010-06-28 62.04000
## 2010-06-29 62.03000
## 2010-06-30 61.95000
## 2010-07-01 61.74000
## 2010-07-02 61.50000
## 2010-07-05 61.31000
## 2010-07-06 61.04000
## 2010-07-07 60.78000
## 2010-07-08 60.62000
## 2010-07-09 60.52000
## 2010-07-12 60.33000
## 2010-07-13 60.19000
## 2010-07-14 60.17000
## 2010-07-15 60.20000
## 2010-07-16 60.16000
## 2010-07-19 60.13000
## 2010-07-20 60.29000
## 2010-07-21 60.52000
## 2010-07-22 60.68000
## 2010-07-23 60.92000
## 2010-07-26 61.20000
## 2010-07-27 61.49000
## 2010-07-28 61.75000
## 2010-07-29 62.02000
## 2010-07-30 62.27000
## 2010-08-02 62.39000
## 2010-08-03 62.44000
## 2010-08-04 62.46000
## 2010-08-05 62.45000
## 2010-08-06 62.26000
## 2010-08-09 62.07000
## 2010-08-10 61.92000
## 2010-08-11 61.72000
## 2010-08-12 61.44000
## 2010-08-13 61.21000
## 2010-08-16 61.01000
## 2010-08-17 60.79000
## 2010-08-18 60.55000
## 2010-08-19 60.37000
## 2010-08-20 60.27000
## 2010-08-23 60.21000
## 2010-08-24 60.07000
## 2010-08-25 59.84000
## 2010-08-26 59.70000
## 2010-08-27 59.57000
## 2010-08-30 59.48000
## 2010-08-31 59.39000
## 2010-09-01 59.34000
## 2010-09-02 59.28000
## 2010-09-03 59.27000
## 2010-09-06 59.31000
## 2010-09-07 59.37000
## 2010-09-08 59.43000
## 2010-09-09 59.50000
## 2010-09-10 59.55000
## 2010-09-13 59.70000
## 2010-09-14 59.91000
## 2010-09-15 60.12000
## 2010-09-16 60.22000
## 2010-09-17 60.36000
## 2010-09-20 60.51000
## 2010-09-21 60.67000
## 2010-09-23 60.74000
## 2010-09-24 60.80000
## 2010-09-27 60.94000
## 2010-09-28 60.95000
## 2010-09-29 61.00000
## 2010-09-30 61.08000
## 2010-10-01 61.23000
## 2010-10-04 61.30000
## 2010-10-05 61.21000
## 2010-10-06 61.21000
## 2010-10-07 61.34000
## 2010-10-08 61.51000
## 2010-10-11 61.59000
## 2010-10-12 61.59000
## 2010-10-13 61.54000
## 2010-10-14 61.52000
## 2010-10-15 61.51000
## 2010-10-18 61.37000
## 2010-10-19 61.33000
## 2010-10-20 61.25000
## 2010-10-21 61.22000
## 2010-10-22 61.22000
## 2010-10-25 61.27000
## 2010-10-26 61.40000
## 2010-10-27 61.50000
## 2010-10-28 61.59000
## 2010-10-29 61.68000
## 2010-11-01 61.98000
## 2010-11-02 62.24000
## 2010-11-03 62.53000
## 2010-11-04 62.82000
## 2010-11-05 63.06000
## 2010-11-08 63.19000
## 2010-11-09 63.36000
## 2010-11-10 63.58000
## 2010-11-11 63.68000
## 2010-11-12 63.70000
## 2010-11-15 63.74000
## 2010-11-16 63.86000
## 2010-11-17 63.85000
## 2010-11-18 63.79000
## 2010-11-19 63.74000
## 2010-11-22 63.79000
## 2010-11-23 63.73000
## 2010-11-24 63.63000
## 2010-11-25 63.70000
## 2010-11-26 63.84000
## 2010-11-29 63.88000
## 2010-11-30 63.77000
## 2010-12-01 63.85000
## 2010-12-02 64.14000
## 2010-12-03 64.60000
## 2010-12-06 65.07000
## 2010-12-07 65.53000
## 2010-12-08 66.01000
## 2010-12-09 66.57000
## 2010-12-10 67.10000
## 2010-12-13 67.61000
## 2010-12-14 68.17000
## 2010-12-15 68.71000
## 2010-12-16 69.21000
## 2010-12-17 69.67000
## 2010-12-20 69.94000
## 2010-12-21 70.27000
## 2010-12-22 70.59000
## 2010-12-23 70.69000
## 2010-12-24 70.80000
## 2010-12-27 70.93000
## 2010-12-28 71.12000
## 2010-12-29 71.18000
## 2010-12-30 71.12000
## 2010-12-31 70.93000
## 2011-01-03 70.92000
## 2011-01-04 70.91000
## 2011-01-05 70.77000
## 2011-01-06 70.77000
## 2011-01-07 70.94000
## 2011-01-10 71.29000
## 2011-01-11 71.65000
## 2011-01-12 72.08000
## 2011-01-13 72.48000
## 2011-01-14 72.86000
## 2011-01-17 73.33000
## 2011-01-18 73.89000
## 2011-01-19 74.71000
## 2011-01-20 75.25000
## 2011-01-21 75.46000
## 2011-01-24 75.57000
## 2011-01-25 75.62000
## 2011-01-26 75.59000
## 2011-01-27 75.65000
## 2011-01-28 75.80000
## 2011-02-08 75.77000
## 2011-02-09 75.47000
## 2011-02-10 74.87000
## 2011-02-11 74.37000
## 2011-02-14 74.16000
## 2011-02-15 73.88000
## 2011-02-16 73.59000
## 2011-02-17 73.38000
## 2011-02-18 73.16000
## 2011-02-21 72.87000
## 2011-02-22 72.57000
## 2011-02-23 72.29000
## 2011-02-24 72.14000
## 2011-02-25 72.05000
## 2011-03-01 71.94000
## 2011-03-02 71.73000
## 2011-03-03 71.60000
## 2011-03-04 71.53000
## 2011-03-07 71.32000
## 2011-03-08 71.13000
## 2011-03-09 71.02000
## 2011-03-10 70.97000
## 2011-03-11 70.92000
## 2011-03-14 70.90000
## 2011-03-15 70.56000
## 2011-03-16 70.37000
## 2011-03-17 70.03000
## 2011-03-18 69.68000
## 2011-03-21 69.49000
## 2011-03-22 69.20000
## 2011-03-23 68.93000
## 2011-03-24 68.82000
## 2011-03-25 68.94000
## 2011-03-28 69.01000
## 2011-03-29 69.29000
## 2011-03-30 69.47000
## 2011-03-31 69.79000
## 2011-04-01 70.03000
## 2011-04-06 70.42000
## 2011-04-07 70.84000
## 2011-04-08 71.26000
## 2011-04-11 71.43000
## 2011-04-12 71.32000
## 2011-04-13 71.29000
## 2011-04-14 71.19000
## 2011-04-15 71.08000
## 2011-04-18 70.92000
## 2011-04-19 70.66000
## 2011-04-20 70.35000
## 2011-04-21 70.14000
## 2011-04-22 69.94000
## 2011-04-25 69.86000
## 2011-04-26 69.88000
## 2011-04-27 70.04000
## 2011-04-28 70.36000
## 2011-04-29 70.76000
## 2011-05-03 71.32000
## 2011-05-04 71.89000
## 2011-05-05 72.39000
## 2011-05-06 72.82000
## 2011-05-09 73.28000
## 2011-05-10 73.69000
## 2011-05-11 74.16000
## 2011-05-12 74.50000
## 2011-05-13 74.79000
## 2011-05-16 74.96000
## 2011-05-17 75.06000
## 2011-05-18 75.21000
## 2011-05-19 75.25000
## 2011-05-20 75.30000
## 2011-05-23 75.26000
## 2011-05-24 75.30000
## 2011-05-25 75.25000
## 2011-05-26 75.10000
## 2011-05-27 74.91000
## 2011-05-30 74.93000
## 2011-05-31 75.04000
## 2011-06-01 75.21000
## 2011-06-02 75.33000
## 2011-06-03 75.50000
## 2011-06-07 75.74000
## 2011-06-08 76.01000
## 2011-06-09 76.25000
## 2011-06-10 76.36000
## 2011-06-13 76.43000
## 2011-06-14 76.54000
## 2011-06-15 76.57000
## 2011-06-16 76.42000
## 2011-06-17 76.20000
## 2011-06-20 75.97000
## 2011-06-21 75.81000
## 2011-06-22 75.56000
## 2011-06-23 75.29000
## 2011-06-24 75.05000
## 2011-06-27 74.78000
## 2011-06-28 74.41000
## 2011-06-29 73.85000
## 2011-06-30 73.52000
## 2011-07-01 73.38000
## 2011-07-04 73.24000
## 2011-07-05 72.97000
## 2011-07-06 72.75000
## 2011-07-07 72.49000
## 2011-07-08 72.45000
## 2011-07-11 72.38000
## 2011-07-12 72.16000
## 2011-07-13 72.24000
## 2011-07-14 72.09000
## 2011-07-15 71.80000
## 2011-07-18 71.42000
## 2011-07-19 70.95000
## 2011-07-20 70.83000
## 2011-07-21 70.83000
## 2011-07-22 70.78000
## 2011-07-25 70.85000
## 2011-07-26 71.19000
## 2011-07-27 71.31000
## 2011-07-28 71.54000
## 2011-07-29 71.75000
## 2011-08-01 72.04000
## 2011-08-02 72.33000
## 2011-08-03 72.18000
## 2011-08-04 72.02000
## 2011-08-05 71.48000
## 2011-08-08 70.80000
## 2011-08-09 69.76000
## 2011-08-10 69.00000
## 2011-08-11 68.34000
## 2011-08-12 67.65000
## 2011-08-15 67.07000
## 2011-08-16 66.53000
## 2011-08-17 66.10000
## 2011-08-18 65.54000
## 2011-08-19 65.27000
## 2011-08-22 65.25000
## 2011-08-23 65.60000
## 2011-08-24 65.77000
## 2011-08-25 65.83000
## 2011-08-26 66.11000
## 2011-08-29 66.37000
## 2011-08-30 66.67000
## 2011-08-31 67.03000
## 2011-09-01 67.45000
## 2011-09-02 67.81000
## 2011-09-05 67.97000
## 2011-09-06 67.90000
## 2011-09-07 68.01000
## 2011-09-08 68.18000
## 2011-09-09 68.32000
## 2011-09-13 68.22000
## 2011-09-14 68.04000
## 2011-09-15 68.01000
## 2011-09-16 68.26000
## 2011-09-19 68.63000
## 2011-09-20 69.02000
## 2011-09-21 69.61000
## 2011-09-22 69.65000
## 2011-09-23 69.53000
## 2011-09-26 69.32000
## 2011-09-27 69.47000
## 2011-09-28 69.78000
## 2011-09-29 69.90000
## 2011-09-30 69.79000
## 2011-10-03 69.53000
## 2011-10-04 69.39000
## 2011-10-05 69.10000
## 2011-10-06 69.10000
## 2011-10-07 69.26000
## 2011-10-11 69.54000
## 2011-10-12 69.59000
## 2011-10-13 69.60000
## 2011-10-14 69.60000
## 2011-10-17 69.71000
## 2011-10-18 69.92000
## 2011-10-19 70.12000
## 2011-10-20 70.18000
## 2011-10-21 70.31000
## 2011-10-24 70.57000
## 2011-10-25 70.72000
## 2011-10-26 70.87000
## 2011-10-27 71.02000
## 2011-10-28 71.30000
## 2011-10-31 71.55000
## 2011-11-01 71.86000
## 2011-11-02 72.14000
## 2011-11-03 72.52000
## 2011-11-04 72.95000
## 2011-11-07 73.28000
## 2011-11-08 73.58000
## 2011-11-09 73.80000
## 2011-11-10 73.87000
## 2011-11-11 73.90000
## 2011-11-14 74.13000
## 2011-11-15 74.35000
## 2011-11-16 74.50000
## 2011-11-17 74.72000
## 2011-11-18 74.68000
## 2011-11-21 74.51000
## 2011-11-22 74.46000
## 2011-11-23 74.39000
## 2011-11-24 74.41000
## 2011-11-25 74.23000
## 2011-11-28 74.00000
## 2011-11-29 73.76000
## 2011-11-30 73.68000
## 2011-12-01 73.77000
## 2011-12-02 73.95000
## 2011-12-05 74.25000
## 2011-12-06 74.39000
## 2011-12-07 74.69000
## 2011-12-08 75.04000
## 2011-12-09 75.29000
## 2011-12-12 75.43000
## 2011-12-13 75.59000
## 2011-12-14 75.58000
## 2011-12-15 75.17000
## 2011-12-16 74.84000
## 2011-12-19 74.46000
## 2011-12-20 74.20000
## 2011-12-21 74.16000
## 2011-12-22 74.03000
## 2011-12-23 74.16000
## 2011-12-26 74.16000
## 2011-12-27 74.19000
## 2011-12-28 74.31000
## 2011-12-29 74.64000
## 2011-12-30 74.95000
## 2012-01-02 75.28000
## 2012-01-03 75.58000
## 2012-01-04 75.56000
## 2012-01-05 75.64000
## 2012-01-06 75.66000
## 2012-01-09 75.72000
## 2012-01-10 75.82000
## 2012-01-11 75.90000
## 2012-01-12 76.02000
## 2012-01-13 76.19000
## 2012-01-16 76.14000
## 2012-01-17 76.12000
## 2012-01-18 76.21000
## 2012-01-19 76.30000
## 2012-01-20 76.41000
## 2012-01-23 76.52000
## 2012-01-24 76.54000
## 2012-01-25 76.56000
## 2012-01-26 76.53000
## 2012-01-27 76.45000
## 2012-01-30 76.79000
## 2012-01-31 77.08000
## 2012-02-01 77.11000
## 2012-02-02 77.12000
## 2012-02-03 77.07000
## 2012-02-06 77.14000
## 2012-02-07 77.21000
## 2012-02-08 77.29000
## 2012-02-09 77.42000
## 2012-02-10 77.44000
## 2012-02-13 77.23000
## 2012-02-14 77.11000
## 2012-02-15 77.26000
## 2012-02-16 77.43000
## 2012-02-17 77.81000
## 2012-02-20 78.07000
## 2012-02-21 78.33000
## 2012-02-22 78.55000
## 2012-02-23 78.56000
## 2012-02-24 78.78000
## 2012-02-27 79.03000
## 2012-02-28 79.21000
## 2012-02-29 79.47000
## 2012-03-01 79.63000
## 2012-03-02 79.63000
## 2012-03-05 79.52000
## 2012-03-06 79.47000
## 2012-03-07 79.41000
## 2012-03-08 79.57000
## 2012-03-09 79.66000
## 2012-03-12 79.75000
## 2012-03-13 79.97000
## 2012-03-14 80.18000
## 2012-03-15 80.49000
## 2012-03-16 80.60000
## 2012-03-19 81.08000
## 2012-03-20 81.45000
## 2012-03-21 82.03000
## 2012-03-22 82.58000
## 2012-03-23 83.12000
## 2012-03-26 83.48000
## 2012-03-27 83.93000
## 2012-03-28 84.16000
## 2012-03-29 84.25000
## 2012-03-30 84.63000
## 2012-04-02 84.77000
## 2012-04-03 84.95000
## 2012-04-04 84.96000
## 2012-04-05 84.75000
## 2012-04-06 84.59000
## 2012-04-09 84.53000
## 2012-04-10 84.15000
## 2012-04-11 83.84000
## 2012-04-12 83.69000
## 2012-04-13 83.69000
## 2012-04-16 83.67000
## 2012-04-17 83.55000
## 2012-04-18 83.55000
## 2012-04-19 83.82000
## 2012-04-20 83.87000
## 2012-04-23 84.00000
## 2012-04-24 84.26000
## 2012-04-25 84.44000
## 2012-04-26 84.58000
## 2012-04-27 84.69000
## 2012-04-30 84.88000
## 2012-05-01 85.18000
## 2012-05-02 85.52000
## 2012-05-03 85.83000
## 2012-05-04 86.16000
## 2012-05-07 86.29000
## 2012-05-08 86.27000
## 2012-05-09 86.31000
## 2012-05-10 86.44000
## 2012-05-11 86.39000
## 2012-05-14 86.25000
## 2012-05-15 86.12000
## 2012-05-16 85.62000
## 2012-05-17 85.24000
## 2012-05-18 84.66000
## 2012-05-21 84.35000
## 2012-05-22 84.13000
## 2012-05-23 83.58000
## 2012-05-24 83.11000
## 2012-05-25 82.56000
## 2012-05-28 82.18000
## 2012-05-29 81.86000
## 2012-05-30 81.69000
## 2012-05-31 81.69000
## 2012-06-01 81.50000
## 2012-06-04 80.90000
## 2012-06-05 80.50000
## 2012-06-06 80.37000
## 2012-06-07 80.29000
## 2012-06-08 80.08000
## 2012-06-11 79.96000
## 2012-06-12 79.67000
## 2012-06-13 79.50000
## 2012-06-14 78.91000
## 2012-06-15 78.73000
## 2012-06-18 79.16000
## 2012-06-19 79.39000
## 2012-06-20 79.77000
## 2012-06-21 79.85000
## 2012-06-22 80.07000
## 2012-06-25 79.99000
## 2012-06-26 79.92000
## 2012-06-27 79.85000
## 2012-06-28 79.92000
## 2012-06-29 80.24000
## 2012-07-02 80.49000
## 2012-07-03 80.86000
## 2012-07-04 80.82000
## 2012-07-05 80.86000
## 2012-07-06 80.94000
## 2012-07-09 80.98000
## 2012-07-10 81.02000
## 2012-07-11 80.90000
## 2012-07-12 80.48000
## 2012-07-13 79.93000
## 2012-07-16 79.15000
## 2012-07-17 78.21000
## 2012-07-18 77.57000
## 2012-07-19 77.22000
## 2012-07-20 76.80000
## 2012-07-23 76.23000
## 2012-07-24 75.80000
## 2012-07-25 75.45000
## 2012-07-26 75.51000
## 2012-07-27 75.86000
## 2012-07-30 76.21000
## 2012-07-31 76.83000
## 2012-08-01 77.35000
## 2012-08-02 77.60000
## 2012-08-03 77.91000
## 2012-08-06 78.57000
## 2012-08-07 79.23000
## 2012-08-08 79.82000
## 2012-08-09 80.42000
## 2012-08-10 80.69000
## 2012-08-13 81.06000
## 2012-08-14 81.28000
## 2012-08-15 81.58000
## 2012-08-16 81.87000
## 2012-08-17 82.09000
## 2012-08-20 82.24000
## 2012-08-21 82.46000
## 2012-08-22 82.65000
## 2012-08-23 82.69000
## 2012-08-24 82.69000
## 2012-08-27 82.72000
## 2012-08-28 82.64000
## 2012-08-29 82.61000
## 2012-08-30 82.59000
## 2012-08-31 82.72000
## 2012-09-03 82.87000
## 2012-09-04 82.91000
## 2012-09-05 82.87000
## 2012-09-06 82.71000
## 2012-09-07 82.89000
## 2012-09-10 82.94000
## 2012-09-11 83.14000
## 2012-09-12 83.32000
## 2012-09-13 83.55000
## 2012-09-14 83.87000
## 2012-09-17 84.13000
## 2012-09-18 84.30000
## 2012-09-19 84.70000
## 2012-09-20 85.12000
## 2012-09-21 85.31000
## 2012-09-24 85.57000
## 2012-09-25 85.72000
## 2012-09-26 85.91000
## 2012-09-27 86.17000
## 2012-09-28 86.50000
## 2012-10-01 86.74000
## 2012-10-02 87.13000
## 2012-10-03 87.51000
## 2012-10-04 88.04000
## 2012-10-05 88.57000
## 2012-10-08 88.87000
## 2012-10-09 88.99000
## 2012-10-10 89.06000
## 2012-10-11 88.85000
## 2012-10-12 88.50000
## 2012-10-15 88.25000
## 2012-10-16 88.04000
## 2012-10-17 87.80000
## 2012-10-18 87.55000
## 2012-10-19 87.12000
## 2012-10-22 86.81000
## 2012-10-23 86.67000
## 2012-10-24 86.50000
## 2012-10-25 86.43000
## 2012-10-26 86.53000
## 2012-10-29 86.70000
## 2012-10-30 86.75000
## 2012-10-31 86.88000
## 2012-11-01 86.99000
## 2012-11-02 87.31000
## 2012-11-05 87.74000
## 2012-11-06 88.21000
## 2012-11-07 88.77000
## 2012-11-08 89.34000
## 2012-11-09 89.69000
## 2012-11-12 90.01000
## 2012-11-13 90.24000
## 2012-11-14 90.42000
## 2012-11-15 90.52000
## 2012-11-16 90.55000
## 2012-11-19 90.52000
## 2012-11-20 90.52000
## 2012-11-21 90.47000
## 2012-11-22 90.55000
## 2012-11-23 91.02000
## 2012-11-26 91.42000
## 2012-11-27 92.02000
## 2012-11-28 92.56000
## 2012-11-29 93.19000
## 2012-11-30 94.04000
## 2012-12-03 94.83000
## 2012-12-04 95.45000
## 2012-12-05 96.09000
## 2012-12-06 96.62000
## 2012-12-07 96.88000
## 2012-12-10 97.00000
## 2012-12-11 97.20000
## 2012-12-12 97.45000
## 2012-12-13 97.72000
## 2012-12-14 97.69000
## 2012-12-17 97.60000
## 2012-12-18 97.61000
## 2012-12-19 97.65000
## 2012-12-20 97.59000
## 2012-12-21 97.26000
## 2012-12-24 97.13000
## 2012-12-25 96.95000
## 2012-12-26 96.71000
## 2012-12-27 96.35000
## 2012-12-28 96.21000
## 2012-12-31 96.21000
## 2013-01-01 96.24000
## 2013-01-02 96.47000
## 2013-01-03 96.97000
## 2013-01-04 97.64000
## 2013-01-07 98.17000
## 2013-01-08 98.49000
## 2013-01-09 98.89000
## 2013-01-10 99.43000
## 2013-01-11 99.83000
## 2013-01-14 100.33000
## 2013-01-15 100.68000
## 2013-01-16 100.64000
## 2013-01-17 100.47000
## 2013-01-18 100.47000
## 2013-01-21 100.47000
## 2013-01-22 100.60000
## 2013-01-23 100.70000
## 2013-01-24 100.59000
## 2013-01-25 100.39000
## 2013-01-28 100.12000
## 2013-01-29 100.17000
## 2013-01-30 100.40000
## 2013-01-31 100.62000
## 2013-02-01 100.62000
## 2013-02-04 100.87000
## 2013-02-05 101.07000
## 2013-02-06 101.47000
## 2013-02-07 101.98000
## 2013-02-08 102.58000
## 2013-02-11 103.15000
## 2013-02-12 103.55000
## 2013-02-13 103.90000
## 2013-02-14 104.25000
## 2013-02-15 104.60000
## 2013-02-18 105.00000
## 2013-02-19 105.40000
## 2013-02-20 105.80000
## 2013-02-21 106.00000
## 2013-02-22 106.05000
## 2013-02-25 106.05000
## 2013-02-26 105.90000
## 2013-02-27 105.85000
## 2013-02-28 105.80000
## 2013-03-01 105.80000
## 2013-03-04 105.30000
## 2013-03-05 105.00000
## 2013-03-06 104.50000
## 2013-03-07 104.10000
## 2013-03-08 103.90000
## 2013-03-11 103.60000
## 2013-03-12 103.50000
## 2013-03-13 103.50000
## 2013-03-14 103.45000
## 2013-03-15 103.25000
## 2013-03-18 103.10000
## 2013-03-19 102.70000
## 2013-03-20 102.18000
## 2013-03-21 101.75000
## 2013-03-22 101.20000
## 2013-03-25 100.95000
## 2013-03-26 100.60000
## 2013-03-27 100.20000
## 2013-03-28 99.80000
## 2013-03-29 99.55000
## 2013-04-01 99.60000
## 2013-04-02 99.65000
## 2013-04-03 99.82000
## 2013-04-04 100.00000
## 2013-04-05 100.25000
## 2013-04-08 100.15000
## 2013-04-09 100.00000
## 2013-04-10 99.78000
## 2013-04-11 99.93000
## 2013-04-12 99.93000
## 2013-04-15 99.77000
## 2013-04-16 99.77000
## 2013-04-17 99.72000
## 2013-04-18 99.66000
## 2013-04-19 100.26000
## 2013-04-22 101.26000
## 2013-04-23 102.11000
## 2013-04-24 102.88000
## 2013-04-25 103.43000
## 2013-04-26 104.23000
## 2013-04-29 105.09000
## 2013-04-30 105.99000
## 2013-05-01 106.94000
## 2013-05-02 108.00000
## 2013-05-03 108.35000
## 2013-05-06 108.65000
## 2013-05-07 109.30000
## 2013-05-08 110.15000
## 2013-05-09 110.95000
## 2013-05-10 111.55000
## 2013-05-13 112.20000
## 2013-05-14 112.80000
## 2013-05-15 113.35000
## 2013-05-16 113.65000
## 2013-05-17 114.00000
## 2013-05-20 114.25000
## 2013-05-21 114.25000
## 2013-05-22 114.00000
## 2013-05-23 113.30000
## 2013-05-24 112.80000
## 2013-05-27 112.55000
## 2013-05-28 111.95000
## 2013-05-29 111.55000
## 2013-05-30 111.20000
## 2013-05-31 110.80000
## 2013-06-03 110.15000
## 2013-06-04 109.80000
## 2013-06-05 109.55000
## 2013-06-06 109.50000
## 2013-06-07 109.40000
## 2013-06-10 109.05000
## 2013-06-11 108.90000
## 2013-06-12 108.60000
## 2013-06-13 108.05000
## 2013-06-14 107.70000
## 2013-06-17 107.55000
## 2013-06-18 107.30000
## 2013-06-19 106.90000
## 2013-06-20 106.55000
## 2013-06-21 106.05000
## 2013-06-24 105.30000
## 2013-06-25 104.60000
## 2013-06-26 103.95000
## 2013-06-27 103.95000
## 2013-06-28 104.45000
## 2013-07-01 104.65000
## 2013-07-02 105.00000
## 2013-07-03 105.15000
## 2013-07-04 105.45000
## 2013-07-05 106.00000
## 2013-07-08 106.40000
## 2013-07-09 106.90000
## 2013-07-10 107.35000
## 2013-07-11 107.85000
## 2013-07-12 107.75000
## 2013-07-15 107.90000
## 2013-07-16 107.70000
## 2013-07-17 107.90000
## 2013-07-18 107.75000
## 2013-07-19 106.67000
## 2013-07-22 105.87000
## 2013-07-23 105.27000
## 2013-07-24 104.87000
## 2013-07-25 104.17000
## 2013-07-26 103.42000
## 2013-07-29 102.47000
## 2013-07-30 101.87000
## 2013-07-31 101.22000
## 2013-08-01 100.72000
## 2013-08-02 100.95000
## 2013-08-05 101.30000
## 2013-08-06 101.18000
## 2013-08-07 100.68000
## 2013-08-08 100.07000
## 2013-08-09 99.46000
## 2013-08-12 99.06000
## 2013-08-13 98.58000
## 2013-08-14 98.01000
## 2013-08-15 97.56000
## 2013-08-16 97.16000
## 2013-08-19 96.66000
## 2013-08-20 96.22000
## 2013-08-21 95.96000
## 2013-08-22 95.77000
## 2013-08-23 95.83000
## 2013-08-26 95.91000
## 2013-08-27 95.75000
## 2013-08-28 95.75000
## 2013-08-29 96.02000
## 2013-08-30 96.42000
## 2013-09-02 97.07000
## 2013-09-03 97.83000
## 2013-09-04 98.44000
## 2013-09-05 99.14000
## 2013-09-06 99.64000
## 2013-09-09 100.26000
## 2013-09-10 101.15000
## 2013-09-11 101.92000
## 2013-09-12 102.40000
## 2013-09-13 102.60000
## 2013-09-16 102.95000
## 2013-09-17 103.30000
## 2013-09-18 103.55000
## 2013-09-20 103.70000
## 2013-09-23 104.05000
## 2013-09-24 104.25000
## 2013-09-25 104.10000
## 2013-09-26 103.80000
## 2013-09-27 103.75000
## 2013-09-30 103.55000
## 2013-10-01 103.15000
## 2013-10-02 102.90000
## 2013-10-03 103.10000
## 2013-10-04 103.20000
## 2013-10-07 102.95000
## 2013-10-08 102.95000
## 2013-10-09 103.15000
## 2013-10-10 103.50000
## 2013-10-11 103.85000
## 2013-10-14 104.30000
## 2013-10-15 104.85000
## 2013-10-16 105.15000
## 2013-10-17 105.35000
## 2013-10-18 105.95000
## 2013-10-21 106.65000
## 2013-10-22 107.30000
## 2013-10-23 107.90000
## 2013-10-24 108.40000
## 2013-10-25 108.45000
## 2013-10-28 108.90000
## 2013-10-29 109.15000
## 2013-10-30 109.55000
## 2013-10-31 109.80000
## 2013-11-01 109.75000
## 2013-11-04 109.65000
## 2013-11-05 109.15000
## 2013-11-06 108.75000
## 2013-11-07 108.45000
## 2013-11-08 108.35000
## 2013-11-11 107.85000
## 2013-11-12 107.40000
## 2013-11-13 106.70000
## 2013-11-14 106.10000
## 2013-11-15 105.55000
## 2013-11-18 105.05000
## 2013-11-19 104.90000
## 2013-11-20 104.50000
## 2013-11-21 103.90000
## 2013-11-22 103.30000
## 2013-11-25 102.95000
## 2013-11-26 102.80000
## 2013-11-27 103.00000
## 2013-11-28 103.15000
## 2013-11-29 103.25000
## 2013-12-02 103.30000
## 2013-12-03 103.20000
## 2013-12-04 103.40000
## 2013-12-05 103.70000
## 2013-12-06 104.00000
## 2013-12-09 104.40000
## 2013-12-10 104.45000
## 2013-12-11 104.45000
## 2013-12-12 104.25000
## 2013-12-13 104.00000
## 2013-12-16 103.75000
## 2013-12-17 103.70000
## 2013-12-18 103.30000
## 2013-12-19 103.15000
## 2013-12-20 103.05000
## 2013-12-23 102.95000
## 2013-12-24 102.85000
## 2013-12-25 102.65000
## 2013-12-26 102.75000
## 2013-12-27 102.95000
## 2013-12-30 103.35000
## 2013-12-31 103.55000
## 2014-01-01 104.00000
## 2014-01-02 104.20000
## 2014-01-03 104.25000
## 2014-01-06 104.10000
## 2014-01-07 104.00000
## 2014-01-08 104.10000
## 2014-01-09 103.80000
## 2014-01-10 103.55000
## 2014-01-13 103.25000
## 2014-01-14 103.05000
## 2014-01-15 103.00000
## 2014-01-16 103.25000
## 2014-01-17 103.75000
## 2014-01-20 104.25000
## 2014-01-21 104.70000
## 2014-01-22 105.05000
## 2014-01-23 105.70000
## 2014-01-24 106.30000
## 2014-01-27 106.50000
## 2014-01-28 106.65000
## 2014-01-29 106.65000
## 2014-01-30 106.45000
## 2014-01-31 106.20000
## 2014-02-03 105.95000
## 2014-02-05 105.35000
## 2014-02-06 104.80000
## 2014-02-07 104.45000
## 2014-02-10 103.95000
## 2014-02-11 103.90000
## 2014-02-12 103.90000
## 2014-02-13 103.90000
## 2014-02-14 104.15000
## 2014-02-17 104.50000
## 2014-02-18 104.80000
## 2014-02-19 105.55000
## 2014-02-20 106.00000
## 2014-02-21 106.35000
## 2014-02-24 106.75000
## 2014-02-25 107.10000
## 2014-02-26 107.35000
## 2014-02-27 107.65000
## 2014-02-28 107.70000
## 2014-03-03 107.65000
## 2014-03-04 107.60000
## 2014-03-05 107.80000
## 2014-03-06 108.45000
## 2014-03-07 109.15000
## 2014-03-10 109.75000
## 2014-03-11 110.35000
## 2014-03-12 110.90000
## 2014-03-13 111.75000
## 2014-03-14 112.45000
## 2014-03-17 113.05000
## 2014-03-18 113.75000
## 2014-03-19 114.20000
## 2014-03-20 114.10000
## 2014-03-21 113.90000
## 2014-03-24 113.85000
## 2014-03-25 113.80000
## 2014-03-26 114.05000
## 2014-03-27 114.00000
## 2014-03-28 114.25000
## 2014-03-31 114.70000
## 2014-04-01 115.20000
## 2014-04-02 115.75000
## 2014-04-03 116.40000
## 2014-04-04 117.00000
## 2014-04-07 117.50000
## 2014-04-08 118.05000
## 2014-04-09 118.40000
## 2014-04-10 118.75000
## 2014-04-11 119.00000
## 2014-04-14 119.20000
## 2014-04-15 119.50000
## 2014-04-16 119.60000
## 2014-04-17 119.75000
## 2014-04-18 120.20000
## 2014-04-21 120.60000
## 2014-04-22 120.85000
## 2014-04-23 121.05000
## 2014-04-24 121.20000
## 2014-04-25 121.05000
## 2014-04-28 120.90000
## 2014-04-29 120.70000
## 2014-04-30 120.45000
## 2014-05-01 120.30000
## 2014-05-02 119.80000
## 2014-05-05 119.35000
## 2014-05-06 119.00000
## 2014-05-07 118.75000
## 2014-05-08 118.60000
## 2014-05-09 118.75000
## 2014-05-12 118.70000
## 2014-05-13 118.70000
## 2014-05-14 119.05000
## 2014-05-15 119.40000
## 2014-05-16 119.80000
## 2014-05-19 120.20000
## 2014-05-20 120.50000
## 2014-05-21 120.70000
## 2014-05-22 120.95000
## 2014-05-23 121.15000
## 2014-05-26 121.60000
## 2014-05-27 121.90000
## 2014-05-28 122.10000
## 2014-05-29 122.10000
## 2014-05-30 121.85000
## 2014-06-02 121.70000
## 2014-06-03 121.85000
## 2014-06-04 122.15000
## 2014-06-05 122.25000
## 2014-06-06 122.30000
## 2014-06-09 122.30000
## 2014-06-10 122.40000
## 2014-06-11 122.50000
## 2014-06-12 122.65000
## 2014-06-13 123.00000
## 2014-06-16 123.45000
## 2014-06-17 123.70000
## 2014-06-18 123.90000
## 2014-06-19 124.20000
## 2014-06-20 124.40000
## 2014-06-23 124.40000
## 2014-06-24 124.25000
## 2014-06-25 124.10000
## 2014-06-26 124.20000
## 2014-06-27 124.45000
## 2014-06-30 124.70000
## 2014-07-01 125.00000
## 2014-07-02 125.70000
## 2014-07-03 126.55000
## 2014-07-04 127.60000
## 2014-07-07 128.90000
## 2014-07-08 130.05000
## 2014-07-09 131.10000
## 2014-07-10 132.10000
## 2014-07-11 133.20000
## 2014-07-14 133.80000
## 2014-07-15 134.30000
## 2014-07-16 134.10000
## 2014-07-17 133.10000
## 2014-07-18 131.95000
## 2014-07-21 130.70000
## 2014-07-22 129.70000
## 2014-07-23 128.75000
## 2014-07-24 127.80000
## 2014-07-25 126.45000
## 2014-07-28 125.35000
## 2014-07-29 124.45000
## 2014-07-30 123.85000
## 2014-07-31 123.50000
## 2014-08-01 123.15000
## 2014-08-04 123.15000
## 2014-08-05 122.65000
## 2014-08-06 122.25000
## 2014-08-07 121.90000
## 2014-08-08 121.65000
## 2014-08-11 121.55000
## 2014-08-12 121.30000
## 2014-08-13 121.10000
## 2014-08-14 121.40000
## 2014-08-15 121.80000
## 2014-08-18 121.75000
## 2014-08-19 122.20000
## 2014-08-20 122.70000
## 2014-08-21 123.00000
## 2014-08-22 123.50000
## 2014-08-25 123.95000
## 2014-08-26 124.25000
## 2014-08-27 124.55000
## 2014-08-28 124.65000
## 2014-08-29 124.65000
## 2014-09-01 125.20000
## 2014-09-02 125.40000
## 2014-09-03 125.65000
## 2014-09-04 125.95000
## 2014-09-05 126.10000
## 2014-09-08 126.30000
## 2014-09-09 126.55000
## 2014-09-10 126.50000
## 2014-09-11 126.50000
## 2014-09-12 126.40000
## 2014-09-15 125.90000
## 2014-09-16 125.55000
## 2014-09-17 125.20000
## 2014-09-18 124.95000
## 2014-09-19 124.75000
## 2014-09-22 124.25000
## 2014-09-23 123.80000
## 2014-09-24 123.60000
## 2014-09-25 123.30000
## 2014-09-26 123.10000
## 2014-09-29 122.80000
## 2014-09-30 122.55000
## 2014-10-01 122.25000
## 2014-10-02 121.85000
## 2014-10-03 121.80000
## 2014-10-06 122.20000
## 2014-10-07 122.45000
## 2014-10-08 122.40000
## 2014-10-09 122.70000
## 2014-10-10 123.10000
## 2014-10-13 123.10000
## 2014-10-14 123.20000
## 2014-10-15 123.20000
## 2014-10-16 123.25000
## 2014-10-17 123.15000
## 2014-10-20 123.15000
## 2014-10-21 123.15000
## 2014-10-22 123.80000
## 2014-10-23 124.05000
## 2014-10-24 124.10000
## 2014-10-27 124.85000
## 2014-10-28 125.55000
## 2014-10-29 126.30000
## 2014-10-30 127.00000
## 2014-10-31 127.70000
## 2014-11-03 128.20000
## 2014-11-04 128.90000
## 2014-11-05 129.20000
## 2014-11-06 129.65000
## 2014-11-07 130.20000
## 2014-11-10 130.85000
## 2014-11-11 131.45000
## 2014-11-12 131.75000
## 2014-11-13 132.30000
## 2014-11-14 132.75000
## 2014-11-17 132.95000
## 2014-11-18 132.90000
## 2014-11-19 133.30000
## 2014-11-20 134.00000
## 2014-11-21 134.75000
## 2014-11-24 135.15000
## 2014-11-25 135.65000
## 2014-11-26 136.35000
## 2014-11-27 136.95000
## 2014-11-28 137.60000
## 2014-12-01 138.30000
## 2014-12-02 138.90000
## 2014-12-03 139.10000
## 2014-12-04 139.10000
## 2014-12-05 139.00000
## 2014-12-08 138.95000
## 2014-12-09 138.85000
## 2014-12-10 138.55000
## 2014-12-11 138.00000
## 2014-12-12 137.35000
## 2014-12-15 136.95000
## 2014-12-16 136.50000
## 2014-12-17 135.75000
## 2014-12-18 135.00000
## 2014-12-19 135.05000
## 2014-12-22 135.10000
## 2014-12-23 135.05000
## 2014-12-24 135.25000
## 2014-12-25 135.55000
## 2014-12-26 135.95000
## 2014-12-29 136.45000
## 2014-12-30 137.15000
## 2014-12-31 138.20000
## 2015-01-01 139.15000
## 2015-01-02 139.45000
## 2015-01-05 139.55000
## 2015-01-06 139.15000
## 2015-01-07 138.75000
## 2015-01-08 138.80000
## 2015-01-09 138.30000
## 2015-01-12 137.40000
## 2015-01-13 136.65000
## 2015-01-14 135.55000
## 2015-01-15 134.60000
## 2015-01-16 134.20000
## 2015-01-19 134.15000
## 2015-01-20 134.60000
## 2015-01-21 135.30000
## 2015-01-22 135.50000
## 2015-01-23 136.60000
## 2015-01-26 137.90000
## 2015-01-27 139.35000
## 2015-01-28 141.00000
## 2015-01-29 142.20000
## 2015-01-30 142.60000
## 2015-02-02 142.95000
## 2015-02-03 143.60000
## 2015-02-04 144.10000
## 2015-02-05 144.70000
## 2015-02-06 144.50000
## 2015-02-09 144.20000
## 2015-02-10 143.75000
## 2015-02-11 143.90000
## 2015-02-12 144.40000
## 2015-02-13 145.15000
## 2015-02-16 145.75000
## 2015-02-17 146.15000
## 2015-02-18 146.40000
## 2015-02-19 146.65000
## 2015-02-20 147.20000
## 2015-02-23 147.85000
## 2015-02-24 148.70000
## 2015-02-25 149.35000
## 2015-02-26 149.55000
## 2015-02-27 149.75000
## 2015-03-02 149.80000
## 2015-03-03 150.00000
## 2015-03-04 150.20000
## 2015-03-05 150.35000
## 2015-03-06 150.40000
## 2015-03-09 150.10000
## 2015-03-10 149.40000
## 2015-03-11 148.55000
## 2015-03-12 148.30000
## 2015-03-13 148.15000
## 2015-03-16 147.85000
## 2015-03-17 147.70000
## 2015-03-18 148.00000
## 2015-03-19 148.40000
## 2015-03-20 148.90000
## 2015-03-23 149.70000
## 2015-03-24 150.45000
## 2015-03-25 150.95000
## 2015-03-26 150.70000
## 2015-03-27 150.05000
## 2015-03-30 149.70000
## 2015-03-31 149.35000
## 2015-04-01 148.40000
## 2015-04-02 147.70000
## 2015-04-03 147.00000
## 2015-04-06 146.35000
## 2015-04-07 145.80000
## 2015-04-08 145.00000
## 2015-04-09 144.75000
## 2015-04-10 145.20000
## 2015-04-13 145.65000
## 2015-04-14 145.50000
## 2015-04-15 145.40000
## 2015-04-16 145.40000
## 2015-04-17 144.95000
## 2015-04-20 144.55000
## 2015-04-21 144.20000
## 2015-04-22 144.25000
## 2015-04-23 144.65000
## 2015-04-24 145.20000
## 2015-04-27 145.65000
## 2015-04-28 146.40000
## 2015-04-29 146.95000
## 2015-04-30 146.95000
## 2015-05-01 147.40000
## 2015-05-04 147.85000
## 2015-05-05 148.30000
## 2015-05-06 148.70000
## 2015-05-07 148.65000
## 2015-05-08 148.05000
## 2015-05-11 147.75000
## 2015-05-12 147.35000
## 2015-05-13 147.30000
## 2015-05-14 147.20000
## 2015-05-15 147.15000
## 2015-05-18 147.05000
## 2015-05-19 147.00000
## 2015-05-20 146.90000
## 2015-05-21 146.80000
## 2015-05-22 146.70000
## 2015-05-25 146.60000
## 2015-05-26 146.50000
## 2015-05-27 146.20000
## 2015-05-28 146.30000
## 2015-05-29 146.25000
## 2015-06-01 146.10000
## 2015-06-02 145.85000
## 2015-06-03 145.50000
## 2015-06-04 145.05000
## 2015-06-05 144.50000
## 2015-06-08 143.60000
## 2015-06-09 142.85000
## 2015-06-10 142.30000
## 2015-06-11 141.95000
## 2015-06-12 141.80000
## 2015-06-15 141.60000
## 2015-06-16 141.40000
## 2015-06-17 141.35000
## 2015-06-18 141.45000
## 2015-06-19 141.65000
## 2015-06-22 142.00000
## 2015-06-23 142.55000
## 2015-06-24 143.10000
## 2015-06-25 143.40000
## 2015-06-26 143.55000
## 2015-06-29 143.10000
## 2015-06-30 142.95000
## 2015-07-01 142.80000
## 2015-07-02 142.75000
## 2015-07-03 142.80000
## 2015-07-06 142.65000
## 2015-07-07 142.25000
## 2015-07-08 141.55000
## 2015-07-09 140.55000
## 2015-07-10 139.60000
## 2015-07-13 139.60000
## 2015-07-14 139.40000
## 2015-07-15 139.15000
## 2015-07-16 138.65000
## 2015-07-17 138.40000
## 2015-07-20 138.25000
## 2015-07-21 138.25000
## 2015-07-22 138.35000
## 2015-07-23 138.30000
## 2015-07-24 138.35000
## 2015-07-27 137.90000
## 2015-07-28 137.45000
## 2015-07-29 137.15000
## 2015-07-30 137.35000
## 2015-07-31 137.30000
## 2015-08-03 136.85000
## 2015-08-04 136.45000
## 2015-08-05 135.95000
## 2015-08-06 135.75000
## 2015-08-07 135.35000
## 2015-08-10 134.85000
## 2015-08-11 134.50000
## 2015-08-12 133.80000
## 2015-08-13 132.75000
## 2015-08-14 131.40000
## 2015-08-17 130.35000
## 2015-08-18 129.30000
## 2015-08-19 128.40000
## 2015-08-20 127.60000
## 2015-08-21 126.40000
## 2015-08-24 125.00000
## 2015-08-25 124.30000
## 2015-08-26 123.70000
## 2015-08-27 123.30000
## 2015-08-28 123.20000
## 2015-08-31 123.70000
## 2015-09-01 123.50000
## 2015-09-02 123.55000
## 2015-09-03 123.65000
## 2015-09-04 124.05000
## 2015-09-07 124.80000
## 2015-09-08 124.75000
## 2015-09-09 125.40000
## 2015-09-10 125.50000
## 2015-09-11 125.75000
## 2015-09-14 125.60000
## 2015-09-15 125.80000
## 2015-09-16 126.20000
## 2015-09-17 126.60000
## 2015-09-18 127.25000
## 2015-09-21 127.95000
## 2015-09-22 128.55000
## 2015-09-23 128.10000
## 2015-09-24 128.30000
## 2015-09-25 128.25000
## 2015-09-28 128.20000
## 2015-09-29 128.30000
## 2015-09-30 128.35000
## 2015-10-01 128.60000
## 2015-10-02 128.65000
## 2015-10-05 128.95000
## 2015-10-06 129.35000
## 2015-10-07 130.40000
## 2015-10-08 131.30000
## 2015-10-09 132.20000
## 2015-10-12 133.35000
## 2015-10-13 134.40000
## 2015-10-14 135.05000
## 2015-10-15 135.70000
## 2015-10-16 136.25000
## 2015-10-19 136.80000
## 2015-10-20 137.40000
## 2015-10-21 137.75000
## 2015-10-22 137.90000
## 2015-10-23 138.30000
## 2015-10-26 138.45000
## 2015-10-27 138.60000
## 2015-10-28 138.75000
## 2015-10-29 138.40000
## 2015-10-30 138.30000
## 2015-11-02 138.25000
## 2015-11-03 138.30000
## 2015-11-04 138.90000
## 2015-11-05 139.40000
## 2015-11-06 139.40000
## 2015-11-09 139.60000
## 2015-11-10 139.65000
## 2015-11-11 139.60000
## 2015-11-12 139.80000
## 2015-11-13 139.75000
## 2015-11-16 139.50000
## 2015-11-17 139.40000
## 2015-11-18 138.65000
## 2015-11-19 138.45000
## 2015-11-20 138.55000
## 2015-11-23 138.45000
## 2015-11-24 138.45000
## 2015-11-25 138.80000
## 2015-11-26 139.20000
## 2015-11-27 139.50000
## 2015-11-30 139.90000
## 2015-12-01 140.30000
## 2015-12-02 140.85000
## 2015-12-03 141.05000
## 2015-12-04 141.00000
## 2015-12-07 141.25000
## 2015-12-08 141.55000
## 2015-12-09 141.50000
## 2015-12-10 141.35000
## 2015-12-11 141.40000
## 2015-12-14 141.40000
## 2015-12-15 140.95000
## 2015-12-16 141.05000
## 2015-12-17 141.30000
## 2015-12-18 141.45000
## 2015-12-21 141.25000
## 2015-12-22 141.20000
## 2015-12-23 141.30000
## 2015-12-24 141.40000
## 2015-12-25 141.75000
## 2015-12-28 142.20000
## 2015-12-29 142.60000
## 2015-12-30 142.50000
## 2015-12-31 142.30000
## 2016-01-01 142.40000
## 2016-01-04 142.20000
## 2016-01-05 141.80000
## 2016-01-06 141.20000
## 2016-01-07 140.30000
## 2016-01-08 139.40000
## 2016-01-11 138.35000
## 2016-01-12 137.45000
## 2016-01-13 136.55000
## 2016-01-14 135.40000
## 2016-01-15 134.80000
## 2016-01-18 134.55000
## 2016-01-19 134.55000
## 2016-01-20 134.45000
## 2016-01-21 134.65000
## 2016-01-22 135.10000
## 2016-01-25 135.75000
## 2016-01-26 136.20000
## 2016-01-27 136.80000
## 2016-01-28 137.65000
## 2016-01-29 138.25000
## 2016-02-01 138.95000
## 2016-02-02 139.40000
## 2016-02-03 140.55000
## 2016-02-04 141.65000
## 2016-02-08 142.40000
## 2016-02-09 143.05000
## 2016-02-10 143.90000
## 2016-02-11 144.55000
## 2016-02-12 145.15000
## 2016-02-15 145.35000
## 2016-02-16 145.70000
## 2016-02-17 146.25000
## 2016-02-18 146.75000
## 2016-02-19 147.25000
## 2016-02-22 147.75000
## 2016-02-23 148.10000
## 2016-02-24 148.30000
## 2016-02-25 148.75000
## 2016-02-26 149.05000
## 2016-02-29 149.45000
## 2016-03-01 149.90000
## 2016-03-02 150.40000
## 2016-03-03 150.70000
## 2016-03-04 150.85000
## 2016-03-07 150.95000
## 2016-03-08 151.20000
## 2016-03-09 151.70000
## 2016-03-10 152.10000
## 2016-03-11 152.70000
## 2016-03-14 153.40000
## 2016-03-15 153.65000
## 2016-03-16 153.95000
## 2016-03-17 154.40000
## 2016-03-18 155.10000
## 2016-03-21 155.90000
## 2016-03-22 156.55000
## 2016-03-23 157.20000
## 2016-03-24 157.60000
## 2016-03-25 157.90000
## 2016-03-28 158.20000
## 2016-03-29 158.65000
## 2016-03-30 159.20000
## 2016-03-31 159.55000
## 2016-04-01 159.45000
## 2016-04-04 159.30000
## 2016-04-05 159.30000
## 2016-04-06 158.70000
## 2016-04-07 158.30000
## 2016-04-08 158.25000
## 2016-04-11 158.20000
## 2016-04-12 158.15000
## 2016-04-13 158.15000
## 2016-04-14 158.10000
## 2016-04-15 158.20000
## 2016-04-18 158.15000
## 2016-04-19 158.05000
## 2016-04-20 158.10000
## 2016-04-21 158.35000
## 2016-04-22 158.25000
## 2016-04-25 158.15000
## 2016-04-26 158.10000
## 2016-04-27 157.60000
## 2016-04-28 156.75000
## 2016-04-29 155.80000
## 2016-05-02 155.00000
## 2016-05-03 154.00000
## 2016-05-04 153.30000
## 2016-05-05 152.35000
## 2016-05-06 151.50000
## 2016-05-09 150.50000
## 2016-05-10 149.40000
## 2016-05-11 148.45000
## 2016-05-12 147.75000
## 2016-05-13 147.15000
## 2016-05-16 146.60000
## 2016-05-17 146.55000
## 2016-05-18 146.55000
## 2016-05-19 146.50000
## 2016-05-20 146.55000
## 2016-05-23 147.20000
## 2016-05-24 147.60000
## 2016-05-25 148.35000
## 2016-05-26 149.25000
## 2016-05-27 150.50000
## 2016-05-30 151.75000
## 2016-05-31 152.70000
## 2016-06-01 153.90000
## 2016-06-02 155.10000
## 2016-06-03 156.30000
## 2016-06-06 157.00000
## 2016-06-07 158.10000
## 2016-06-08 159.20000
## 2016-06-09 160.25000
## 2016-06-10 161.15000
## 2016-06-13 161.65000
## 2016-06-14 162.20000
## 2016-06-15 162.60000
## 2016-06-16 162.75000
## 2016-06-17 163.00000
## 2016-06-20 163.20000
## 2016-06-21 163.55000
## 2016-06-22 163.60000
## 2016-06-23 163.45000
## 2016-06-24 162.80000
## 2016-06-27 162.15000
## 2016-06-28 161.65000
## 2016-06-29 161.25000
## 2016-06-30 161.45000
## 2016-07-01 161.75000
## 2016-07-04 162.05000
## 2016-07-05 161.90000
## 2016-07-06 161.45000
## 2016-07-07 161.50000
## 2016-07-11 162.60000
## 2016-07-12 164.15000
## 2016-07-13 165.30000
## 2016-07-14 166.30000
## 2016-07-15 167.00000
## 2016-07-18 167.35000
## 2016-07-19 167.80000
## 2016-07-20 168.40000
## 2016-07-21 169.45000
## 2016-07-22 170.10000
## 2016-07-25 170.25000
## 2016-07-26 170.45000
## 2016-07-27 171.10000
## 2016-07-28 171.85000
## 2016-07-29 172.15000
## 2016-08-01 172.90000
## 2016-08-02 173.45000
## 2016-08-03 173.70000
## 2016-08-04 173.95000
## 2016-08-05 174.55000
## 2016-08-08 175.20000
## 2016-08-09 175.75000
## 2016-08-10 176.20000
## 2016-08-11 176.20000
## 2016-08-12 176.70000
## 2016-08-15 176.90000
## 2016-08-16 176.85000
## 2016-08-17 177.30000
## 2016-08-18 177.45000
## 2016-08-19 177.20000
## 2016-08-22 176.65000
## 2016-08-23 176.30000
## 2016-08-24 175.70000
## 2016-08-25 175.70000
## 2016-08-26 175.65000
## 2016-08-29 175.35000
## 2016-08-30 175.20000
## 2016-08-31 175.15000
## 2016-09-01 174.95000
## 2016-09-02 174.90000
## 2016-09-05 175.35000
## 2016-09-06 175.65000
## 2016-09-07 176.80000
## 2016-09-08 177.45000
## 2016-09-09 177.80000
## 2016-09-12 177.75000
## 2016-09-13 177.90000
## 2016-09-14 177.65000
## 2016-09-15 177.65000
## 2016-09-16 177.65000
## 2016-09-19 178.25000
## 2016-09-20 178.80000
## 2016-09-21 178.70000
## 2016-09-22 178.90000
## 2016-09-23 179.55000
## 2016-09-26 180.35000
addTA(SMA(Cl(STK)), on=1, col="blue")## default: n=10
addTA(SMA(Cl(STK),n=20), on=1, col="red")
#布林通道(Bollinger band)
addBBands() #20日均線
STK=as.matrix(to.weekly(STK))
3-1-2.回測前置作業
rownames(STK)#STK.week的列名稱
## [1] "2007-01-05" "2007-01-12" "2007-01-19" "2007-01-26" "2007-02-02"
## [6] "2007-02-09" "2007-02-14" "2007-03-02" "2007-03-09" "2007-03-16"
## [11] "2007-03-23" "2007-03-30" "2007-04-04" "2007-04-13" "2007-04-20"
## [16] "2007-04-27" "2007-05-04" "2007-05-11" "2007-05-18" "2007-05-25"
## [21] "2007-06-01" "2007-06-08" "2007-06-15" "2007-06-22" "2007-06-29"
## [26] "2007-07-06" "2007-07-13" "2007-07-20" "2007-07-27" "2007-08-03"
## [31] "2007-08-10" "2007-08-17" "2007-08-24" "2007-08-31" "2007-09-07"
## [36] "2007-09-14" "2007-09-21" "2007-09-28" "2007-10-05" "2007-10-12"
## [41] "2007-10-19" "2007-10-26" "2007-11-02" "2007-11-09" "2007-11-16"
## [46] "2007-11-23" "2007-11-30" "2007-12-07" "2007-12-14" "2007-12-21"
## [51] "2007-12-28" "2008-01-04" "2008-01-11" "2008-01-18" "2008-01-25"
## [56] "2008-02-01" "2008-02-15" "2008-02-22" "2008-02-29" "2008-03-07"
## [61] "2008-03-14" "2008-03-21" "2008-03-28" "2008-04-03" "2008-04-11"
## [66] "2008-04-18" "2008-04-25" "2008-05-02" "2008-05-09" "2008-05-16"
## [71] "2008-05-23" "2008-05-30" "2008-06-06" "2008-06-13" "2008-06-20"
## [76] "2008-06-27" "2008-07-04" "2008-07-11" "2008-07-18" "2008-07-25"
## [81] "2008-08-01" "2008-08-08" "2008-08-15" "2008-08-22" "2008-08-29"
## [86] "2008-09-05" "2008-09-12" "2008-09-19" "2008-09-26" "2008-10-03"
## [91] "2008-10-09" "2008-10-17" "2008-10-24" "2008-10-31" "2008-11-07"
## [96] "2008-11-14" "2008-11-21" "2008-11-28" "2008-12-05" "2008-12-12"
## [101] "2008-12-19" "2008-12-26" "2009-01-02" "2009-01-09" "2009-01-16"
## [106] "2009-01-21" "2009-02-06" "2009-02-13" "2009-02-20" "2009-02-27"
## [111] "2009-03-06" "2009-03-13" "2009-03-20" "2009-03-27" "2009-04-03"
## [116] "2009-04-10" "2009-04-17" "2009-04-24" "2009-05-01" "2009-05-08"
## [121] "2009-05-15" "2009-05-22" "2009-05-29" "2009-06-05" "2009-06-12"
## [126] "2009-06-19" "2009-06-26" "2009-07-03" "2009-07-10" "2009-07-17"
## [131] "2009-07-24" "2009-07-31" "2009-08-06" "2009-08-14" "2009-08-21"
## [136] "2009-08-28" "2009-09-04" "2009-09-11" "2009-09-18" "2009-09-25"
## [141] "2009-10-02" "2009-10-09" "2009-10-16" "2009-10-23" "2009-10-30"
## [146] "2009-11-06" "2009-11-13" "2009-11-20" "2009-11-27" "2009-12-04"
## [151] "2009-12-11" "2009-12-18" "2009-12-25" "2010-01-01" "2010-01-08"
## [156] "2010-01-15" "2010-01-22" "2010-01-29" "2010-02-05" "2010-02-10"
## [161] "2010-02-26" "2010-03-05" "2010-03-12" "2010-03-19" "2010-03-26"
## [166] "2010-04-02" "2010-04-09" "2010-04-16" "2010-04-23" "2010-04-30"
## [171] "2010-05-07" "2010-05-14" "2010-05-21" "2010-05-28" "2010-06-04"
## [176] "2010-06-11" "2010-06-18" "2010-06-25" "2010-07-02" "2010-07-09"
## [181] "2010-07-16" "2010-07-23" "2010-07-30" "2010-08-06" "2010-08-13"
## [186] "2010-08-20" "2010-08-27" "2010-09-03" "2010-09-10" "2010-09-17"
## [191] "2010-09-24" "2010-10-01" "2010-10-08" "2010-10-15" "2010-10-22"
## [196] "2010-10-29" "2010-11-05" "2010-11-12" "2010-11-19" "2010-11-26"
## [201] "2010-12-03" "2010-12-10" "2010-12-17" "2010-12-24" "2010-12-31"
## [206] "2011-01-07" "2011-01-14" "2011-01-21" "2011-01-28" "2011-02-11"
## [211] "2011-02-18" "2011-02-25" "2011-03-04" "2011-03-11" "2011-03-18"
## [216] "2011-03-25" "2011-04-01" "2011-04-08" "2011-04-15" "2011-04-22"
## [221] "2011-04-29" "2011-05-06" "2011-05-13" "2011-05-20" "2011-05-27"
## [226] "2011-06-03" "2011-06-10" "2011-06-17" "2011-06-24" "2011-07-01"
## [231] "2011-07-08" "2011-07-15" "2011-07-22" "2011-07-29" "2011-08-05"
## [236] "2011-08-12" "2011-08-19" "2011-08-26" "2011-09-02" "2011-09-09"
## [241] "2011-09-16" "2011-09-23" "2011-09-30" "2011-10-07" "2011-10-14"
## [246] "2011-10-21" "2011-10-28" "2011-11-04" "2011-11-11" "2011-11-18"
## [251] "2011-11-25" "2011-12-02" "2011-12-09" "2011-12-16" "2011-12-23"
## [256] "2011-12-30" "2012-01-06" "2012-01-13" "2012-01-20" "2012-01-27"
## [261] "2012-02-03" "2012-02-10" "2012-02-17" "2012-02-24" "2012-03-02"
## [266] "2012-03-09" "2012-03-16" "2012-03-23" "2012-03-30" "2012-04-06"
## [271] "2012-04-13" "2012-04-20" "2012-04-27" "2012-05-04" "2012-05-11"
## [276] "2012-05-18" "2012-05-25" "2012-06-01" "2012-06-08" "2012-06-15"
## [281] "2012-06-22" "2012-06-29" "2012-07-06" "2012-07-13" "2012-07-20"
## [286] "2012-07-27" "2012-08-03" "2012-08-10" "2012-08-17" "2012-08-24"
## [291] "2012-08-31" "2012-09-07" "2012-09-14" "2012-09-21" "2012-09-28"
## [296] "2012-10-05" "2012-10-12" "2012-10-19" "2012-10-26" "2012-11-02"
## [301] "2012-11-09" "2012-11-16" "2012-11-23" "2012-11-30" "2012-12-07"
## [306] "2012-12-14" "2012-12-21" "2012-12-28" "2013-01-04" "2013-01-11"
## [311] "2013-01-18" "2013-01-25" "2013-02-01" "2013-02-08" "2013-02-15"
## [316] "2013-02-22" "2013-03-01" "2013-03-08" "2013-03-15" "2013-03-22"
## [321] "2013-03-29" "2013-04-05" "2013-04-12" "2013-04-19" "2013-04-26"
## [326] "2013-05-03" "2013-05-10" "2013-05-17" "2013-05-24" "2013-05-31"
## [331] "2013-06-07" "2013-06-14" "2013-06-21" "2013-06-28" "2013-07-05"
## [336] "2013-07-12" "2013-07-19" "2013-07-26" "2013-08-02" "2013-08-09"
## [341] "2013-08-16" "2013-08-23" "2013-08-30" "2013-09-06" "2013-09-13"
## [346] "2013-09-20" "2013-09-27" "2013-10-04" "2013-10-11" "2013-10-18"
## [351] "2013-10-25" "2013-11-01" "2013-11-08" "2013-11-15" "2013-11-22"
## [356] "2013-11-29" "2013-12-06" "2013-12-13" "2013-12-20" "2013-12-27"
## [361] "2014-01-03" "2014-01-10" "2014-01-17" "2014-01-24" "2014-01-31"
## [366] "2014-02-07" "2014-02-14" "2014-02-21" "2014-02-28" "2014-03-07"
## [371] "2014-03-14" "2014-03-21" "2014-03-28" "2014-04-04" "2014-04-11"
## [376] "2014-04-18" "2014-04-25" "2014-05-02" "2014-05-09" "2014-05-16"
## [381] "2014-05-23" "2014-05-30" "2014-06-06" "2014-06-13" "2014-06-20"
## [386] "2014-06-27" "2014-07-04" "2014-07-11" "2014-07-18" "2014-07-25"
## [391] "2014-08-01" "2014-08-08" "2014-08-15" "2014-08-22" "2014-08-29"
## [396] "2014-09-05" "2014-09-12" "2014-09-19" "2014-09-26" "2014-10-03"
## [401] "2014-10-10" "2014-10-17" "2014-10-24" "2014-10-31" "2014-11-07"
## [406] "2014-11-14" "2014-11-21" "2014-11-28" "2014-12-05" "2014-12-12"
## [411] "2014-12-19" "2014-12-26" "2015-01-02" "2015-01-09" "2015-01-16"
## [416] "2015-01-23" "2015-01-30" "2015-02-06" "2015-02-13" "2015-02-20"
## [421] "2015-02-27" "2015-03-06" "2015-03-13" "2015-03-20" "2015-03-27"
## [426] "2015-04-03" "2015-04-10" "2015-04-17" "2015-04-24" "2015-05-01"
## [431] "2015-05-08" "2015-05-15" "2015-05-22" "2015-05-29" "2015-06-05"
## [436] "2015-06-12" "2015-06-19" "2015-06-26" "2015-07-03" "2015-07-10"
## [441] "2015-07-17" "2015-07-24" "2015-07-31" "2015-08-07" "2015-08-14"
## [446] "2015-08-21" "2015-08-28" "2015-09-04" "2015-09-11" "2015-09-18"
## [451] "2015-09-25" "2015-10-02" "2015-10-09" "2015-10-16" "2015-10-23"
## [456] "2015-10-30" "2015-11-06" "2015-11-13" "2015-11-20" "2015-11-27"
## [461] "2015-12-04" "2015-12-11" "2015-12-18" "2015-12-25" "2016-01-01"
## [466] "2016-01-08" "2016-01-15" "2016-01-22" "2016-01-29" "2016-02-04"
## [471] "2016-02-12" "2016-02-19" "2016-02-26" "2016-03-04" "2016-03-11"
## [476] "2016-03-18" "2016-03-25" "2016-04-01" "2016-04-08" "2016-04-15"
## [481] "2016-04-22" "2016-04-29" "2016-05-06" "2016-05-13" "2016-05-20"
## [486] "2016-05-27" "2016-06-03" "2016-06-10" "2016-06-17" "2016-06-24"
## [491] "2016-07-01" "2016-07-07" "2016-07-15" "2016-07-22" "2016-07-29"
## [496] "2016-08-05" "2016-08-12" "2016-08-19" "2016-08-26" "2016-09-02"
## [501] "2016-09-09" "2016-09-16" "2016-09-23" "2016-09-26"
length(rownames(STK))#有多少個日期?
## [1] 504
numeric(length(rownames(STK)))#產生紀錄每筆交易損益的向量
## [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [36] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [71] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [106] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [141] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [176] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [211] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [246] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [281] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [316] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [351] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [386] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [421] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [456] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
## [491] 0 0 0 0 0 0 0 0 0 0 0 0 0 0
profit=setNames(numeric(length(rownames(STK))), rownames(STK))#產生紀錄每筆交易損益的向量，並附上日期
profit#是向量
## 2007-01-05 2007-01-12 2007-01-19 2007-01-26 2007-02-02 2007-02-09
## 0 0 0 0 0 0
## 2007-02-14 2007-03-02 2007-03-09 2007-03-16 2007-03-23 2007-03-30
## 0 0 0 0 0 0
## 2007-04-04 2007-04-13 2007-04-20 2007-04-27 2007-05-04 2007-05-11
## 0 0 0 0 0 0
## 2007-05-18 2007-05-25 2007-06-01 2007-06-08 2007-06-15 2007-06-22
## 0 0 0 0 0 0
## 2007-06-29 2007-07-06 2007-07-13 2007-07-20 2007-07-27 2007-08-03
## 0 0 0 0 0 0
## 2007-08-10 2007-08-17 2007-08-24 2007-08-31 2007-09-07 2007-09-14
## 0 0 0 0 0 0
## 2007-09-21 2007-09-28 2007-10-05 2007-10-12 2007-10-19 2007-10-26
## 0 0 0 0 0 0
## 2007-11-02 2007-11-09 2007-11-16 2007-11-23 2007-11-30 2007-12-07
## 0 0 0 0 0 0
## 2007-12-14 2007-12-21 2007-12-28 2008-01-04 2008-01-11 2008-01-18
## 0 0 0 0 0 0
## 2008-01-25 2008-02-01 2008-02-15 2008-02-22 2008-02-29 2008-03-07
## 0 0 0 0 0 0
## 2008-03-14 2008-03-21 2008-03-28 2008-04-03 2008-04-11 2008-04-18
## 0 0 0 0 0 0
## 2008-04-25 2008-05-02 2008-05-09 2008-05-16 2008-05-23 2008-05-30
## 0 0 0 0 0 0
## 2008-06-06 2008-06-13 2008-06-20 2008-06-27 2008-07-04 2008-07-11
## 0 0 0 0 0 0
## 2008-07-18 2008-07-25 2008-08-01 2008-08-08 2008-08-15 2008-08-22
## 0 0 0 0 0 0
## 2008-08-29 2008-09-05 2008-09-12 2008-09-19 2008-09-26 2008-10-03
## 0 0 0 0 0 0
## 2008-10-09 2008-10-17 2008-10-24 2008-10-31 2008-11-07 2008-11-14
## 0 0 0 0 0 0
## 2008-11-21 2008-11-28 2008-12-05 2008-12-12 2008-12-19 2008-12-26
## 0 0 0 0 0 0
## 2009-01-02 2009-01-09 2009-01-16 2009-01-21 2009-02-06 2009-02-13
## 0 0 0 0 0 0
## 2009-02-20 2009-02-27 2009-03-06 2009-03-13 2009-03-20 2009-03-27
## 0 0 0 0 0 0
## 2009-04-03 2009-04-10 2009-04-17 2009-04-24 2009-05-01 2009-05-08
## 0 0 0 0 0 0
## 2009-05-15 2009-05-22 2009-05-29 2009-06-05 2009-06-12 2009-06-19
## 0 0 0 0 0 0
## 2009-06-26 2009-07-03 2009-07-10 2009-07-17 2009-07-24 2009-07-31
## 0 0 0 0 0 0
## 2009-08-06 2009-08-14 2009-08-21 2009-08-28 2009-09-04 2009-09-11
## 0 0 0 0 0 0
## 2009-09-18 2009-09-25 2009-10-02 2009-10-09 2009-10-16 2009-10-23
## 0 0 0 0 0 0
## 2009-10-30 2009-11-06 2009-11-13 2009-11-20 2009-11-27 2009-12-04
## 0 0 0 0 0 0
## 2009-12-11 2009-12-18 2009-12-25 2010-01-01 2010-01-08 2010-01-15
## 0 0 0 0 0 0
## 2010-01-22 2010-01-29 2010-02-05 2010-02-10 2010-02-26 2010-03-05
## 0 0 0 0 0 0
## 2010-03-12 2010-03-19 2010-03-26 2010-04-02 2010-04-09 2010-04-16
## 0 0 0 0 0 0
## 2010-04-23 2010-04-30 2010-05-07 2010-05-14 2010-05-21 2010-05-28
## 0 0 0 0 0 0
## 2010-06-04 2010-06-11 2010-06-18 2010-06-25 2010-07-02 2010-07-09
## 0 0 0 0 0 0
## 2010-07-16 2010-07-23 2010-07-30 2010-08-06 2010-08-13 2010-08-20
## 0 0 0 0 0 0
## 2010-08-27 2010-09-03 2010-09-10 2010-09-17 2010-09-24 2010-10-01
## 0 0 0 0 0 0
## 2010-10-08 2010-10-15 2010-10-22 2010-10-29 2010-11-05 2010-11-12
## 0 0 0 0 0 0
## 2010-11-19 2010-11-26 2010-12-03 2010-12-10 2010-12-17 2010-12-24
## 0 0 0 0 0 0
## 2010-12-31 2011-01-07 2011-01-14 2011-01-21 2011-01-28 2011-02-11
## 0 0 0 0 0 0
## 2011-02-18 2011-02-25 2011-03-04 2011-03-11 2011-03-18 2011-03-25
## 0 0 0 0 0 0
## 2011-04-01 2011-04-08 2011-04-15 2011-04-22 2011-04-29 2011-05-06
## 0 0 0 0 0 0
## 2011-05-13 2011-05-20 2011-05-27 2011-06-03 2011-06-10 2011-06-17
## 0 0 0 0 0 0
## 2011-06-24 2011-07-01 2011-07-08 2011-07-15 2011-07-22 2011-07-29
## 0 0 0 0 0 0
## 2011-08-05 2011-08-12 2011-08-19 2011-08-26 2011-09-02 2011-09-09
## 0 0 0 0 0 0
## 2011-09-16 2011-09-23 2011-09-30 2011-10-07 2011-10-14 2011-10-21
## 0 0 0 0 0 0
## 2011-10-28 2011-11-04 2011-11-11 2011-11-18 2011-11-25 2011-12-02
## 0 0 0 0 0 0
## 2011-12-09 2011-12-16 2011-12-23 2011-12-30 2012-01-06 2012-01-13
## 0 0 0 0 0 0
## 2012-01-20 2012-01-27 2012-02-03 2012-02-10 2012-02-17 2012-02-24
## 0 0 0 0 0 0
## 2012-03-02 2012-03-09 2012-03-16 2012-03-23 2012-03-30 2012-04-06
## 0 0 0 0 0 0
## 2012-04-13 2012-04-20 2012-04-27 2012-05-04 2012-05-11 2012-05-18
## 0 0 0 0 0 0
## 2012-05-25 2012-06-01 2012-06-08 2012-06-15 2012-06-22 2012-06-29
## 0 0 0 0 0 0
## 2012-07-06 2012-07-13 2012-07-20 2012-07-27 2012-08-03 2012-08-10
## 0 0 0 0 0 0
## 2012-08-17 2012-08-24 2012-08-31 2012-09-07 2012-09-14 2012-09-21
## 0 0 0 0 0 0
## 2012-09-28 2012-10-05 2012-10-12 2012-10-19 2012-10-26 2012-11-02
## 0 0 0 0 0 0
## 2012-11-09 2012-11-16 2012-11-23 2012-11-30 2012-12-07 2012-12-14
## 0 0 0 0 0 0
## 2012-12-21 2012-12-28 2013-01-04 2013-01-11 2013-01-18 2013-01-25
## 0 0 0 0 0 0
## 2013-02-01 2013-02-08 2013-02-15 2013-02-22 2013-03-01 2013-03-08
## 0 0 0 0 0 0
## 2013-03-15 2013-03-22 2013-03-29 2013-04-05 2013-04-12 2013-04-19
## 0 0 0 0 0 0
## 2013-04-26 2013-05-03 2013-05-10 2013-05-17 2013-05-24 2013-05-31
## 0 0 0 0 0 0
## 2013-06-07 2013-06-14 2013-06-21 2013-06-28 2013-07-05 2013-07-12
## 0 0 0 0 0 0
## 2013-07-19 2013-07-26 2013-08-02 2013-08-09 2013-08-16 2013-08-23
## 0 0 0 0 0 0
## 2013-08-30 2013-09-06 2013-09-13 2013-09-20 2013-09-27 2013-10-04
## 0 0 0 0 0 0
## 2013-10-11 2013-10-18 2013-10-25 2013-11-01 2013-11-08 2013-11-15
## 0 0 0 0 0 0
## 2013-11-22 2013-11-29 2013-12-06 2013-12-13 2013-12-20 2013-12-27
## 0 0 0 0 0 0
## 2014-01-03 2014-01-10 2014-01-17 2014-01-24 2014-01-31 2014-02-07
## 0 0 0 0 0 0
## 2014-02-14 2014-02-21 2014-02-28 2014-03-07 2014-03-14 2014-03-21
## 0 0 0 0 0 0
## 2014-03-28 2014-04-04 2014-04-11 2014-04-18 2014-04-25 2014-05-02
## 0 0 0 0 0 0
## 2014-05-09 2014-05-16 2014-05-23 2014-05-30 2014-06-06 2014-06-13
## 0 0 0 0 0 0
## 2014-06-20 2014-06-27 2014-07-04 2014-07-11 2014-07-18 2014-07-25
## 0 0 0 0 0 0
## 2014-08-01 2014-08-08 2014-08-15 2014-08-22 2014-08-29 2014-09-05
## 0 0 0 0 0 0
## 2014-09-12 2014-09-19 2014-09-26 2014-10-03 2014-10-10 2014-10-17
## 0 0 0 0 0 0
## 2014-10-24 2014-10-31 2014-11-07 2014-11-14 2014-11-21 2014-11-28
## 0 0 0 0 0 0
## 2014-12-05 2014-12-12 2014-12-19 2014-12-26 2015-01-02 2015-01-09
## 0 0 0 0 0 0
## 2015-01-16 2015-01-23 2015-01-30 2015-02-06 2015-02-13 2015-02-20
## 0 0 0 0 0 0
## 2015-02-27 2015-03-06 2015-03-13 2015-03-20 2015-03-27 2015-04-03
## 0 0 0 0 0 0
## 2015-04-10 2015-04-17 2015-04-24 2015-05-01 2015-05-08 2015-05-15
## 0 0 0 0 0 0
## 2015-05-22 2015-05-29 2015-06-05 2015-06-12 2015-06-19 2015-06-26
## 0 0 0 0 0 0
## 2015-07-03 2015-07-10 2015-07-17 2015-07-24 2015-07-31 2015-08-07
## 0 0 0 0 0 0
## 2015-08-14 2015-08-21 2015-08-28 2015-09-04 2015-09-11 2015-09-18
## 0 0 0 0 0 0
## 2015-09-25 2015-10-02 2015-10-09 2015-10-16 2015-10-23 2015-10-30
## 0 0 0 0 0 0
## 2015-11-06 2015-11-13 2015-11-20 2015-11-27 2015-12-04 2015-12-11
## 0 0 0 0 0 0
## 2015-12-18 2015-12-25 2016-01-01 2016-01-08 2016-01-15 2016-01-22
## 0 0 0 0 0 0
## 2016-01-29 2016-02-04 2016-02-12 2016-02-19 2016-02-26 2016-03-04
## 0 0 0 0 0 0
## 2016-03-11 2016-03-18 2016-03-25 2016-04-01 2016-04-08 2016-04-15
## 0 0 0 0 0 0
## 2016-04-22 2016-04-29 2016-05-06 2016-05-13 2016-05-20 2016-05-27
## 0 0 0 0 0 0
## 2016-06-03 2016-06-10 2016-06-17 2016-06-24 2016-07-01 2016-07-07
## 0 0 0 0 0 0
## 2016-07-15 2016-07-22 2016-07-29 2016-08-05 2016-08-12 2016-08-19
## 0 0 0 0 0 0
## 2016-08-26 2016-09-02 2016-09-09 2016-09-16 2016-09-23 2016-09-26
## 0 0 0 0 0 0
#台積電:週一開盤買，週五收盤賣
#profit[m]=STK[m,4]-STK[m,1]#每周損益：周收盤價-周開盤價
#每週都要計算?
for (m in rownames(STK)) {
profit[m]=STK[m,4]-STK[m,1] #第四行是收盤，第一行是開盤
}
profit
## 2007-01-05 2007-01-12 2007-01-19 2007-01-26 2007-02-02 2007-02-09
## -0.8954 2.9851 0.3980 -1.9901 -0.4976 0.1990
## 2007-02-14 2007-03-02 2007-03-09 2007-03-16 2007-03-23 2007-03-30
## 0.2985 -2.2886 1.4925 2.3881 0.9950 -2.0896
## 2007-04-04 2007-04-13 2007-04-20 2007-04-27 2007-05-04 2007-05-11
## 1.4926 -1.1940 -1.1940 0.9951 0.3980 -1.9900
## 2007-05-18 2007-05-25 2007-06-01 2007-06-08 2007-06-15 2007-06-22
## 0.9950 -1.3930 1.2378 -3.2568 -0.3001 2.5000
## 2007-06-29 2007-07-06 2007-07-13 2007-07-20 2007-07-27 2007-08-03
## 1.9000 -0.4000 2.5000 -3.6000 -4.7000 0.6000
## 2007-08-10 2007-08-17 2007-08-24 2007-08-31 2007-09-07 2007-09-14
## -1.0000 -3.5000 -0.4001 0.3000 -0.6999 0.5000
## 2007-09-21 2007-09-28 2007-10-05 2007-10-12 2007-10-19 2007-10-26
## -0.5001 2.6000 1.1000 -4.2000 0.7001 1.6000
## 2007-11-02 2007-11-09 2007-11-16 2007-11-23 2007-11-30 2007-12-07
## -0.4001 0.3000 -1.1000 -0.9000 0.5000 1.9000
## 2007-12-14 2007-12-21 2007-12-28 2008-01-04 2008-01-11 2008-01-18
## -3.2000 -0.1000 1.0000 -1.0000 -2.0000 -1.9000
## 2008-01-25 2008-02-01 2008-02-15 2008-02-22 2008-02-29 2008-03-07
## 0.9000 6.0000 1.8000 -0.6000 0.6000 3.9000
## 2008-03-14 2008-03-21 2008-03-28 2008-04-03 2008-04-11 2008-04-18
## -1.8000 4.8000 -6.9999 2.7000 -0.2000 3.5000
## 2008-04-25 2008-05-02 2008-05-09 2008-05-16 2008-05-23 2008-05-30
## -2.1000 4.0000 -1.6999 2.4000 -3.7000 0.8000
## 2008-06-06 2008-06-13 2008-06-20 2008-06-27 2008-07-04 2008-07-11
## 1.9000 -2.2000 -2.1000 0.8000 -4.9000 2.7000
## 2008-07-18 2008-07-25 2008-08-01 2008-08-08 2008-08-15 2008-08-22
## -3.1000 -1.6000 0.0000 4.9000 -0.9000 -0.6000
## 2008-08-29 2008-09-05 2008-09-12 2008-09-19 2008-09-26 2008-10-03
## -1.1000 -4.6000 -2.8000 2.8000 -3.7000 1.3999
## 2008-10-09 2008-10-17 2008-10-24 2008-10-31 2008-11-07 2008-11-14
## -4.0998 -1.2000 -3.6500 11.0000 -6.0000 -1.6000
## 2008-11-21 2008-11-28 2008-12-05 2008-12-12 2008-12-19 2008-12-26
## -1.5000 2.3000 -2.6000 3.9500 1.4500 -1.6000
## 2009-01-02 2009-01-09 2009-01-16 2009-01-21 2009-02-06 2009-02-13
## 0.8000 -5.0000 1.2000 -0.8000 3.5000 -0.4500
## 2009-02-20 2009-02-27 2009-03-06 2009-03-13 2009-03-20 2009-03-27
## -3.0500 1.1500 2.5000 1.5000 -2.3001 3.5000
## 2009-04-03 2009-04-10 2009-04-17 2009-04-24 2009-05-01 2009-05-08
## 0.8000 -0.5000 -3.1000 -0.9000 4.6000 -2.6000
## 2009-05-15 2009-05-22 2009-05-29 2009-06-05 2009-06-12 2009-06-19
## -1.7000 0.7000 3.5000 -3.1000 -2.1001 -2.3000
## 2009-06-26 2009-07-03 2009-07-10 2009-07-17 2009-07-24 2009-07-31
## 3.4000 0.5000 1.0000 -3.2000 2.3000 1.7000
## 2009-08-06 2009-08-14 2009-08-21 2009-08-28 2009-09-04 2009-09-11
## -1.8000 1.6000 -2.2000 1.7000 0.4000 2.3000
## 2009-09-18 2009-09-25 2009-10-02 2009-10-09 2009-10-16 2009-10-23
## 0.3000 -1.4000 1.3000 -0.9000 0.1000 -0.2000
## 2009-10-30 2009-11-06 2009-11-13 2009-11-20 2009-11-27 2009-12-04
## -1.8000 0.5000 1.3000 -0.7000 -1.4000 0.5000
## 2009-12-11 2009-12-18 2009-12-25 2010-01-01 2010-01-08 2010-01-15
## 0.6000 -0.2000 1.0000 1.1000 -1.0000 -0.5000
## 2010-01-22 2010-01-29 2010-02-05 2010-02-10 2010-02-26 2010-03-05
## -1.7000 1.4000 -3.5000 0.4000 -1.7000 0.9000
## 2010-03-12 2010-03-19 2010-03-26 2010-04-02 2010-04-09 2010-04-16
## -0.1000 -1.3000 2.4000 0.4000 -0.1000 -0.3000
## 2010-04-23 2010-04-30 2010-05-07 2010-05-14 2010-05-21 2010-05-28
## -0.8000 -0.6000 -3.2000 1.8000 -1.7000 -0.9000
## 2010-06-04 2010-06-11 2010-06-18 2010-06-25 2010-07-02 2010-07-09
## 1.9000 0.8000 1.8000 -1.7000 -0.9000 0.1000
## 2010-07-16 2010-07-23 2010-07-30 2010-08-06 2010-08-13 2010-08-20
## -0.7000 3.3000 -0.6000 -1.7000 -0.4000 -0.1000
## 2010-08-27 2010-09-03 2010-09-10 2010-09-17 2010-09-24 2010-10-01
## -1.1000 0.6000 -1.1000 1.6000 -1.4000 1.2000
## 2010-10-08 2010-10-15 2010-10-22 2010-10-29 2010-11-05 2010-11-12
## -0.2000 -0.1000 0.4000 0.8000 0.8000 -1.2000
## 2010-11-19 2010-11-26 2010-12-03 2010-12-10 2010-12-17 2010-12-24
## -0.1000 0.8000 3.7000 0.8000 2.9000 -2.2000
## 2010-12-31 2011-01-07 2011-01-14 2011-01-21 2011-01-28 2011-02-11
## 0.2000 1.0000 1.8000 -0.8000 1.1000 -5.6000
## 2011-02-18 2011-02-25 2011-03-04 2011-03-11 2011-03-18 2011-03-25
## 1.0000 -2.6000 1.8000 -1.6000 -2.0000 2.9000
## 2011-04-01 2011-04-08 2011-04-15 2011-04-22 2011-04-29 2011-05-06
## 0.1000 1.4000 -3.8000 1.1000 2.2000 1.1000
## 2011-05-13 2011-05-20 2011-05-27 2011-06-03 2011-06-10 2011-06-17
## 0.3000 -0.4000 -0.7000 3.2000 -1.9000 -0.3000
## 2011-06-24 2011-07-01 2011-07-08 2011-07-15 2011-07-22 2011-07-29
## -1.7000 0.8000 -1.4000 -2.7000 2.3000 -0.4000
## 2011-08-05 2011-08-12 2011-08-19 2011-08-26 2011-09-02 2011-09-09
## -5.4000 -0.9000 -3.0000 4.3000 -1.1000 3.2000
## 2011-09-16 2011-09-23 2011-09-30 2011-10-07 2011-10-14 2011-10-21
## 1.5000 -3.9000 2.6000 -0.9000 0.3000 -0.5000
## 2011-10-28 2011-11-04 2011-11-11 2011-11-18 2011-11-25 2011-12-02
## 1.9000 1.1000 -1.6000 -0.7000 -1.6000 4.4000
## 2011-12-09 2011-12-16 2011-12-23 2011-12-30 2012-01-06 2012-01-13
## -1.9000 -2.4000 1.9000 0.4000 -0.2000 2.3000
## 2012-01-20 2012-01-27 2012-02-03 2012-02-10 2012-02-17 2012-02-24
## 0.6000 0.0000 -1.8000 -0.4000 3.6000 -1.5000
## 2012-03-02 2012-03-09 2012-03-16 2012-03-23 2012-03-30 2012-04-06
## 0.9000 1.3000 0.9000 1.7000 -0.2000 -1.0000
## 2012-04-13 2012-04-20 2012-04-27 2012-05-04 2012-05-11 2012-05-18
## 2.9000 -0.3000 1.8000 1.3000 -1.0000 -3.0000
## 2012-05-25 2012-06-01 2012-06-08 2012-06-15 2012-06-22 2012-06-29
## -1.0000 -0.1000 1.4000 -1.8000 0.1000 0.5000
## 2012-07-06 2012-07-13 2012-07-20 2012-07-27 2012-08-03 2012-08-10
## -0.6000 -4.1000 0.4000 4.2000 -0.2000 1.1000
## 2012-08-17 2012-08-24 2012-08-31 2012-09-07 2012-09-14 2012-09-21
## -1.8000 -0.7000 0.4000 0.3000 3.2000 -1.2000
## 2012-09-28 2012-10-05 2012-10-12 2012-10-19 2012-10-26 2012-11-02
## 4.1000 1.8000 -4.7000 0.6000 1.0000 1.6000
## 2012-11-09 2012-11-16 2012-11-23 2012-11-30 2012-12-07 2012-12-14
## 0.9000 -0.8000 5.8000 3.2000 -0.2000 0.5000
## 2012-12-21 2012-12-28 2013-01-04 2013-01-11 2013-01-18 2013-01-25
## -1.6000 1.0000 4.5000 0.0000 0.5000 -2.0000
## 2013-02-01 2013-02-08 2013-02-15 2013-02-22 2013-03-01 2013-03-08
## 2.8000 3.0000 0.0000 -1.5000 -1.5000 -1.0000
## 2013-03-15 2013-03-22 2013-03-29 2013-04-05 2013-04-12 2013-04-19
## 1.0000 -4.0000 0.6000 -0.5000 1.5000 6.0000
## 2013-04-26 2013-05-03 2013-05-10 2013-05-17 2013-05-24 2013-05-31
## 0.0000 1.5000 3.0000 -1.5000 -3.0000 0.0000
## 2013-06-07 2013-06-14 2013-06-21 2013-06-28 2013-07-05 2013-07-12
## 0.5000 -4.0000 -2.0000 8.5000 0.0000 3.0000
## 2013-07-19 2013-07-26 2013-08-02 2013-08-09 2013-08-16 2013-08-23
## -10.3000 4.5000 0.5000 -3.6000 0.1000 1.5000
## 2013-08-30 2013-09-06 2013-09-13 2013-09-20 2013-09-27 2013-10-04
## 2.9000 2.0000 0.0000 -1.0000 0.0000 3.5000
## 2013-10-11 2013-10-18 2013-10-25 2013-11-01 2013-11-08 2013-11-15
## 3.0000 3.5000 -4.0000 1.5000 -2.0000 -1.0000
## 2013-11-22 2013-11-29 2013-12-06 2013-12-13 2013-12-20 2013-12-27
## -4.5000 4.0000 -2.0000 -1.5000 -0.5000 1.5000
## 2014-01-03 2014-01-10 2014-01-17 2014-01-24 2014-01-31 2014-02-07
## -1.5000 0.0000 4.5000 1.0000 -1.0000 -1.0000
## 2014-02-14 2014-02-21 2014-02-28 2014-03-07 2014-03-14 2014-03-21
## 3.5000 -0.5000 0.5000 6.5000 0.5000 -2.0000
## 2014-03-28 2014-04-04 2014-04-11 2014-04-18 2014-04-25 2014-05-02
## 6.0000 0.5000 2.5000 3.0000 -3.5000 -0.5000
## 2014-05-09 2014-05-16 2014-05-23 2014-05-30 2014-06-06 2014-06-13
## 2.5000 2.5000 0.0000 -3.5000 3.0000 0.5000
## 2014-06-20 2014-06-27 2014-07-04 2014-07-11 2014-07-18 2014-07-25
## 2.0000 0.5000 9.0000 2.0000 -11.0000 -1.0000
## 2014-08-01 2014-08-08 2014-08-15 2014-08-22 2014-08-29 2014-09-05
## -2.0000 0.5000 4.0000 1.5000 -1.5000 2.0000
## 2014-09-12 2014-09-19 2014-09-26 2014-10-03 2014-10-10 2014-10-17
## -4.0000 2.5000 -3.0000 2.5000 0.0000 4.5000
## 2014-10-24 2014-10-31 2014-11-07 2014-11-14 2014-11-21 2014-11-28
## 0.5000 4.0000 -1.0000 2.5000 3.5000 1.5000
## 2014-12-05 2014-12-12 2014-12-19 2014-12-26 2015-01-02 2015-01-09
## -1.5000 -3.0000 3.5000 1.5000 3.0000 -6.5000
## 2015-01-16 2015-01-23 2015-01-30 2015-02-06 2015-02-13 2015-02-20
## 4.5000 6.5000 -4.5000 2.5000 5.5000 0.0000
## 2015-02-27 2015-03-06 2015-03-13 2015-03-20 2015-03-27 2015-04-03
## 2.0000 -2.5000 1.5000 5.0000 -11.5000 4.5000
## 2015-04-10 2015-04-17 2015-04-24 2015-05-01 2015-05-08 2015-05-15
## 0.0000 -4.0000 10.5000 -6.0000 -2.0000 -2.5000
## 2015-05-22 2015-05-29 2015-06-05 2015-06-12 2015-06-19 2015-06-26
## -1.5000 -0.5000 -5.5000 5.0000 -2.5000 4.0000
## 2015-07-03 2015-07-10 2015-07-17 2015-07-24 2015-07-31 2015-08-07
## 2.0000 -4.5000 3.0000 -4.5000 4.5000 -5.5000
## 2015-08-14 2015-08-21 2015-08-28 2015-09-04 2015-09-11 2015-09-18
## -5.0000 -4.5000 5.0000 -1.0000 3.0000 3.5000
## 2015-09-25 2015-10-02 2015-10-09 2015-10-16 2015-10-23 2015-10-30
## -3.0000 5.0000 3.0000 0.5000 1.5000 -4.0000
## 2015-11-06 2015-11-13 2015-11-20 2015-11-27 2015-12-04 2015-12-11
## 1.5000 -5.0000 7.0000 -2.0000 4.0000 -2.5000
## 2015-12-18 2015-12-25 2016-01-01 2016-01-08 2016-01-15 2016-01-22
## 4.5000 1.5000 -0.5000 -8.5000 4.0000 3.5000
## 2016-01-29 2016-02-04 2016-02-12 2016-02-19 2016-02-26 2016-03-04
## 3.0000 2.0000 0.0000 9.0000 -0.5000 3.5000
## 2016-03-11 2016-03-18 2016-03-25 2016-04-01 2016-04-08 2016-04-15
## 2.5000 3.0000 -2.0000 0.5000 -1.0000 3.5000
## 2016-04-22 2016-04-29 2016-05-06 2016-05-13 2016-05-20 2016-05-27
## -1.5000 -6.5000 -2.0000 -4.5000 5.5000 6.0000
## 2016-06-03 2016-06-10 2016-06-17 2016-06-24 2016-07-01 2016-07-07
## 3.5000 4.5000 2.0000 -4.0000 10.5000 -1.5000
## 2016-07-15 2016-07-22 2016-07-29 2016-08-05 2016-08-12 2016-08-19
## -0.5000 3.0000 0.5000 2.0000 -0.5000 -4.0000
## 2016-08-26 2016-09-02 2016-09-09 2016-09-16 2016-09-23 2016-09-26
## 4.0000 -1.0000 4.0000 -3.5000 7.5000 0.0000
sum(profit)#總損益
## [1] 115.1855
cumsum(profit)#累計損益
## 2007-01-05 2007-01-12 2007-01-19 2007-01-26 2007-02-02 2007-02-09
## -0.8954 2.0897 2.4877 0.4976 0.0000 0.1990
## 2007-02-14 2007-03-02 2007-03-09 2007-03-16 2007-03-23 2007-03-30
## 0.4975 -1.7911 -0.2986 2.0895 3.0845 0.9949
## 2007-04-04 2007-04-13 2007-04-20 2007-04-27 2007-05-04 2007-05-11
## 2.4875 1.2935 0.0995 1.0946 1.4926 -0.4974
## 2007-05-18 2007-05-25 2007-06-01 2007-06-08 2007-06-15 2007-06-22
## 0.4976 -0.8954 0.3424 -2.9144 -3.2145 -0.7145
## 2007-06-29 2007-07-06 2007-07-13 2007-07-20 2007-07-27 2007-08-03
## 1.1855 0.7855 3.2855 -0.3145 -5.0145 -4.4145
## 2007-08-10 2007-08-17 2007-08-24 2007-08-31 2007-09-07 2007-09-14
## -5.4145 -8.9145 -9.3146 -9.0146 -9.7145 -9.2145
## 2007-09-21 2007-09-28 2007-10-05 2007-10-12 2007-10-19 2007-10-26
## -9.7146 -7.1146 -6.0146 -10.2146 -9.5145 -7.9145
## 2007-11-02 2007-11-09 2007-11-16 2007-11-23 2007-11-30 2007-12-07
## -8.3146 -8.0146 -9.1146 -10.0146 -9.5146 -7.6146
## 2007-12-14 2007-12-21 2007-12-28 2008-01-04 2008-01-11 2008-01-18
## -10.8146 -10.9146 -9.9146 -10.9146 -12.9146 -14.8146
## 2008-01-25 2008-02-01 2008-02-15 2008-02-22 2008-02-29 2008-03-07
## -13.9146 -7.9146 -6.1146 -6.7146 -6.1146 -2.2146
## 2008-03-14 2008-03-21 2008-03-28 2008-04-03 2008-04-11 2008-04-18
## -4.0146 0.7854 -6.2145 -3.5145 -3.7145 -0.2145
## 2008-04-25 2008-05-02 2008-05-09 2008-05-16 2008-05-23 2008-05-30
## -2.3145 1.6855 -0.0144 2.3856 -1.3144 -0.5144
## 2008-06-06 2008-06-13 2008-06-20 2008-06-27 2008-07-04 2008-07-11
## 1.3856 -0.8144 -2.9144 -2.1144 -7.0144 -4.3144
## 2008-07-18 2008-07-25 2008-08-01 2008-08-08 2008-08-15 2008-08-22
## -7.4144 -9.0144 -9.0144 -4.1144 -5.0144 -5.6144
## 2008-08-29 2008-09-05 2008-09-12 2008-09-19 2008-09-26 2008-10-03
## -6.7144 -11.3144 -14.1144 -11.3144 -15.0144 -13.6145
## 2008-10-09 2008-10-17 2008-10-24 2008-10-31 2008-11-07 2008-11-14
## -17.7143 -18.9143 -22.5643 -11.5643 -17.5643 -19.1643
## 2008-11-21 2008-11-28 2008-12-05 2008-12-12 2008-12-19 2008-12-26
## -20.6643 -18.3643 -20.9643 -17.0143 -15.5643 -17.1643
## 2009-01-02 2009-01-09 2009-01-16 2009-01-21 2009-02-06 2009-02-13
## -16.3643 -21.3643 -20.1643 -20.9643 -17.4643 -17.9143
## 2009-02-20 2009-02-27 2009-03-06 2009-03-13 2009-03-20 2009-03-27
## -20.9643 -19.8143 -17.3143 -15.8143 -18.1144 -14.6144
## 2009-04-03 2009-04-10 2009-04-17 2009-04-24 2009-05-01 2009-05-08
## -13.8144 -14.3144 -17.4144 -18.3144 -13.7144 -16.3144
## 2009-05-15 2009-05-22 2009-05-29 2009-06-05 2009-06-12 2009-06-19
## -18.0144 -17.3144 -13.8144 -16.9144 -19.0145 -21.3145
## 2009-06-26 2009-07-03 2009-07-10 2009-07-17 2009-07-24 2009-07-31
## -17.9145 -17.4145 -16.4145 -19.6145 -17.3145 -15.6145
## 2009-08-06 2009-08-14 2009-08-21 2009-08-28 2009-09-04 2009-09-11
## -17.4145 -15.8145 -18.0145 -16.3145 -15.9145 -13.6145
## 2009-09-18 2009-09-25 2009-10-02 2009-10-09 2009-10-16 2009-10-23
## -13.3145 -14.7145 -13.4145 -14.3145 -14.2145 -14.4145
## 2009-10-30 2009-11-06 2009-11-13 2009-11-20 2009-11-27 2009-12-04
## -16.2145 -15.7145 -14.4145 -15.1145 -16.5145 -16.0145
## 2009-12-11 2009-12-18 2009-12-25 2010-01-01 2010-01-08 2010-01-15
## -15.4145 -15.6145 -14.6145 -13.5145 -14.5145 -15.0145
## 2010-01-22 2010-01-29 2010-02-05 2010-02-10 2010-02-26 2010-03-05
## -16.7145 -15.3145 -18.8145 -18.4145 -20.1145 -19.2145
## 2010-03-12 2010-03-19 2010-03-26 2010-04-02 2010-04-09 2010-04-16
## -19.3145 -20.6145 -18.2145 -17.8145 -17.9145 -18.2145
## 2010-04-23 2010-04-30 2010-05-07 2010-05-14 2010-05-21 2010-05-28
## -19.0145 -19.6145 -22.8145 -21.0145 -22.7145 -23.6145
## 2010-06-04 2010-06-11 2010-06-18 2010-06-25 2010-07-02 2010-07-09
## -21.7145 -20.9145 -19.1145 -20.8145 -21.7145 -21.6145
## 2010-07-16 2010-07-23 2010-07-30 2010-08-06 2010-08-13 2010-08-20
## -22.3145 -19.0145 -19.6145 -21.3145 -21.7145 -21.8145
## 2010-08-27 2010-09-03 2010-09-10 2010-09-17 2010-09-24 2010-10-01
## -22.9145 -22.3145 -23.4145 -21.8145 -23.2145 -22.0145
## 2010-10-08 2010-10-15 2010-10-22 2010-10-29 2010-11-05 2010-11-12
## -22.2145 -22.3145 -21.9145 -21.1145 -20.3145 -21.5145
## 2010-11-19 2010-11-26 2010-12-03 2010-12-10 2010-12-17 2010-12-24
## -21.6145 -20.8145 -17.1145 -16.3145 -13.4145 -15.6145
## 2010-12-31 2011-01-07 2011-01-14 2011-01-21 2011-01-28 2011-02-11
## -15.4145 -14.4145 -12.6145 -13.4145 -12.3145 -17.9145
## 2011-02-18 2011-02-25 2011-03-04 2011-03-11 2011-03-18 2011-03-25
## -16.9145 -19.5145 -17.7145 -19.3145 -21.3145 -18.4145
## 2011-04-01 2011-04-08 2011-04-15 2011-04-22 2011-04-29 2011-05-06
## -18.3145 -16.9145 -20.7145 -19.6145 -17.4145 -16.3145
## 2011-05-13 2011-05-20 2011-05-27 2011-06-03 2011-06-10 2011-06-17
## -16.0145 -16.4145 -17.1145 -13.9145 -15.8145 -16.1145
## 2011-06-24 2011-07-01 2011-07-08 2011-07-15 2011-07-22 2011-07-29
## -17.8145 -17.0145 -18.4145 -21.1145 -18.8145 -19.2145
## 2011-08-05 2011-08-12 2011-08-19 2011-08-26 2011-09-02 2011-09-09
## -24.6145 -25.5145 -28.5145 -24.2145 -25.3145 -22.1145
## 2011-09-16 2011-09-23 2011-09-30 2011-10-07 2011-10-14 2011-10-21
## -20.6145 -24.5145 -21.9145 -22.8145 -22.5145 -23.0145
## 2011-10-28 2011-11-04 2011-11-11 2011-11-18 2011-11-25 2011-12-02
## -21.1145 -20.0145 -21.6145 -22.3145 -23.9145 -19.5145
## 2011-12-09 2011-12-16 2011-12-23 2011-12-30 2012-01-06 2012-01-13
## -21.4145 -23.8145 -21.9145 -21.5145 -21.7145 -19.4145
## 2012-01-20 2012-01-27 2012-02-03 2012-02-10 2012-02-17 2012-02-24
## -18.8145 -18.8145 -20.6145 -21.0145 -17.4145 -18.9145
## 2012-03-02 2012-03-09 2012-03-16 2012-03-23 2012-03-30 2012-04-06
## -18.0145 -16.7145 -15.8145 -14.1145 -14.3145 -15.3145
## 2012-04-13 2012-04-20 2012-04-27 2012-05-04 2012-05-11 2012-05-18
## -12.4145 -12.7145 -10.9145 -9.6145 -10.6145 -13.6145
## 2012-05-25 2012-06-01 2012-06-08 2012-06-15 2012-06-22 2012-06-29
## -14.6145 -14.7145 -13.3145 -15.1145 -15.0145 -14.5145
## 2012-07-06 2012-07-13 2012-07-20 2012-07-27 2012-08-03 2012-08-10
## -15.1145 -19.2145 -18.8145 -14.6145 -14.8145 -13.7145
## 2012-08-17 2012-08-24 2012-08-31 2012-09-07 2012-09-14 2012-09-21
## -15.5145 -16.2145 -15.8145 -15.5145 -12.3145 -13.5145
## 2012-09-28 2012-10-05 2012-10-12 2012-10-19 2012-10-26 2012-11-02
## -9.4145 -7.6145 -12.3145 -11.7145 -10.7145 -9.1145
## 2012-11-09 2012-11-16 2012-11-23 2012-11-30 2012-12-07 2012-12-14
## -8.2145 -9.0145 -3.2145 -0.0145 -0.2145 0.2855
## 2012-12-21 2012-12-28 2013-01-04 2013-01-11 2013-01-18 2013-01-25
## -1.3145 -0.3145 4.1855 4.1855 4.6855 2.6855
## 2013-02-01 2013-02-08 2013-02-15 2013-02-22 2013-03-01 2013-03-08
## 5.4855 8.4855 8.4855 6.9855 5.4855 4.4855
## 2013-03-15 2013-03-22 2013-03-29 2013-04-05 2013-04-12 2013-04-19
## 5.4855 1.4855 2.0855 1.5855 3.0855 9.0855
## 2013-04-26 2013-05-03 2013-05-10 2013-05-17 2013-05-24 2013-05-31
## 9.0855 10.5855 13.5855 12.0855 9.0855 9.0855
## 2013-06-07 2013-06-14 2013-06-21 2013-06-28 2013-07-05 2013-07-12
## 9.5855 5.5855 3.5855 12.0855 12.0855 15.0855
## 2013-07-19 2013-07-26 2013-08-02 2013-08-09 2013-08-16 2013-08-23
## 4.7855 9.2855 9.7855 6.1855 6.2855 7.7855
## 2013-08-30 2013-09-06 2013-09-13 2013-09-20 2013-09-27 2013-10-04
## 10.6855 12.6855 12.6855 11.6855 11.6855 15.1855
## 2013-10-11 2013-10-18 2013-10-25 2013-11-01 2013-11-08 2013-11-15
## 18.1855 21.6855 17.6855 19.1855 17.1855 16.1855
## 2013-11-22 2013-11-29 2013-12-06 2013-12-13 2013-12-20 2013-12-27
## 11.6855 15.6855 13.6855 12.1855 11.6855 13.1855
## 2014-01-03 2014-01-10 2014-01-17 2014-01-24 2014-01-31 2014-02-07
## 11.6855 11.6855 16.1855 17.1855 16.1855 15.1855
## 2014-02-14 2014-02-21 2014-02-28 2014-03-07 2014-03-14 2014-03-21
## 18.6855 18.1855 18.6855 25.1855 25.6855 23.6855
## 2014-03-28 2014-04-04 2014-04-11 2014-04-18 2014-04-25 2014-05-02
## 29.6855 30.1855 32.6855 35.6855 32.1855 31.6855
## 2014-05-09 2014-05-16 2014-05-23 2014-05-30 2014-06-06 2014-06-13
## 34.1855 36.6855 36.6855 33.1855 36.1855 36.6855
## 2014-06-20 2014-06-27 2014-07-04 2014-07-11 2014-07-18 2014-07-25
## 38.6855 39.1855 48.1855 50.1855 39.1855 38.1855
## 2014-08-01 2014-08-08 2014-08-15 2014-08-22 2014-08-29 2014-09-05
## 36.1855 36.6855 40.6855 42.1855 40.6855 42.6855
## 2014-09-12 2014-09-19 2014-09-26 2014-10-03 2014-10-10 2014-10-17
## 38.6855 41.1855 38.1855 40.6855 40.6855 45.1855
## 2014-10-24 2014-10-31 2014-11-07 2014-11-14 2014-11-21 2014-11-28
## 45.6855 49.6855 48.6855 51.1855 54.6855 56.1855
## 2014-12-05 2014-12-12 2014-12-19 2014-12-26 2015-01-02 2015-01-09
## 54.6855 51.6855 55.1855 56.6855 59.6855 53.1855
## 2015-01-16 2015-01-23 2015-01-30 2015-02-06 2015-02-13 2015-02-20
## 57.6855 64.1855 59.6855 62.1855 67.6855 67.6855
## 2015-02-27 2015-03-06 2015-03-13 2015-03-20 2015-03-27 2015-04-03
## 69.6855 67.1855 68.6855 73.6855 62.1855 66.6855
## 2015-04-10 2015-04-17 2015-04-24 2015-05-01 2015-05-08 2015-05-15
## 66.6855 62.6855 73.1855 67.1855 65.1855 62.6855
## 2015-05-22 2015-05-29 2015-06-05 2015-06-12 2015-06-19 2015-06-26
## 61.1855 60.6855 55.1855 60.1855 57.6855 61.6855
## 2015-07-03 2015-07-10 2015-07-17 2015-07-24 2015-07-31 2015-08-07
## 63.6855 59.1855 62.1855 57.6855 62.1855 56.6855
## 2015-08-14 2015-08-21 2015-08-28 2015-09-04 2015-09-11 2015-09-18
## 51.6855 47.1855 52.1855 51.1855 54.1855 57.6855
## 2015-09-25 2015-10-02 2015-10-09 2015-10-16 2015-10-23 2015-10-30
## 54.6855 59.6855 62.6855 63.1855 64.6855 60.6855
## 2015-11-06 2015-11-13 2015-11-20 2015-11-27 2015-12-04 2015-12-11
## 62.1855 57.1855 64.1855 62.1855 66.1855 63.6855
## 2015-12-18 2015-12-25 2016-01-01 2016-01-08 2016-01-15 2016-01-22
## 68.1855 69.6855 69.1855 60.6855 64.6855 68.1855
## 2016-01-29 2016-02-04 2016-02-12 2016-02-19 2016-02-26 2016-03-04
## 71.1855 73.1855 73.1855 82.1855 81.6855 85.1855
## 2016-03-11 2016-03-18 2016-03-25 2016-04-01 2016-04-08 2016-04-15
## 87.6855 90.6855 88.6855 89.1855 88.1855 91.6855
## 2016-04-22 2016-04-29 2016-05-06 2016-05-13 2016-05-20 2016-05-27
## 90.1855 83.6855 81.6855 77.1855 82.6855 88.6855
## 2016-06-03 2016-06-10 2016-06-17 2016-06-24 2016-07-01 2016-07-07
## 92.1855 96.6855 98.6855 94.6855 105.1855 103.6855
## 2016-07-15 2016-07-22 2016-07-29 2016-08-05 2016-08-12 2016-08-19
## 103.1855 106.1855 106.6855 108.6855 108.1855 104.1855
## 2016-08-26 2016-09-02 2016-09-09 2016-09-16 2016-09-23 2016-09-26
## 108.1855 107.1855 111.1855 107.6855 115.1855 115.1855
plot(cumsum(profit),type="l",col="red",lwd=2)
abline(h=0,col="green")
3-1-3.簡單的績效分析
length(profit[profit>0])#贏的次數
## [1] 258
length(profit[profit>0])/length(profit[profit!=0])#勝率
## [1] 0.5286885
mean(profit[profit>0])#平均賺
## [1] 2.34622
mean(profit[profit<0])#平均賠
## [1] -2.13104
mean(profit[profit>0])/abs(mean(profit[profit<0]))#賺賠比=平均賺/平均賠
## [1] 1.100974
3-1-5.獲利因子(profit factor)
反映的是你的策略品質
意義：每輸1單位，必可再換來?單位的獲利
‧勝率很低無所謂? Why?
‧賺小賠大無所謂? Why?
‧交易次數很少無所謂? Why?
#賺的和/|賠的和|
sum(profit[profit>=0])/sum(profit[profit<0])#我每賠一塊錢會賺多少
## [1] -1.235006
3-2.Buy HIGH TSMC
台積電這幾年都在多頭，每週開盤買當然賺!
考慮多空:開低買，開高賣
3-2-1.Buy HIGH TSMC
lastC=STK[1,4] ##Close Price of the 1th Week(第一周不能交易只能記錄)
for (m in rownames(STK)[-1]) {
if(STK[m,1]<lastC){profit[m]=STK[m,4]-STK[m,1]}
if(STK[m,1]>lastC){profit[m]=STK[m,1]-STK[m,4]}#開盤減收盤
lastC=STK[m,4]
}
head(cbind(STK[,c(1,4)],profit)) ##Check
## STK.Open STK.Close profit
## 2007-01-05 67.4627 66.5673 -0.8954
## 2007-01-12 65.7712 68.7563 2.9851
## 2007-01-19 69.0548 69.4528 -0.3980
## 2007-01-26 69.6518 67.6617 1.9901
## 2007-02-02 67.9603 67.4627 0.4976
## 2007-02-09 67.4627 67.6617 0.1990
###performance module######
source('performance.R')
par(mfrow=c(1,2))
plot(cumsum(profit),type="l",col="red",lwd=2)
performance(profit)
## Total Profit: 160.2431
## Trading Days: 504
## Profit Per Trade: 0.328367
## # of Win: 267
## Win Rate: 54.71311 %
## Winning Average: 2.351511
## Lossing Average: -2.115884
## Maximum Draw Down: 25.5
## The Periods of MDD: 20 22 39 50 89
## Profit Factor: 1.342685
## Total Profit/MDD: 6.284043
#ProfitBar(profit)
3-2-2.[練習]：開低1%買，開高1%賣，收盤前空手
lastC=STK[1,4]
for (m in rownames(STK)[-1]) {
if(STK[m,1]<=lastC*0.99){profit[m]=STK[m,4]-STK[m,1]}
if (STK[m,1]>=lastC*1.01){profit[m]=STK[m,1]-STK[m,4]}
lastC=STK[m,4]
}
3-3.扣掉交易成本
股票手續費
‧成交金額*0.1425% ，
‧買賣各一次
‧小數點以下無條件捨去，不足20元以20元計
#證券交易稅：0.3%
fee=STK[m,4]*0.006
for (m in rownames(STK)[-1]) {
fee=STK[m,1]*0.006 ##commision fee
#fee=0
if(STK[m,1]<lastC){profit[m]=STK[m,4]-STK[m,1]-fee}
if(STK[m,1]>lastC){profit[m]=STK[m,1]-STK[m,4]-fee}
lastC=STK[m,4]
}
head(cbind(STK[,c(1,4)],profit)) ##check
## STK.Open STK.Close profit
## 2007-01-05 67.4627 66.5673 -0.8954000
## 2007-01-12 65.7712 68.7563 2.5904728
## 2007-01-19 69.0548 69.4528 -0.8123288
## 2007-01-26 69.6518 67.6617 1.5721892
## 2007-02-02 67.9603 67.4627 0.0898382
## 2007-02-09 67.4627 67.6617 0.1990000
plot(cumsum(profit),type="l",col="red",lwd=2)
###performance module######
source("performance.r")
par(mfrow=c(1,2))
performance(profit)
## Total Profit: -59.025
## Trading Days: 504
## Profit Per Trade: -0.119002
## # of Win: 246
## Win Rate: 49.59677 %
## Winning Average: 2.096579
## Lossing Average: -2.299134
## Maximum Draw Down: 82.0575
## The Periods of MDD: 2 2 2 11 40
## Profit Factor: 0.8973092
## Total Profit/MDD: -0.7193127
ProfitBar(profit)
[PART 4].馬丁格爾的聖盃
一種天真浪漫的賭法~
Martingale: 贏了下注1單位，輸了就加倍。
4-1.交易的馬丁格爾
PZ=setNames(rep(1,length(profit)),names(profit))#產生一個計算每次部位大小的向量
#要從第二周開始跑
for (m in 2:length(profit)){
if (sign(profit)[m-1]<0){PZ[m]=2*PZ[m-1]} else #如果上次輸，下次加倍買 #sign是正負號
if (sign(profit)[m-1]>0){PZ[m]=1} else #如果上次贏，下次買一張
if (sign(profit)[m-1]==0){PZ[m]=PZ[m-1]}
}
head(cbind(profit,PZ,profit*PZ),10)
## profit PZ
## 2007-01-05 -0.8954000 1 -0.8954000
## 2007-01-12 2.5904728 2 5.1809456
## 2007-01-19 -0.8123288 1 -0.8123288
## 2007-01-26 1.5721892 2 3.1443784
## 2007-02-02 0.0898382 1 0.0898382
## 2007-02-09 0.1990000 1 0.1990000
## 2007-02-14 -0.1015008 1 -0.1015008
## 2007-03-02 1.8760622 2 3.7521244
## 2007-03-09 1.1044398 1 1.1044398
## 2007-03-16 -2.7857122 1 -2.7857122
4-2.交易的馬丁格爾將PZ前與PZ後畫在一起比較
source("performance.R")
par(mfrow=c(1,3))
performance(profit)
## Total Profit: -59.025
## Trading Days: 504
## Profit Per Trade: -0.119002
## # of Win: 246
## Win Rate: 49.59677 %
## Winning Average: 2.096579
## Lossing Average: -2.299134
## Maximum Draw Down: 82.0575
## The Periods of MDD: 2 2 2 11 40
## Profit Factor: 0.8973092
## Total Profit/MDD: -0.7193127
performance(profit*PZ)#內積
## Total Profit: 446.1213
## Trading Days: 504
## Profit Per Trade: 0.8994381
## # of Win: 246
## Win Rate: 49.59677 %
## Winning Average: 6.949458
## Lossing Average: -5.053782
## Maximum Draw Down: 116.66
## The Periods of MDD: 19 22 30 35 101
## Profit Factor: 1.353099
## Total Profit/MDD: 3.824115
ProfitBar(PZ)
max(PZ)
## [1] 64
mean(PZ)
## [1] 2.928571
[PART 5].交易的聖盃:資金管理的理論與實務
動量策略(順勢交易，買高賣低，違反人性):
‧因為過去漲，所以現在買進；因為過去跌，所以賣出
均值回歸(逆勢交易，買低賣高，大家都愛)：
‧漲多了該回跌，跌深了該反彈
牛頓第二運動定律:動者恆動，靜者恆靜?
‧股價漲未來是否會繼續漲?股價跌未來是否會繼續跌?
進場、加碼、停損、停利屬於哪一種?
在交易裡，大部分違反人性的事，都是好事!
‧不正常的人才會獲利!!!
5-1.銅板賭局模擬(考慮勝率50%，賠率為2的賭局)
‧nbet=40## 賭幾局?
‧Odds=2## odds(賠率)
‧Pwin=0.5## win rate(勝率)
‧initM=100## initial capital(初始資金)
‧f=0.3## bidding fraction(下注比例)
nbet=40 ## number of bidding
odds=2 ## odds
pwin=0.5 ## win rate
initM=100 ## initial capital
f=0.3 ## bidding fraction(總資金的30%)
capital=rep(initM,1) ## current capital(紀錄每一局資產)
for(i in 2:nbet){ ## 每一局
dice=sample(0:1,size=1,prob=c(0.5,0.5),replace=T) ## 模擬賭局輸贏都是50%
capital[i]=dice*capital[i-1]*f*(1+odds)+capital[i-1]*(1-f) ## 資金成長
}
#畫累計損益
plot(capital,type="l",col="red",lwd=3,font=2
,xlab="The # of Bidding",ylab="The Growth of Capital"
,main=paste("WinRate",pwin*100,"%,","Odds",odds,", Play",nbet,"Games, "
,"Bidding",f*100,"%"))
abline(h=initM,col="green",lty=2,lwd=3)
5-2.凱利賭徒(“理論上”的最佳下注比例)
身為一個賭徒(交易員)“賭” 最佳化!
身為一個數學家“資金管理” 最佳化!
5-2-1.定義問題!!
勝率50%，賠率2的賭局
初始資金100元，玩無限多次
‧假設人生可以天長地久
每次決定下注比例f (0% < f < 100%)
‧假設資金可以無限分割
問題：f選多少可讓資金成長最快速!
5-3.台指期貨開盤突破昨日波動
‧開盤突破昨日波動*k1買進
‧20點停損，收盤平倉
‧回測標的：台指期貨
‧回測時間：2010.05.25~2015.09.10
##TX futures, long at Open+Th,dayTrade,no StopPtofit
currenttime=proc.time() ##current time
es=read.table("tx.txt",header=TRUE,sep=',',colClasses=c("NULL","character","character","integer"
,"integer","integer","integer","integer")) ## reading Data
es=split(es,factor(es$Date,levels=unique(es$Date),ordered=TRUE)) ##Split Data
k1=0.55 ##vol Par
t1=90 ## Time limit
SL=20 #Stop Loss Points
profit=setNames(numeric(length(es)), names(es)) ## profit vector
Cl=profit
vol=max(es[[1]]$High)-min(es[[1]]$Low) ##Vol in 1th day
Cl[1]=tail(es[[1]]$Close,1)
for (m in names(es)[-1]){
esToday=es[[m]]
Cl[m]=tail(esToday$Close,1)
todayTime=unique(esToday$Time)
###Long
long=ceiling(esToday$Open[1]+(vol*k1))
i=1
while(esToday$High[i]<long && i<t1){i=i+1} ##long at Open+Th before t1
if (esToday$High[i]>=long){j=i+1 ##long position
while (esToday$Low[j]>long-SL && j<length(todayTime)){j=j+1} ##check StopLoss
if (j==length(todayTime)){profit[m]=esToday$Close[j]-long-5} ##Exit at Close
if (esToday$Low[j]<=long-SL && j<length(todayTime)){profit[m]=-SL-5} ##StopLoss
}
vol=max(esToday$High)-min(esToday$Low) ##Today Vol
}
########Perofrmance module#######
(spttime=proc.time()-currenttime)
## user system elapsed
## 5.86 0.69 6.54
source("performance.R")
performance(profit)
## Total Profit: 1140
## Trading Days: 1543
## Profit Per Trade: 2.76699
## # of Win: 161
## Win Rate: 39.07767 %
## Winning Average: 43.81366
## Lossing Average: -23.56175
## Maximum Draw Down: 312
## The Periods of MDD: 107 112 171 188 254
## Profit Factor: 1.192763
## Total Profit/MDD: 3.653846
5-4.固定分數(以台指期貨為例，固定風險比例2%)
source("7_TX_HL.R")
loss=7000#每口最大損失: 200*(30+5)=7,000
initM=1000000#初始資金:1000,000
risk=0.02#風險比例: 2% = 0.02
capital=initM#設定目前總資金
#設定固定分數向量
PZ.FF=setNames(rep(1,length(profit)),names(profit))
PZ.FF[1]=floor(capital*risk/loss)#計算第m天的下單口數
#計算每一時期的固定分數
for (m in 2:length(profit)){
PZ.FF[m]=floor(capital*risk/loss)
capital=capital+PZ.FF[m]*profit[m]*200
}
#程式碼檢查
head(cbind(profit,PZ.FF,"P&L"=profit*PZ.FF
,"Cap"=initM+cumsum(profit*PZ.FF*200)),1000)
## profit PZ.FF P&L Cap
## 20100525 0 2 0 1000000
## 20100526 0 2 0 1000000
## 20100527 0 2 0 1000000
## 20100531 0 2 0 1000000
## 20100601 0 2 0 1000000
## 20100602 -25 2 -50 990000
## 20100603 0 2 0 990000
## 20100604 0 2 0 990000
## 20100607 0 2 0 990000
## 20100608 0 2 0 990000
## 20100609 -25 2 -50 980000
## 20100610 0 2 0 980000
## 20100611 0 2 0 980000
## 20100614 0 2 0 980000
## 20100615 0 2 0 980000
## 20100618 0 2 0 980000
## 20100621 -25 2 -50 970000
## 20100622 0 2 0 970000
## 20100623 0 2 0 970000
## 20100624 0 2 0 970000
## 20100625 -25 2 -50 960000
## 20100628 0 2 0 960000
## 20100629 -25 2 -50 950000
## 20100701 0 2 0 950000
## 20100702 0 2 0 950000
## 20100705 0 2 0 950000
## 20100706 -25 2 -50 940000
## 20100707 0 2 0 940000
## 20100708 0 2 0 940000
## 20100709 0 2 0 940000
## 20100712 0 2 0 940000
## 20100713 0 2 0 940000
## 20100714 0 2 0 940000
## 20100715 -7 2 -14 937200
## 20100716 0 2 0 937200
## 20100719 9 2 18 940800
## 20100720 0 2 0 940800
## 20100721 0 2 0 940800
## 20100722 0 2 0 940800
## 20100723 0 2 0 940800
## 20100726 0 2 0 940800
## 20100727 0 2 0 940800
## 20100728 0 2 0 940800
## 20100729 0 2 0 940800
## 20100730 0 2 0 940800
## 20100802 83 2 166 974000
## 20100803 0 2 0 974000
## 20100804 -25 2 -50 964000
## 20100805 0 2 0 964000
## 20100806 0 2 0 964000
## 20100809 42 2 84 980800
## 20100810 0 2 0 980800
## 20100811 -25 2 -50 970800
## 20100812 0 2 0 970800
## 20100816 65 2 130 996800
## 20100817 0 2 0 996800
## 20100818 0 2 0 996800
## 20100819 0 2 0 996800
## 20100820 0 2 0 996800
## 20100823 45 2 90 1014800
## 20100824 0 2 0 1014800
## 20100825 0 2 0 1014800
## 20100826 0 2 0 1014800
## 20100827 -25 2 -50 1004800
## 20100830 0 2 0 1004800
## 20100831 0 2 0 1004800
## 20100901 0 2 0 1004800
## 20100902 -25 2 -50 994800
## 20100906 0 2 0 994800
## 20100907 0 2 0 994800
## 20100908 -25 2 -50 984800
## 20100910 0 2 0 984800
## 20100913 128 2 256 1036000
## 20100914 0 2 0 1036000
## 20100915 0 2 0 1036000
## 20100917 41 2 82 1052400
## 20100920 0 3 0 1052400
## 20100921 0 3 0 1052400
## 20100923 0 3 0 1052400
## 20100924 0 3 0 1052400
## 20100927 0 3 0 1052400
## 20100928 0 3 0 1052400
## 20100929 0 3 0 1052400
## 20100930 0 3 0 1052400
## 20101001 0 3 0 1052400
## 20101004 -25 3 -75 1037400
## 20101005 0 2 0 1037400
## 20101006 0 2 0 1037400
## 20101007 0 2 0 1037400
## 20101008 -25 2 -50 1027400
## 20101011 0 2 0 1027400
## 20101012 0 2 0 1027400
## 20101013 0 2 0 1027400
## 20101014 -25 2 -50 1017400
## 20101015 0 2 0 1017400
## 20101018 0 2 0 1017400
## 20101019 0 2 0 1017400
## 20101020 133 2 266 1070600
## 20101021 0 3 0 1070600
## 20101022 0 3 0 1070600
## 20101025 100 3 300 1130600
## 20101026 0 3 0 1130600
## 20101027 -25 3 -75 1115600
## 20101028 0 3 0 1115600
## 20101029 0 3 0 1115600
## 20101101 24 3 72 1130000
## 20101102 0 3 0 1130000
## 20101103 0 3 0 1130000
## 20101104 0 3 0 1130000
## 20101105 0 3 0 1130000
## 20101108 0 3 0 1130000
## 20101109 0 3 0 1130000
## 20101110 0 3 0 1130000
## 20101111 0 3 0 1130000
## 20101112 0 3 0 1130000
## 20101115 0 3 0 1130000
## 20101116 -25 3 -75 1115000
## 20101117 0 3 0 1115000
## 20101118 0 3 0 1115000
## 20101119 0 3 0 1115000
## 20101122 0 3 0 1115000
## 20101124 -25 3 -75 1100000
## 20101125 0 3 0 1100000
## 20101126 0 3 0 1100000
## 20101129 -25 3 -75 1085000
## 20101130 0 3 0 1085000
## 20101201 78 3 234 1131800
## 20101203 0 3 0 1131800
## 20101206 32 3 96 1151000
## 20101207 0 3 0 1151000
## 20101208 0 3 0 1151000
## 20101209 36 3 108 1172600
## 20101210 0 3 0 1172600
## 20101213 0 3 0 1172600
## 20101214 -25 3 -75 1157600
## 20101215 0 3 0 1157600
## 20101216 -25 3 -75 1142600
## 20101217 5 3 15 1145600
## 20101220 0 3 0 1145600
## 20101221 0 3 0 1145600
## 20101222 0 3 0 1145600
## 20101223 16 3 48 1155200
## 20101224 0 3 0 1155200
## 20101227 0 3 0 1155200
## 20101228 0 3 0 1155200
## 20101229 0 3 0 1155200
## 20101230 -25 3 -75 1140200
## 20101231 61 3 183 1176800
## 2011103 0 3 0 1176800
## 2011104 0 3 0 1176800
## 2011105 -25 3 -75 1161800
## 2011106 0 3 0 1161800
## 2011107 0 3 0 1161800
## 2011110 0 3 0 1161800
## 2011111 122 3 366 1235000
## 2011112 0 3 0 1235000
## 2011113 0 3 0 1235000
## 2011114 0 3 0 1235000
## 2011117 0 3 0 1235000
## 2011118 -2 3 -6 1233800
## 2011119 0 3 0 1233800
## 2011120 0 3 0 1233800
## 2011121 0 3 0 1233800
## 2011124 0 3 0 1233800
## 2011125 -25 3 -75 1218800
## 2011126 41 3 123 1243400
## 2011127 0 3 0 1243400
## 2011128 0 3 0 1243400
## 2011208 0 3 0 1243400
## 2011209 0 3 0 1243400
## 2011210 0 3 0 1243400
## 2011211 0 3 0 1243400
## 2011214 0 3 0 1243400
## 2011215 -25 3 -75 1228400
## 2011216 0 3 0 1228400
## 2011217 0 3 0 1228400
## 2011218 77 3 231 1274600
## 2011221 0 3 0 1274600
## 2011222 0 3 0 1274600
## 2011223 0 3 0 1274600
## 2011224 -25 3 -75 1259600
## 2011225 -25 3 -75 1244600
## 2011301 0 3 0 1244600
## 2011302 -25 3 -75 1229600
## 20110303 0 3 0 1229600
## 20110304 0 3 0 1229600
## 20110307 0 3 0 1229600
## 20110308 -25 3 -75 1214600
## 20110309 0 3 0 1214600
## 20110310 0 3 0 1214600
## 20110311 0 3 0 1214600
## 20110314 0 3 0 1214600
## 20110315 0 3 0 1214600
## 20110316 0 3 0 1214600
## 20110317 -25 3 -75 1199600
## 20110318 0 3 0 1199600
## 20110321 -25 3 -75 1184600
## 20110322 0 3 0 1184600
## 20110323 -25 3 -75 1169600
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## 20131213 6 4 24 1421400
## 20131216 0 4 0 1421400
## 20131217 0 4 0 1421400
## 20131218 0 4 0 1421400
## 20131219 -25 4 -100 1401400
## 20131220 0 4 0 1401400
## 20131223 -5 4 -20 1397400
## 20131224 0 3 0 1397400
## 20131225 0 3 0 1397400
## 20131226 0 3 0 1397400
## 20131227 24 3 72 1411800
## 20131230 38 4 152 1442200
## 20131231 0 4 0 1442200
## 20140102 0 4 0 1442200
## 20140103 0 4 0 1442200
## 20140106 0 4 0 1442200
## 20140107 -14 4 -56 1431000
## 20140108 -3 4 -12 1428600
## 20140109 0 4 0 1428600
## 20140110 0 4 0 1428600
## 20140113 -25 4 -100 1408600
## 20140114 0 4 0 1408600
## 20140115 10 4 40 1416600
## 20140116 0 4 0 1416600
## 20140117 0 4 0 1416600
## 20140120 5 4 20 1420600
## 20140121 0 4 0 1420600
## 20140122 15 4 60 1432600
## 20140123 0 4 0 1432600
## 20140124 9 4 36 1439800
## 20140127 0 4 0 1439800
## 20140205 0 4 0 1439800
## 20140206 0 4 0 1439800
## 20140207 -18 4 -72 1425400
## 20140210 0 4 0 1425400
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## 20140212 0 4 0 1447000
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## 20140217 0 4 0 1427000
## 20140218 0 4 0 1427000
## 20140219 -25 4 -100 1407000
## 20140220 0 4 0 1407000
## 20140221 -9 4 -36 1399800
## 20140224 0 3 0 1399800
## 20140225 0 3 0 1399800
## 20140226 14 3 42 1408200
## 20140227 0 4 0 1408200
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## 20140304 0 4 0 1408200
## 20140305 0 4 0 1408200
## 20140306 46 4 184 1445000
## 20140307 0 4 0 1445000
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## 20140311 -25 4 -100 1425000
## 20140312 0 4 0 1425000
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## 20140327 -25 4 -100 1398600
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## 20140402 -25 4 -100 1385200
## 20140403 0 3 0 1385200
## 20140407 23 3 69 1399000
## 20140408 0 3 0 1399000
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## 20140411 -25 3 -75 1384000
## 20140414 0 3 0 1384000
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## 20140502 -25 3 -75 1380400
## 20140505 0 3 0 1380400
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## 20140520 -25 3 -75 1365400
## 20140521 0 3 0 1365400
## 20140522 0 3 0 1365400
## 20140523 0 3 0 1365400
## 20140526 -11 3 -33 1358800
## 20140527 0 3 0 1358800
## 20140528 50 3 150 1388800
## 20140529 0 3 0 1388800
## 20140530 0 3 0 1388800
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## 20140604 0 3 0 1388800
## 20140605 0 3 0 1388800
## 20140606 0 3 0 1388800
## 20140609 0 3 0 1388800
## 20140610 6 3 18 1392400
## 20140611 0 3 0 1392400
## 20140612 0 3 0 1392400
## 20140613 -25 3 -75 1377400
## 20140616 0 3 0 1377400
## 20140617 0 3 0 1377400
## 20140618 0 3 0 1377400
## 20140619 0 3 0 1377400
## 20140620 0 3 0 1377400
## 20140623 0 3 0 1377400
### performance module ###
source("performance.R", encoding = 'BIG5',echo = FALSE)
par(mfcol=c(1,2))
performance(profit)
## Total Profit: 1140
## Trading Days: 1543
## Profit Per Trade: 2.76699
## # of Win: 161
## Win Rate: 39.07767 %
## Winning Average: 43.81366
## Lossing Average: -23.56175
## Maximum Draw Down: 312
## The Periods of MDD: 107 112 171 188 254
## Profit Factor: 1.192763
## Total Profit/MDD: 3.653846
performance(profit*PZ.FF)
## Total Profit: 3054
## Trading Days: 1543
## Profit Per Trade: 7.412621
## # of Win: 161
## Win Rate: 39.07767 %
## Winning Average: 145.0373
## Lossing Average: -80.86454
## Maximum Draw Down: 1273
## The Periods of MDD: 112 171 188 204 254
## Profit Factor: 1.150466
## Total Profit/MDD: 2.399057
