# Commands to generate data for Chapter 2 of
# "The Portfolio Probe User's Manual"

# This depends on functions listed in 'pprobe_functions01.R'
# This uses the file 'us_selection.txt'

# The TTR package must be installed



# things to CHANGE, possibly

PP_LOC <- ".."








# get stock symbols
us.selection <- scan(paste(PP_LOC, "us_selection.txt", sep="/"), what="")

# download price data
us.price <- pp.TTR.multsymbol(us.selection, 20060101, 20090101)

# save price data as a separate file (R only)
save(us.price, file="us.price.rda")

# create alternative format
us.pricemat <- as.matrix(us.price)
rownames(us.pricemat) <- substring(rownames(us.pricemat), 1, 10)

# save this other data in separate file (R only)
save(us.pricemat, file="us.pricemat.rda")

# calculate default MACD for the price data
us.macd <- pp.TTR.multmacd(us.price)

# save MACD data in separate file (R only)
save(us.macd, file='us.macd.rda')

# create alternative format and save
us.macdmat <- as.matrix(us.macd)
rownames(us.macdmat) <- substring(rownames(us.macdmat), 1, 10)

save(us.macdmat, file='us.macdmat.rda')