R Tidyquant在tibble中添加一个价差列

Question

我正试着在Tidyquant tibble中添加一列。下面是代码：

library(tidyquant)
symbol <- 'AAPL'

start_date <- as.Date('2022-01-01')  
end_date <- as.Date('2022-03-31')    

prices <- tq_get(symbol,
                 from = start_date,
                 to = end_date,
                 get = 'stock.prices')

head(prices)

# A tibble: 6 x 8
  symbol date        open  high   low close    volume adjusted
  <chr>  <date>     <dbl> <dbl> <dbl> <dbl>     <dbl>    <dbl>
1 AAPL   2022-01-03  178.  183.  178.  182. 104487900     182.
2 AAPL   2022-01-04  183.  183.  179.  180.  99310400     179.
3 AAPL   2022-01-05  180.  180.  175.  175.  94537600     175.
4 AAPL   2022-01-06  173.  175.  172.  172   96904000     172.
5 AAPL   2022-01-07  173.  174.  171.  172.  86709100     172.
6 AAPL   2022-01-10  169.  172.  168.  172. 106765600     172.

现在，我尝试使用以下方法添加change_on_day列(这只是一天和下一天“调整后的”价格之间的差异)：

prices$change_on_day <- diff(prices$adjusted)

错误信息是：

Error: Assigned data `diff(prices$adjusted)` must be compatible with existing data.
x Existing data has 61 rows.
x Assigned data has 60 rows.
i Only vectors of size 1 are recycled.

我该如何添加这个价差栏？

谢谢!

Answer 1

如果您试图从以前的日期值中获取今天的值，那么您应该可以使用lag()函数来实现这一点。

prices %>% 
  mutate(change_on_day=adjusted-lag(adjusted,1))