da=read.table("d-geohlc.txt")
ot=da[,4]
ht=da[,5]
lo=da[,6]
cl=da[,7]
n=dim(da)[1]
s1=rep(0,n)
s2=rep(0,n)
s5=rep(0,n)
s6=rep(0,n)
f=(24-6.5)/24
for (i in 2:n){
s2[i]=0.3607*(ht[i]-lo[i])^2
s5[i]=0.5*(ht[i]-lo[i])^2-0.386*(cl[i]-ot[i])^2
pric=cl[i-1]
if(da[i,1]==1997 && da[i,2]==5 && da[i,3]==12) pric=pric/2
if(da[i,1]==2000 && da[i,2]==5 && da[i,3]==8) pric=pric/3
s1[i]=(ot[i]-pric)^2/(2*f)+(cl[i]-ot[i])^2/(2*(1-f))
s6[i]=0.12*(ot[i]-pric)^2/f+0.88*s5[i]/(1-f)
}
s1=sqrt(s1[2:n])
s2=sqrt(s2[2:n])
s5=sqrt(s5[2:n])
s6=sqrt(s6[2:n])
m1=basicStats(s1)
print(m1)
m2=basicStats(s2)
print(m2)
m5=basicStats(s5)
print(m5)
m6=basicStats(s6)
print(m6)