myproject<-function(steps){
iq<-244:nrow(fp)
results<-c()
difference<-c()
for(i in iq){
s<-fp$`收盘价(元)`[i]
x<-44000
t<-(43640-fp$日期[i])/365
for(y in 1:nrow(nrm)){
if(nrm$时间[y]==fp$日期[i]){
r<-nrm$收益率[y]*0.01
break
}
}
period<-t/steps
noobs<-c()
m<-i-243
id<-(i-242):(i-1)
for(o in id){
a<-fp$`收盘价(元)`[o]/fp$`收盘价(元)`[m]
noobs<-append(noobs,a)
m<-m+1
}
vol<-sd(log(noobs))*sqrt(252)
u<-exp(vol*sqrt(period))
d<-1/u
star<-exp(r*period)
p<-(star-d)/(u-d)
pverse<-1-p
baby <- vector(length=steps+1)
for(l in 1:steps+1){
baby[l] <- max((s*u^(l-1)*d^(steps+1-l)-x),0)}
for(j in steps:1){
for(k in 1:j)
{baby[k] <- (pverse*baby[k]+p*baby[k+1])/star}
}
results<-append(results,baby[1])
}
for(v in 1:nrow(op)){
z<-abs(op$`收盘价(元)`[v]-results[v])
difference<-append(difference,z)
}
print(difference)
results
write.csv(results,file="/Users/Ray/Downloads/project1.csv")
}
myproject(300)
