小编Olo*_*run的帖子

我目前正在开展一个项目,可以帮助我为给定的股票创建隐含的波动率表面.为此,我正在编写一个脚本,将下载此特定股票的所有可用选项 - 通过我收集的内容,可以通过使用批量字段/覆盖通过Bloomberg API发送请求.这是我目前的代码:

d_host = "localhost";
d_port = 8194;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
Session session(sessionOptions);
Service refDataService = session.getService("//blp/refdata");
Request request = refDataService.createRequest("ReferenceDataRequest");

request.append("securities", "MSFT US EQUITY");
request.append("fields", "CHAIN_TICKERS");

// add overrides
Element overrides = request.getElement("overrides");
Element override1 = overrides.appendElement();
override1.setElement("fieldId", "CHAIN_PUT_CALL_TYPE_OVRD");
override1.setElement("value", "C");

Element override2 = overrides.appendElement();
override2.setElement("fieldId", "CHAIN_POINTS_OVRD");
override2.setElement("value", 100);

Element override3 = overrides.appendElement();
override3.setElement("fieldId", "CHAIN_EXP_DT_OVRD");
override3.setElement("value", "20250203");

std::cout << "Sending Request: " << request << std::endl;
CorrelationId cid(this);
session.sendRequest(request, cid);

(followed by event handling)

现在我有几个问题/问题:

1. 代码编译没有问题,但在Bloomberg终端上运行时,会打印以下错误: …

我正在尝试更改R中产生的acf图，并且没有运气。我的目标是在一个图中绘制多个自相关，而不是使用标准直方图，我想使用不同的颜色将自相关绘制为线条，因此很容易区分不同的自相关。该图还应包括95％的置信区间（与图中相似）。

我的目标看起来像这样：

编辑：如您所见，0天的acf结果也被排除。

到目前为止，我的代码如下所示：

ACFdata <- merge(returns$companyA, returns$companyB)
ACF <- acf(ACFdata, na.action=na.pass, plot=FALSE)

因此，基本上我只具有acf结果，而对如何在带彩色线条的组合图中绘制acf结果一无所知。

编辑：

dput(ACF)
structure(list(acf = structure(c(1, 0.145125809377954, 0.142861039994255, 
0.0290589250361852, 0.124017821439246, 0.143011895498405, 0.105734336151885, 
0.0788661257638103, 0.0273805239429181, -0.118479508798021, 0.101475240804517, 
0.107529091607734, 0.0325071547524698, 0.15248825917752, 0.0345632600693495, 
0.105214927797195, 0.121820119834598, 0.106869630726315, 0.0957839598194307, 
-0.0908719122532893, -0.00734593289915199, 0.0178894474261508, 
0.0499571905134495, 0.0780855846282789, 0.0493591013094398, -0.0749535131984232, 
0.357086608389703, 0.246585751931129, -0.0629762920537067, 0.0395286467626801, 
0.0419665673763051, 0.00328571836147342, -0.00519232466623128, 
0.00483533922926756, -0.0250664920310689, -0.0876036092345946, 
0.0627421774389966, 0.135479194083771, 0.0626078698366847, 0.101742576940549, 
0.168581486338436, 0.0471250703324634, 0.0340518458280056, 0.0758087712436733, 
0.0124645208996951, -0.0277606211509939, -0.0341158520505214, 
-0.0644578776612549, -0.045110487814526, -0.0623504592674428, 
-0.0351696262152127, 0.058995956134521, 0.357086608389703, 0.0252501548107572, 
0.0611739122500323, 0.215137916544862, 0.183625254355587, 0.124460309708319, 
0.138507997600327, 0.040228791497421, 0.0140766070862445, -0.0799271843641712, …