rolling COV , grit.ticks.on='months', sapply

#
# calculate OCV of each last 30 business days with given parameters.
#
func <- function(date,xts=SP5[,4],days=30){
  hensa <- sd(last(xts[paste("::",date,sep="")],days))
  heikin <- mean(last(xts[paste("::",date,sep="")],days))
  return(hensa/heikin)
}
#
# construct XTS object
# use sapply() instead of for loop to calculate rolling COV
#
as.xts(sapply(last(index(SP5),365),func),last(index(SP5),365))
# plot!!
plot(as.xts(sapply(last(index(SP5),730),func),last(index(SP5),730)),main="moving COV",grid.ticks.on="months")
length(index(SP5["2012-01-01::"]))
#
# 1)automatically the number of business days from the specific date (2012/12/1).
# 2)calculate rolling COV from the date above.
# 3)plot graph with monthly grid.
#
plot(as.xts(sapply(last(index(SP5),length(index(SP5["2012-01-01::"]))),func),last(index(SP5),length(index(SP5["2012-01-01::"])))),main="moving COV",grid.ticks.on="months")

# 評価比較用 for を使用した場合
system.time(for( i in as.character(last(index(SP5),365))){cat(i); print(func(i))})

system.time(print(as.xts(sapply(last(index(SP5),365),func),last(index(SP5),365))))