helpers.R

if (!exists(".inflation")) {
    .inflation <- getSymbols('CPIAUCNS', src = 'FRED', 
                             auto.assign = FALSE)
}  

# adjusts yahoo finance data with the monthly consumer price index 
# values provided by the Federal Reserve of St. Louis
# historical prices are returned in present values 
adjust <- function(data) {
    
    latestcpi <- last(.inflation)[[1]]
    inf.latest <- time(last(.inflation))
    months <- split(data)               
    
    adjust_month <- function(month) {               
        date <- substr(min(time(month[1]), inf.latest), 1, 7)
        coredata(month) * latestcpi / .inflation[date][[1]]
    }
    
    adjs <- lapply(months, adjust_month)
    adj <- do.call("rbind", adjs)
    axts <- xts(adj, order.by = time(data))
    axts[ , 5] <- Vo(data)
    axts
}