我的 R 代码和 API 调用在两组不同的代码中给我不同的结果

Question

我正在更新一些遗留代码，这些代码正在提取价格数据并使用

quantmod

包来计算每日回报、标准差、双周回报（10 天）和双周标准差。与旧方法相比，新的 API 调用正确地为我正在查看的 ID 提取了相同的值。但是，当我复制相同的

Delt()

和

sd

函数时，结果不同，我不明白为什么。这是我正在运行的代码：

#### Legacy code ####
AllPrices <- F.ExtractFormulaHistory(master, StringA, StringB);
for(i in 1:length(master)){
  Prices <- AllPrices[AllPrices$Id == master[i],];
  Prices <- Prices[is.na(Prices$fg.price) == FALSE,];
  if (length(Prices$fg.price) > 252) {
##    print(i);
    Prices$DailyRet <- Delt(Prices$fg.price);
    Prices$DailySD <- rollapply(Prices$DailyRet, width = 252, FUN = sd, fill = NA, align = "right") * sqrt(252);
    Prices$BiWeeklyRet <- Delt(Prices$fg.price, k = 10);
    Prices$BiWeeklySD <- rollapply(Prices$BiWeeklyRet, width = 252, FUN = sd, fill = NA, align = "right") * sqrt(25.2);
    
    write.table(Prices, file = MPTempFN, append = TRUE, sep = ",", col.names = FALSE, row.names = TRUE, qmethod = "double");
  }
}

### My code, note i needed to invert the price of DailyRet as it was giving me the opposite of what 
### I was looking for. 
## Extract Price, ID, and Date columns
ID <- AllPrices$requestId
Price <- AllPrices$P_PRICE.0..400.D.
Date <- as.Date(AllPrices$date)

## Calculate daily returns
DailyRet <- (Delt(Price, k = 1)) * -1

## Calculate rolling 252-day standard deviation of daily returns
DailySD <- rollapply(DailyRet, width = 252, FUN = sd, fill = NA, align = "right") * sqrt(252)

## Calculate bi-weekly returns
BiWeeklyRet <- Delt(Price, k = 10)

## Calculate rolling 252-day standard deviation of bi-weekly returns
BiWeeklySD <- rollapply(BiWeeklyRet, width = 252, FUN = sd, fill = NA, align = "right") * sqrt(25.2)

## Combine results into a data frame
Prices <- data.frame(ID, Date, Price, DailyRet, DailySD, BiWeeklyRet, BiWeeklySD)
colnames(Prices) <- c("ID", "Date","Price", "DailyRet", "DailySD", "BiWeeklyRet", "BiWeeklySD")
Prices$Date <- Date

## Save results to a CSV file
write.csv(Prices, file = "Prices.csv", row.names = FALSE)

我已经包含了我正在写入 csv 的结果，并手动检查我的新代码是否正常工作。

，每天的 ret 计算正确，但是这些值被我需要修复的一行抵消了。

正确计算所有delt/sd函数

我试图尽可能地复制代码的旧格式。确保首先，我的价格值是正确的，其次，那里没有问题。我能够重现每日回报函数，但我的双周和标准偏差继续关闭。