r - Tidyquant：从每个日期（不仅仅是每月）获取跟踪月度回报

Question

我试图从每一天而不是每个月获得每月的百分比回报。从当前的输出中可以看出，它每个月都会获得每月的百分比回报。

library(tidyquant)
library(dplyr)

df <- c('AMZN','FB') %>% 
  tq_get(get='stock.prices',
         from='1999-01-01',
         to=Sys.Date()) %>%
  na.omit() %>%
  group_by(symbol) %>%
  tq_transmute(select=adjusted,
               mutate_fun=periodReturn,
               period='monthly',
               col_rename='monthly.close') %>%
  arrange(desc(date))

电流输出：

symbol date monthly.close
AMZN    2019-02-15  -0.0644545858       
FB  2019-02-15  -0.0251364926       
AMZN    2019-01-31  0.1443171389        
FB  2019-01-31  0.2715692050        
AMZN    2018-12-31  -0.1113497862       
FB  2018-12-31  -0.0677050347       
AMZN    2018-11-30  0.0576717501

预期产出

symbol date monthly.close
AMZN    2019-02-15  ...
FB  2019-02-15  ...
AMZN    2019-02-14  ...
FB  2019-02-14  ...
AMZN    2019-02-13  ...
FB  2019-02-13  ...
AMZN    2019-02-12  ...
[...]