[R] pass character vector in instrument field of get.hist.quote function
algotr8der
algotr8der at gmail.com
Wed Apr 6 18:06:59 CEST 2011
Hi Joshua,
THank you for showing me how to use getSymbols. I am trying to follow the
example you provided. However I am having some difficulty using the various
combination of functions you have used. I tried to execute one step at a
time as follows -
I have a ticker vector that looks like the following:
> tickers
[1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU"
"XLV"
[14] "QQQ"
> str(tickers)
chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ...
I wrote a function called myX to use in the lapply call. It has the
following code:
myX <- function(tickers, start, end) {
require(quantmod)
getSymbols(tickers, from=start, to=end)
}
1) Call lapply by itself
>lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
> lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
[[1]]
[1] "SPY"
[[2]]
[1] "DIA"
[[3]]
[1] "IWM"
[[4]]
[1] "SMH"
[[5]]
[1] "OIH"
[[6]]
[1] "XLY"
[[7]]
[1] "XLP"
[[8]]
[1] "XLE"
[[9]]
[1] "XLI"
[[10]]
[1] "XLB"
[[11]]
[1] "XLK"
[[12]]
[1] "XLU"
[[13]]
[1] "XLV"
[[14]]
[1] "QQQ"
So this works fine and I can inspect the value of any of the tickers i.e.
SPY.
Now I want to extract the Closing prices.
2) I did Cl(SPY) and this outputs the data in the Close column as expected.
However, I am not sure how to extract the Closing prices of each of the
elements inside the data structure returned by lapply, which I believe is a
list structure. I want to merge them into one object as you did but I cant
seem to follow.
Any guidance would be greatly appreciated.
--
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