[R] Iterate over a list of input files?

[Mark Knecht]

Hi,
   I've got the following code which seems to work fine for a single
file if I specify the file name explicitly in the code. What I need to
do is run it on all the files in the directory tested and augment the
data frame I'm building to have more results columns.How can I do
that?

   Here's the code:

library(chron) # .Holidays / is.holiday / is.weekend

TStoDate = function (TSDate) {
	X = strptime(TSDate + 19e6L, "%Y%m%d")
	return(as.Date(X))
}

FirstDate = 1090601
LastDate  = 1101101

StartDate = TStoDate(FirstDate)
EndDate = TStoDate(LastDate)

# Create a sequence of days from start to finish
# Then remove weekends and holidays and turn into a data.frame
dd <- seq(StartDate, EndDate, by = "day")
TradingDate <- dd[!is.weekend(dd) & !is.holiday(dd)]
DateRange <- as.data.frame(TradingDate)

# Read list of files to run tests on
Files = dir("C:\\CorrelationTests", pattern = "^[T]", full.names=TRUE)

# Create a data.frame with the
A = read.csv(Files[1], header=FALSE)[,c(1,7)]
A[,1] = as.Date(A[,1], format="%m/%d/%Y")

ASum <- with(A,aggregate(V7 ~ V1, FUN = sum))
colnames(ASum) = c("Date","PL")

# Merge the two data frames
Results1 <- merge(DateRange , ASum, by.x = "TradingDate", by.y =
"Date", all.x=TRUE)
Results1$PL[is.na(Results1$PL)] <- 0


DateRange[1:10,]
A[1:10,]
ASum[1:10,]
Results1[1:20,]

Files


It produces this list of results: (file list trimmed)

> DateRange[1:10,]
 [1] "2009-06-01" "2009-06-02" "2009-06-03" "2009-06-04" "2009-06-05"
"2009-06-08"
 [7] "2009-06-09" "2009-06-10" "2009-06-11" "2009-06-12"
> A[1:10,]
           V1   V7
1  2009-06-10   91
2  2009-06-15 -279
3  2009-06-15  861
4  2009-06-22  771
5  2009-06-22 -179
6  2009-06-24   61
7  2009-07-02  491
8  2009-07-06   81
9  2009-07-13 1681
10 2009-08-06   71
> ASum[1:10,]
         Date   PL
1  2009-06-10   91
2  2009-06-15  582
3  2009-06-22  592
4  2009-06-24   61
5  2009-07-02  491
6  2009-07-06   81
7  2009-07-13 1681
8  2009-08-06   71
9  2009-08-19 1271
10 2009-08-27  601
> Results1[1:20,]
   TradingDate  PL
1   2009-06-01   0
2   2009-06-02   0
3   2009-06-03   0
4   2009-06-04   0
5   2009-06-05   0
6   2009-06-08   0
7   2009-06-09   0
8   2009-06-10  91
9   2009-06-11   0
10  2009-06-12   0
11  2009-06-15 582
12  2009-06-16   0
13  2009-06-17   0
14  2009-06-18   0
15  2009-06-19   0
16  2009-06-22 592
17  2009-06-23   0
18  2009-06-24  61
19  2009-06-25   0
20  2009-06-26   0
>
> Files
 [1] "C:\\CorrelationTests/TF.D-17M-2009_06-2010_11-V1.csv"
 [2] "C:\\CorrelationTests/TF.D-17M-2009_06-2010_11-V2.csv"
 [3] "C:\\CorrelationTests/TF.D-17M-2009_06-2010_11-V3.csv"
 [4] "C:\\CorrelationTests/TF.D-17M-2009_06-2010_11-V4.csv"
 [5] "C:\\CorrelationTests/TF.D-17M-2009_06-2010_11-V5.csv"
<SNIP>
>

I don't know how to go about iterating through the file list adding a
new column to the Results1 data frame as I go.

How can I go about doing that?

Thanks,
Mark