[R] Getting objects from quantmod ticker list

[R. Michael Weylandt]

On Wed, Jul 11, 2012 at 1:49 PM, Cren <oscar.soppelsa at bancaakros.it> wrote:
> # One more question, Joshua: let instead of merging tickers
> # I would like to put prices from an OHLC object
> # in weekly format, then selecting just the close prices.
> # What would be a code to do it?
> # I guess:
>
> data = new.env()
> ticker.list <- c('SPY', 'TLT', 'GLD')
> getSymbols(ticker.list, env = data)
> X <- do.call(to.weekly, list(data))

I think you need

do.call(rbind, as.list(eapply(data, function(x) Cl(to.weekly(x)))))

Working from the inside out:

to.weekly -- go to weekly frequency
Cl -- take the close
eapply -- do this to each element of the data environment
as.list -- convert to list
do.call(cbind, ...) -- put them all together.

Though there may be something simpler.

Best,
Michael

>
> # or something like this, but it doesn't work.
> # What could I do?
>
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