[R] Getting objects from quantmod ticker list
R. Michael Weylandt
michael.weylandt at gmail.com
Wed Jul 11 22:08:42 CEST 2012
On Wed, Jul 11, 2012 at 3:07 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> 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)))))
My apologies: that should be rbind()
Also, you might want to re-attach names:
names(X) <- ticker.list
> 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.
>> # or something like this, but it doesn't work.
>> # What could I do?
>> View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636162.html
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