I'm calling a list of symbols and then using a function to build a data
frame from that symbol list.  It works great until I introduce this index
symbol from yahoo '^GSPC'.  When and index symbol is introduced I get and
error which is below.

> Data <- symbolFrame(symbols)  

Error in get(S) : object '^GSPC' not found

 

Since R does not like the ^ in front of a name it would seem that my
function needs away around the ^ in the symbol list.  When I call this
function below it would be fine if you drop the ^.  So R just calls the data
fine and drops that one "^".  

 

 

> head(GSPC)
           GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
2007-01-03   1418.03   1429.42  1407.86    1416.60  3429160000       1416.60
2007-01-04   1416.60   1421.84  1408.43    1418.34  3004460000       1418.34
2007-01-05   1418.34   1418.34  1405.75    1409.71  2919400000       1409.71
2007-01-08   1409.26   1414.98  1403.97    1412.84  2763340000       1412.84
2007-01-09   1412.84   1415.61  1405.42    1412.11  3038380000       1412.11
2007-01-10   1408.70   1415.99  1405.32    1414.85  2764660000       1414.85
 
This produces the data just fine. However, if I call it like this.
 
> head(^GSPC)
Error: unexpected '^' in "head(^"
 
Again it is a problem.
 
Back to the real problem here is the code below.  How do I get around the
error that results from the "^"?  
 
rm(list = ls(all = TRUE)) # use this to clear data
library(quantmod)
library(PerformanceAnalytics)
 
symbols <-
c('XLE','XLV','XLI','XLU','XLP','IYZ','XLK','XLY','XLF','XLB','GLD','SLV','E
FA','EEM','FXA','FXE','FXY','HYG','LQD', '^GSPC')
 
getSymbols(symbols,from='2007-01-01')
getSymbols('SPY',from='2007-01-01')
 
SP500 <- Cl(SPY)
colnames(SP500)[1] <- 'SPY'
 
#Function to build a dataframe form a list of symbols
symbolFrame <- function(symbolList) {
  Data <- data.frame(NULL)
  for (S in symbolList) {
    Data <- cbind(Data,Cl(get(S)))
  }
  colnames(Data) <- symbolList
  return(Data)
  
}
 
Data <- symbolFrame(symbols)  
 
 

 

 

 


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