[R-SIG-Finance] rename a large number of stock codes
Nick White
n-e-w at qtradr.net
Thu Dec 4 11:36:00 CET 2014
Hi Marco,
When calling stocks with numerical tickers (like most Asia ex-Japan
markets) in R, you should typically reassign them using `get` when working
interactively -- or `assign`.
In this case, you might want to have something like
TBEA <- get("600089.SS")
Now you have a simple text named variable in the environment to work with.
ie:
> head(TBEA)
600089.SS.Open 600089.SS.High 600089.SS.Low 600089.SS.Close
600089.SS.Volume 600089.SS.Adjusted
2007-01-01 14.19 14.53 13.78 14.03
0 2.54
2007-01-02 14.19 14.53 13.78 14.03
0 2.54
2007-01-03 14.19 14.53 13.78 14.03
0 2.54
2007-01-04 14.22 15.11 14.03 14.58
75563100 2.64
2007-01-05 14.59 16.03 14.46 16.03
72978600 2.90
2007-01-08 16.05 16.60 15.85 16.16
41251600 2.93
You can extend this to a large group of tickers using a for loop (though
it's not the only way).
In the spirit of how you wrote the question, though, you could do something
like this:
# Put your numerical tickers in a variable, `num.code`
> num.code <- c("600089.SS","600202.SS")
# Put their text equivalents in a different variable, `text.code`
> text.code <- c("TBEA","HAC")
#make a data.frame of the two
code.frame <- data.frame(num.code,text.code,stringsAsFactors=FALSE)
> code.frame
num.code text.code
1 600089.SS TBEA
2 600202.SS HAC
# now call your Symbols
> getSymbols(code.frame$num.code)
# and now run a simple for loop to `assign` the numerical codes to the text
codes
> for (i in 1:length(code.frame)){
assign(code.frame$text.code[i],get(code.frame$num.code[i]),envir=.GlobalEnv)
}
# You will now have two variables, TBEA and HAC which are `xts` objects
that you can now manipulate how you wish
> str(TBEA)
An ‘xts’ object on 2007-01-01/2014-12-03 containing:
Data: num [1:2041, 1:6] 14.2 14.2 14.2 14.2 14.6 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:6] "600089.SS.Open" "600089.SS.High" "600089.SS.Low"
"600089.SS.Close" ...
Indexed by objects of class: [Date] TZ: UTC
xts Attributes:
List of 2
$ src : chr "yahoo"
$ updated: POSIXct[1:1], format: "2014-12-04 21:24:39"
Hope that helps,
n.
On Thu, Dec 4, 2014 at 7:58 PM, Marco Sun <hs13322 at my.bristol.ac.uk> wrote:
> Hi, sorry for the previous emails, I am now opening a new topic to
> demonstrate my problem clearly.
>
>
>
> I wish to retrieve a bunch of Chinese stock through getSymbols.
>
>
>
> symbols<-c("600089.SS","600202.SS")
>
> getSymbols(symbols)
>
>
>
> These stock codes are not easily recognised nor being processed in further
> analysis, i.e. R does not recognise 600089.SS, instead, it recognises
> `600089.SS`.
>
>
>
> > 600089.SS
>
> Error: unexpected symbol in "600089.SS"
>
>
>
> > class(`600089.SS`)
>
> [1] "xts" "zoo"
>
> `
>
> Therefore, I wish to replace symbols with some simple tickers called
> stockcodes. I can easily replace the name of 600089.SS via:
>
>
>
> stockcodes<-c("TBDG","HKT")
>
> TBDG<-`600089.SS`
>
>
>
> However, it could take a lot while if I have a large portfolio and I do
> have a well-diversified portfolio under analysis.
>
>
>
> Another approach came up to me was using setSymbolLookup like this:
>
>
>
> > setSymbolLookup(TBDG=list(name="600089.SS"))
>
> > getSymbols("TBDG")
>
> [1] "TBDG"
>
>
>
> But I got error when I was trying to use for loop as the following:
>
>
>
> for(i in 1:2)
>
> {
>
> setSymbolLookup(stockcodes[i]=list(name=symbols[i]))
>
> getSymbols(stockcodes[i])
>
> }
>
>
>
> Any comment would be appreciated.
>
>
>
> Cheers,
>
>
>
> Marco
>
>
>
>
>
>
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>
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