[R-SIG-Finance] from a list of array to tibble

[Enrico Schumann]

On Mon, 16 Oct 2023, arnaud gaboury writes:

> I work with a list of crypto assets daily closing prices in xts class. Here
> is a limited example:
>
> asset.xts.lst <- list(BTCUSDT = structure(c(26759.63, 26862, 26852.48,
> 27154.15,
> 27973.45), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200,
> 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), class
> = c("xts",
> "zoo")), ETHUSDT = structure(c(1539.61, 1552.16, 1554.94, 1557.77,
> 1579.73), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200,
> 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), class
> = c("xts",
> "zoo")), TRXUSDT = structure(c(0.08481, 0.08549, 0.08501, 0.08667,
> 0.08821), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200,
> 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), class
> = c("xts",
> "zoo")))
>
> I will compute some function from PerformanceAnalytics package and write
> all results in a tibble. Let's apply a first function, Return.annualized()
> (at first I computed returns from daily prices). I have now a list of
> arrays named my.ret.lst:
>
> my.ret.lst <- list(BTCUSDT = structure(15.36, dim = c(1L, 1L), dimnames =
> list(
>     "Annualized Return", NULL)), ETHUSDT = structure(4.06, dim = c(1L,
> 1L), dimnames = list("Annualized Return", NULL)), TRXUSDT = structure(10.9,
> dim = c(1L,
> 1L), dimnames = list("Annualized Return", NULL)))
>
> Now I can't find a way to start my tibble. The idea is to have variables
> BTCUSDT, ETHUSDT and TRXUSDT (token names), with observations (like
> annualized return) and the respective values. I will add of course many
> other observations.My row names can be either my token names, or the
> observation (annualized return).
> In my example, I can't find a way to pass each list element name to the
> wanted tibble.
>
> Thank you for help
>

Do you mean something like this?

    data.frame(my.ret.lst)
    ##                   BTCUSDT ETHUSDT TRXUSDT
    ## Annualized Return   15.36    4.06    10.9

(I don't use tibbles, but there is probably an 'as.tibble' method or
 similar.)

-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net