On Apr 6, 2011, at 12:06 PM, algotr8der wrote:
Hi Joshua,
THank you for showing me how to use getSymbols. I am trying to
follow the
example you provided. However I am having some difficulty using the
various
combination of functions you have used. I tried to execute one step
at a
time as follows -
I have a ticker vector that looks like the following:
tickers
[1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB"
"XLK" "XLU"
"XLV"
[14] "QQQ"
str(tickers)
chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ...
I wrote a function called myX to use in the lapply call. It has the
following code:
myX <- function(tickers, start, end) {
require(quantmod) # this only needs to be called once.
getSymbols(tickers, from=start, to=end)
}
1) Call lapply by itself
lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
[[1]]
[1] "SPY"
[[2]]
[1] "DIA"
only needed to use three for demonstration purposes
[[14]]
[1] "QQQ"
So this works fine and I can inspect the value of any of the tickers
i.e.
SPY.
Now I want to extract the Closing prices.
2) I did Cl(SPY) and this outputs the data in the Close column as
expected.
However, I am not sure how to extract the Closing prices of each of
the
elements inside the data structure returned by lapply, which I
believe is a
list structure. I want to merge them into one object as you did but
I cant
seem to follow.
As pointed out by Joshua Ulrich this was crossposted on SO. Here is
the code I posted there:
> ClosePrices <- do.call(cbind, lapply(tickers, function(x)
Cl(get(x))))
> head(ClosePrices)
SPY.Close DIA.Close QQQ.Close
2001-03-01 124.60 104.68 48.80
2001-03-02 123.61 104.80 46.70
2001-03-05 124.74 105.57 47.55
2001-03-06 126.08 106.15 49.40
2001-03-07 126.98 107.45 49.42
2001-03-08 127.12 108.61 48.50
--
David Winsemius, MD
West Hartford, CT
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