Getting objects from quantmod ticker list
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))))) 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. Best, Michael
# 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 Sent from the R help mailing list archive at Nabble.com.
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