Hi all,
I would need to put datas downloaded with quantmod into a matrix or a data
frame.
Suppose to start from here:
*require(quantmod)
ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO',
'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',
'NAPM', 'NPPTTL', 'OILPRICE', 'PAYEMS', 'TB3MS', 'UNRATE')
series <- getSymbols(ticker.list, src= 'FRED')*
May you tell me how could I put each time series into a matrix or a data
frame keeping the dates' alignment?
Thank you
--
View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708.html
Sent from the R help mailing list archive at Nabble.com.
Getting objects from quantmod ticker list
8 messages · Joshua Ulrich, Cren, R. Michael Weylandt
Load the data into an environment, then merge them using do.call(): series.env <- new.env() getSymbols(ticker.list, src='FRED', env=series.env) series <- do.call(merge, as.list(series.env)) HTH, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Sat, Jul 7, 2012 at 7:00 AM, Cren <oscar.soppelsa at bancaakros.it> wrote:
Hi all,
I would need to put datas downloaded with quantmod into a matrix or a data
frame.
Suppose to start from here:
*require(quantmod)
ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO',
'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',
'NAPM', 'NPPTTL', 'OILPRICE', 'PAYEMS', 'TB3MS', 'UNRATE')
series <- getSymbols(ticker.list, src= 'FRED')*
May you tell me how could I put each time series into a matrix or a data
frame keeping the dates' alignment?
Thank you
--
View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Joshua Ulrich wrote
Load the data into an environment, then merge them using do.call(): series.env <- new.env() getSymbols(ticker.list, src='FRED', env=series.env) series <- do.call(merge, as.list(series.env))
Thank you very much, Joshua: this works very well! Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4635721.html Sent from the R help mailing list archive at Nabble.com.
4 days later
# 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))
# 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.
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.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Wed, Jul 11, 2012 at 3:07 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
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)))))
My apologies: that should be rbind() Also, you might want to re-attach names: names(X) <- ticker.list Best, Michael
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.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Wed, Jul 11, 2012 at 3:08 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
On Wed, Jul 11, 2012 at 3:07 PM, R. Michael Weylandt <michael.weylandt at gmail.com> wrote:
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)))))
My apologies: that should be rbind()
Damnit.... cbind() Michael
Also, you might want to re-attach names: names(X) <- ticker.list Best, Michael
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.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
1 day later
# Thank you, Michael: it works fine! -- View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636440.html Sent from the R help mailing list archive at Nabble.com.