getSymbols() with various frequency
Maybe the package BatchGetSymbols may help you. The main function (BatchGetSymbols) has a parameter for data frequency. <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail> Livre de v?rus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>. <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> Em qua, 3 de abr de 2019 ?s 16:41, Mario Pisa <mario.pisa at gmail.com> escreveu:
This may be an approximation:
for(symbol in symbols){ # establish trade-able instruments
stock(symbol, currency="USD",multiplier=1)
ticker <- getSymbols(symbol, auto.assign = F)
assign(paste0(symbol, ?_daily"), ticker)
ticker <- to_weekly(ticker)
assign(paste0(symbol, ?_weekly"), ticker)
}
El 3 abr 2019, a las 20:48, Steve Hun via R-SIG-Finance <
r-sig-finance at r-project.org> escribi?:
Hi, in this small code piece, the return stock prices are default to daily
but
intended to be in weekly or monthly format:
for(symbol in symbols){ # establish trade-able instruments
stock(symbol, currency="USD",multiplier=1)
getSymbols(symbol)
}
One way to do that is use to.weekly() function. The issue is symbol (say,
symbol = "SPY") is a character class, not "xts zoo" class so
to.weekly(symbol) would incur errors. to.weekly(SPY) is fine. When the
symbols list is long, this'd become annoying.
So are there better to convert daily price to weekly/monthly?
Thanks
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