Hello everybody,
I was wondering how to load all the symbols at once using Quantmod.
I am trying to load them, so I will be able to test a set of parameters
for each one.
For example, if the S&P where to have only 3 symbols, I could just write
this...
> getSymbols("KO;PEP;SBUX")
> test(KO)
> test(PEP)
> test(SBUX)
but, how can I try this over all the S&P?
btw, test is a made-up function to illustrate the idea.
Thanks you
[QuantMod] Load all stock symbols
3 messages · Paolo Cabaleiro, Jeff Ryan, Khanh Nguyen
Just extend the logic you have. A full list of S&P symbols can be found via google (current and historical), and you can just create a semi-colon delimited string to pass into the function. The function will pause 1s between requests after 5 symbols in one call, so as to be kind to the Yahoo servers. Left as a user exercise if you are bent on bypassing. HTH Jeff On Mon, Nov 9, 2009 at 10:24 AM, Paolo Cabaleiro
<gian.cabaleiro at alumnos.usm.cl> wrote:
Hello everybody, I was wondering how to load all the symbols at once using Quantmod. I am trying to load them, so I will be able to test a set of parameters for each one. For example, if the S&P where to have only 3 symbols, I could just write this...
getSymbols("KO;PEP;SBUX")
test(KO)
test(PEP)
test(SBUX)
but, how can I try this over all the S&P? btw, test is a made-up function to illustrate the idea. Thanks you
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com
Assume you have all the stock tickers...
tickers <- "KO;PEP;SBUX" tickers
[1] "KO;PEP;SBUX"
getSymbols("KO;PEP;SBUX")
[1] "KO" "PEP" "SBUX"
r <- getSymbols("KO;PEP;SBUX")
r
[1] "KO" "PEP" "SBUX"
f <- function(x) {
+ mean(get(x)) + }
lapply(r, f)
[[1]] [1] 1850594 [[2]] [1] 1216594 [[3]] [1] 2232611 Hope it helps, -k On Mon, Nov 9, 2009 at 11:24 AM, Paolo Cabaleiro
<gian.cabaleiro at alumnos.usm.cl> wrote:
Hello everybody, I was wondering how to load all the symbols at once using Quantmod. I am trying to load them, so I will be able to test a set of parameters for each one. For example, if the S&P where to have only 3 symbols, I could just write this...
getSymbols("KO;PEP;SBUX")
test(KO)
test(PEP)
test(SBUX)
but, how can I try this over all the S&P? btw, test is a made-up function to illustrate the idea. Thanks you
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.