[R] Getting objects from quantmod ticker list

[R. Michael Weylandt]

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?
>>
>> --
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>>
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