[R] Getting objects from quantmod ticker list

[R. Michael Weylandt]

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?
>>>
>>> --
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