[R-SIG-Finance] Back test 20 years
Guy Green
guygreen at netvigator.com
Mon Jul 11 17:39:12 CEST 2011
Try reading your txt files into R and then combine them using rbind:
combined_data=rbind(data_1,data_2,data_3...)
Guy
Michael Gates wrote:
>
> I want to back test a huge amount of stock data with one run. I have not
> yet read the data into R. It is comprised of 1000 symbols for the past 20
> years. OHLCV are columns. Dates are rows. The number of rows exceeds 4
> million so I can't prepare it as a single .txt doc in either Excel or
> Word.
>
> My hardware is: 1 TB HD, 8 GB DDR2 Ram and an Intel Core2 Quad
> processor.
>
> Any suggestions on best approach would be appreciated.
>
> Thanks in advance,
>
> Mike
>
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