[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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