On Wed, Jul 11, 2012 at 3:07 PM, R. Michael Weylandt
<michael.weyla...@gmail.com> wrote:
> On Wed, Jul 11, 2012 at 1:49 PM, Cren <oscar.soppe...@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? >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636162.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
