On Wed, Jul 11, 2012 at 3:08 PM, R. Michael Weylandt
<michael.weyla...@gmail.com> wrote:
> 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()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? >>> >>> -- >>> 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.
