I'm calling a list of symbols and then using a function to build a data
frame from that symbol list. It works great until I introduce this index
symbol from yahoo '^GSPC'. When and index symbol is introduced I get and
error which is below.
> Data <- symbolFrame(symbols)
Error in get(S) : object '^GSPC' not found
Since R does not like the ^ in front of a name it would seem that my
function needs away around the ^ in the symbol list. When I call this
function below it would be fine if you drop the ^. So R just calls the data
fine and drops that one "^".
> head(GSPC)
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
2007-01-03 1418.03 1429.42 1407.86 1416.60 3429160000 1416.60
2007-01-04 1416.60 1421.84 1408.43 1418.34 3004460000 1418.34
2007-01-05 1418.34 1418.34 1405.75 1409.71 2919400000 1409.71
2007-01-08 1409.26 1414.98 1403.97 1412.84 2763340000 1412.84
2007-01-09 1412.84 1415.61 1405.42 1412.11 3038380000 1412.11
2007-01-10 1408.70 1415.99 1405.32 1414.85 2764660000 1414.85
This produces the data just fine. However, if I call it like this.
> head(^GSPC)
Error: unexpected '^' in "head(^"
Again it is a problem.
Back to the real problem here is the code below. How do I get around the
error that results from the "^"?
rm(list = ls(all = TRUE)) # use this to clear data
library(quantmod)
library(PerformanceAnalytics)
symbols <-
c('XLE','XLV','XLI','XLU','XLP','IYZ','XLK','XLY','XLF','XLB','GLD','SLV','E
FA','EEM','FXA','FXE','FXY','HYG','LQD', '^GSPC')
getSymbols(symbols,from='2007-01-01')
getSymbols('SPY',from='2007-01-01')
SP500 <- Cl(SPY)
colnames(SP500)[1] <- 'SPY'
#Function to build a dataframe form a list of symbols
symbolFrame <- function(symbolList) {
Data <- data.frame(NULL)
for (S in symbolList) {
Data <- cbind(Data,Cl(get(S)))
}
colnames(Data) <- symbolList
return(Data)
}
Data <- symbolFrame(symbols)
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