getSymbols并使用lapply，Cl和merge来提取收盘价
我已经搞砸了一段时间了。我最近开始使用quantmod包来执行股票价格分析。
我有一个如下所示的股票代码矢量：
> tickers
[1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU" "XLV"
[14] "QQQ"
> str(tickers)
chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ...
myX <- function(tickers, start, end) {
require(quantmod)
getSymbols(tickers, from=start, to=end)
}
> lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
[[1]]
[1] "SPY"
[[2]]
[1] "DIA"
[[3]]
[1] "IWM"
[[4]]
[1] "SMH"
[[5]]
[1] "OIH"
[[6]]
[1] "XLY"
[[7]]
[1] "XLP"
[[8]]
[1] "XLE"
[[9]]
[1] "XLI"
[[10]]
[1] "XLB"
[[11]]
[1] "XLK"
[[12]]
[1] "XLU"
[[13]]
[1] "XLV"
[[14]]
[1] "QQQ"
# BCSI.Close WBSN.Close NTAP.Close FFIV.Close SU.Close
# 2011-01-03 30.50 20.36 57.41 134.33 38.82
# 2011-01-04 30.24 19.82 57.38 132.07 38.03
# 2011-01-05 31.36 19.90 57.87 137.29 38.40
# 2011-01-06 32.04 19.79 57.49 138.07 37.23
# 2011-01-07 31.95 19.77 57.20 138.35 37.30
# 2011-01-10 31.55 19.76 58.22 142.69 37.04
>lapply(tickers,myX,start="2001-03-01", end="2011-03-11") Cl(myX)))
> lapply(tickers,myX,start="2001-03-01", end="2011-03-11") Cl(x)))
Error: unexpected symbol in "lapply(tickers,myX,start="2001-03-01", end="2011-03-11") Cl"
>
> lapply(tickers,myX(x),start="2001-03-01", end="2011-03-11") Cl(x)))
Error: unexpected symbol in "lapply(tickers,myX(x),start="2001-03-01", end="2011-03-11") Cl"
>
> lapply(tickers,myX(start="2001-03-01", end="2011-03-11") Cl(x)
Error: unexpected symbol in "lapply(tickers,myX(start="2001-03-01", end="2011-03-11") Cl"
> lapply(tickers,myX(start="2001-03-01", end="2011-03-11") Cl(x))
Error: unexpected symbol in "lapply(tickers,myX(start="2001-03-01", end="2011-03-11") Cl"
>
没有找到相关结果
已邀请:
3 个回复
炉挤仙挟
是矢量化的，所以没有必要循环。您不需要功能，呼叫完全没有必要/冗余。 我原来的答案中的代码有效。你为什么要尝试其他组合？tickers <- c("SPY","DIA","IWM","SMH","OIH","XLY", "XLP","XLE","XLI","XLB","XLK","XLU") getSymbols(tickers, from="2001-03-01", to="2011-03-11") ClosePrices <- do.call(merge, lapply(tickers, function(x) Cl(get(x)))) head(ClosePrices) # SPY.Close DIA.Close IWM.Close SMH.Close OIH.Close XLY.Close # 2001-03-01 124.60 104.68 94.80 44.60 87.45 26.10 # 2001-03-02 123.61 104.80 95.05 45.34 91.20 26.30 # 2001-03-05 124.74 105.57 94.70 47.01 92.86 26.02 # 2001-03-06 126.08 106.15 96.10 49.59 94.34 26.68 # 2001-03-07 126.98 107.45 96.60 49.20 97.36 27.34 # 2001-03-08 127.12 108.61 95.80 49.20 97.59 27.78 # XLP.Close XLE.Close XLI.Close XLB.Close XLK.Close XLU.Close # 2001-03-01 26.39 32.10 29.28 21.14 28.80 31.62 # 2001-03-02 26.64 32.83 29.45 21.64 27.80 31.70 # 2001-03-05 26.54 33.01 29.82 22.03 28.40 31.64 # 2001-03-06 26.00 33.18 30.25 21.98 29.60 31.60 # 2001-03-07 25.83 33.89 30.61 22.63 29.64 31.45 # 2001-03-08 26.05 34.23 30.80 22.71 29.05 32.04缮记箔
> mystocks <- new.env(hash=TRUE) > getSymbols(c("AAPL","GOOG","YHOO"), env=mystocks) <environment: 0x1023d1240> > head( do.call(cbind,eapply(mystocks, Cl)) ) AAPL.Close YHOO.Close GOOG.Close 2007-01-03 83.80 25.61 467.59 2007-01-04 85.66 26.85 483.26 2007-01-05 85.05 27.74 487.19 2007-01-08 85.47 27.92 483.58 2007-01-09 92.57 27.58 485.50 2007-01-10 97.00 28.70 489.46舞备联
成功使用数据帧，需要有共同的列名。我怀疑你想要而不是。> ClosePrices <- do.call(cbind, lapply(tickers, function(x) Cl(get(x)))) > head(ClosePrices) SPY.Close DIA.Close QQQ.Close 2001-03-01 124.60 104.68 48.80 2001-03-02 123.61 104.80 46.70 2001-03-05 124.74 105.57 47.55 2001-03-06 126.08 106.15 49.40 2001-03-07 126.98 107.45 49.42 2001-03-08 127.12 108.61 48.50也适用于getSymbols返回的对象类（xts）。