使用get()来引用带有R的quantmod数组中的列?

I'm new to R, using the quantmod() package for a project. The following block of code works:

我是R的新手，在一个项目中使用quantmod()包。以下代码块工作:

require(quantmod) 
stocks<-c("MMM", "MSFT", "BP")
for(i in 1:length(stocks)){
getSymbols(stocks[i], from= "2013-07-01")
s<-get(stocks[i])
dr<-dailyReturn(s)
print(paste(dr))
}

However, I need to reference specific columns to calculate some technical analysis indicators from the TTR package. For example:

但是，我需要引用特定的列来计算TTR包中的一些技术分析指标。例如:

open<-MMM$MMM.Open
RSI(open, n=14)

When I check:

当我检查:

identical(s, BP) #TRUE

And this works:

这作品:

BP$BP.Open

However, this does not work:

然而，这并不奏效:

s$s.Open #NULL

To provide adequate context, my goal is to go through a vector of stocks, check for a ]condition, then calculate some technical analysis and time series figures for that day and copy it into an ARFF file for use as training examples for a machine learning environment (Weka). Thanks.

为了提供足够的上下文，我的目标是遍历一个股票向量，检查一个]条件，然后计算一些当天的技术分析和时间序列数据，并将其复制到一个ARFF文件中，用作机器学习环境(Weka)的训练示例。谢谢。

1 个解决方案

#1

It's generally easier to use the extractor functions Op et al. See ?OHLC.Transformations. Also, if you only have one symbol, you can use auto.assign=FALSE in your call to getSymbols to avoid the get call all together.

通常更容易使用提取函数Op等。另外，如果你只有一个符号，你可以使用auto。在调用getSymbols时，assign=FALSE，以避免所有的get调用。

s <- getSymbols("BP", auto.assign=FALSE)

If you have multiple symbols, it's easier to store them in an environment and then loop over them with eapply:

如果您有多个符号，那么更容易将它们存储在一个环境中，然后使用eapply循环它们:

e <- new.env()
getSymbols(stocks, env=e)
dr <- eapply(e, dailyReturn)

You can also apply TTR functions to each symbol this way.

您也可以这样对每个符号应用TTR函数。

rsi <- eapply(e, function(x) RSI(Op(x), n=14))

And you can use do.call with cbind to put them into a single object.

你可以用do。调用cbind将它们放入单个对象中。

rsi_all <- do.call(cbind, rsi)

#1