Question

我使用getSymbols来获取R中sp500的返回数据，但我不能在Ad（）函数中使用xts数据，这是我的代码：

identifiers <- read.csv("sp500.csv",header = FALSE)
getSymbols("GOOG", src = "yahoo", from = "2013-01-02") #Stock: Google
LogRetGOOG = drop(coredata(na.omit(diff(log(lag(Ad(GOOG)))))))
stocks = matrix(nrow = length(LogRetGOOG),ncol = nrow(identifiers))


for (sedol in identifiers$V1) { 
  getSymbols(sedol, src = "yahoo", from = "2018-01-02") #Stock: Google
  # dealead_data <- drop(coredata(na.omit(diff(log(lag(Ad(sedol)))))))
  # stocks[,i] = dealead_data
  # i <- i + 1
}


i <- 1
for (sedol in objs) {
  x <- get(sedol)
  # getSymbols(sedol, src = "yahoo", from = "2018-01-02") #Stock: 
Google
  dealead_data <- 
drop(coredata(na.omit(diff(log(lag(as.name(sedol)))))))
  stocks[,i] = dealead_data
  i <- i + 1
}

as.name（）的返回结果是charactor，但是我需要xts objcet，我不知道如何得到它，谢谢。

Answer 1

getSymbols（identifier，src =“yahoo”，from =“2007-01-01”，to =“2016-12-31”，auto.assign = FALSE）添加auto.assign = FALSE，问题已解决

我无法在rstudio中获取xts对象

1 个答案: