I'm learning R this semester and this is my first assignment. I want to retrieve monthly Adjusted stock quotes within a set date range using a for loop. And once I am able to do that I want to merge all the data into a data frame.
My code so far retrieves daily stock quotes for 5 stock symbols within a set date range, it assigns the object to the environment specified, and places only the .Adjusted column in the list.
Could someone point me in a better direction in obtaining the monthly quotes and am I on the right track with my code.
Thanks.
#Packages
library(quantmod)
#Data structure that contains stock quote objects
ETF_Data <- new.env()
#Assign dates to set range for stock quotes
sDate <- as.Date("2007-08-31")
eDate <- as.Date("2014-09-04")
#Assign a vector of ticker symbols.
ticker_symbol <- c("IVW","JKE","QQQ","SPYG","VUG")
#Assign number of ticker symbols.
total_ticker_symbols <- length(ticker_symbol)
#Assign empty list to for each object contained in my environment.
Temp_ETF_Data <- list()
#Assign integer value to counter.
counter <- 1L
#Loop and retrieve each ticker symbols quotes from Yahoo's API
for(i in ticker_symbol)
{
getSymbols(
i,
env = ETF_Data,
reload.Symbols = FALSE,
from = sDate,
to = eDate,
verbose = FALSE,
warnings = TRUE,
src = "yahoo",
symbol.lookup = TRUE)
#Add only Adjusted Closing Prices for each stock or object into list.
Temp_ETF_Data[[i]] <- Ad(ETF_Data[[i]])
if (counter == length(ticker_symbol))
{
#Merge all the objects of the list into one object.
ETF_Adj_Daily_Quotes <- do.call(merge, Temp_ETF_Data)
ETF_Adj_Monthly_Quotes <- ETF_Adj_Daily_Quotes[endpoints(ETF_Adj_Daily_Quotes,'months')]
}
else
{
counter <- counter + 1
}
}
There's no need for the for
loop. You can loop over all the objects in the environment with eapply
:
getSymbols(ticker_symbol, env=ETF_Data, from=sDate, to=eDate)
# Extract the Adjusted column from all objects,
# then merge all columns into one object
ETF_Adj_Data <- do.call(merge, eapply(ETF_Data, Ad))
# then extract the monthly endpoints
Monthly_ETF_Adj_Data <- ETF_Adj_Data[endpoints(ETF_Adj_Data,'months')]