Here is my data frame:
Each row has different dates. If I want to import RSI for the stock prices, what is the best way to do this?
The raw data of the data frame is:
mdate edate tickers adjusted1 adjusted2 adjusted3 close1 close2 close3 high1 high2 high3 low1 low2 low3 open1 open2 open3 volume1 volume2 volume3
2015-10-30 2015-11-04 TK 29.12 29.08 29.59 32.13 32.09 32.65 32.38 32.43 32.95 31.1 31.52 32.1 31.62 31.81 32.18 487000 715900 846100
2015-11-02 2015-11-05 TGP 20.42 20.57 21.08 24.84 25.02 25.64 25.09 25.31 25.81 24.14 24.4 24.9 25.09 24.8 25.05 208500 120800 270900
2015-11-03 2015-11-06 DNR 3.54 3.7 3.91 3.54 3.7 3.91 3.6 3.8 4.07 3.25 3.46 3.76 3.42 3.5 3.8 10959500 10429800 13534400
It was too long for comment, so here is an example of possible import/analysis
library(quantmod)
library(magrittr)
library(TTR)
names = c("AAPL","AMZN","ANF") ## amazon, aaple, abb & Fitc -- tickers
my_portfolio = names
stocks <- lapply(my_portfolio,function(x){
tryCatch(
{
w = getSymbols(x,auto.assign = F,warnings = F)
message(x," Collected!")
Sys.sleep(0.05)
return(w)
},
error= function(cond)return(data.frame())
)
})
names(stocks) <- my_portfolio
### analysis
stock = stocks$AAPL
# AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
# 2007-01-03 12.32714 12.36857 11.70000 11.97143 309579900 10.36364
# 2007-01-04 12.00714 12.27857 11.97429 12.23714 211815100 10.59366
# 2007-01-05 12.25286 12.31428 12.05714 12.15000 208685400 10.51822
# 2007-01-08 12.28000 12.36143 12.18286 12.21000 199276700 10.57016
# 2007-01-09 12.35000 13.28286 12.16429 13.22429 837324600 11.44823
# 2007-01-10 13.53571 13.97143 13.35000 13.85714 738220000 11.99609
rsi_ind = RSI(price = stock$AAPL.Close)
macd_ind = MACD(x = stock$AAPL.Close)
## so on