将 getSymbols 结果合并到一个 xts 对象中 [英] Merge getSymbols result into one xts object

问题描述

我有以下代码:

library(quantmod)
tckrs <- c("TLT", "LQD", "HYG", "SPY", "DBC")
NumTckrs  <-  length(tckrs)
getSymbols(tckrs, from="1900-01-01", to=Sys.Date())

# merge to allign the start dates
MainDF <- merge(Ad(TLT), Ad(LQD), Ad(HYG), Ad(SPY), Ad(DBC), all=FALSE)

我不想在最后一行重复股票代码.有谁知道如何做到这一点?

I would like to not have to repeat the stock symbols in the last line. Does anyone know how this could be done?

推荐答案

将所有数据加载到一个环境中，然后对每个数据调用 Ad 并合并它们.另请注意，getSymbols 默认返回一个 xts 对象，因此您的 MainDF 是一个 xts 对象，而不是 data.frame.

Load all the data into an environment, then call Ad on each, and merge them. Also note that getSymbols returns an xts object by default, therefore your MainDF is an xts object, not a data.frame.

library(quantmod)
# create new environment
myEnv <- new.env()
# pull all data and load into myEnv
getSymbols("TLT;LQD;HYG;SPY;DBC", env=myEnv)
# eapply calls Ad on each symbol in myEnv and returns a list
# do.call calls merge with each element returned from eapply as an argument
MainXTS <- do.call(merge, c(eapply(myEnv, Ad),all=FALSE))

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