R quantmod::getFinancials [英] R quantmod::getFinancials

问题描述

我正在使用 quantmod 包.我有一个像这样的股票代码向量:

I'm using the quantmodpackage. I've got a vector of tickers like this :

c("AAPL","GOOG","IBM","GS","AMZN","GE")

我想创建一个函数来计算股票的 EBIT 利润率(= 营业收入/总收入).因此，对于给定的股票，我使用以下仅适用于 GE 的代码(前提是在股票代码的末尾添加了.f"):

and I want to create a function to calculate the EBIT margin of a stock (= operating income / total revenue). So for a given stock, I use the following piece of code which only works for GE (provided a ".f" is added a the end of the ticker) :

require(quantmod)
getFinancials("GE",period="A")
ebit.margin <- function(stock.ticker.f){
   return(stock.ticker$IS$A["Operating Income",]/stock.ticker$IS$A["Total Revenue",])
}
ebit.margin("GE")

我想概括这个函数以便使用 apply 函数.有几个困难:

I would like to generalize this function in order to use then the applyfunction. There are several difficulties :

• 将 quantmod::getFinancial 函数应用于股票代码时，股票的财务报表保存在默认环境中.然后必须使用 viewFinancial 来获取和打印财务报表.我需要一种方法可以直接在函数中访问财务报表
• 函数的参数函数是一个类似GE.f"的字符串，但直接输入代码(GE")会更方便.我尝试使用 paste0 和 gsub 来获取像GE.f"这样的字符串它不起作用，因为GE.f"不属于financials 类.

• when applying the quantmod::getFinancialfunction to a ticker, the financial statements of the stocks are saved in the default environment. The viewFinancialhas then to be used to get and print the financial statements. I need a way to get access to the financial statements directly into the function
• The function's argument function is a string like "GE.f" but it would more convenient to enter directly the ticker ("GE"). I've tried to use the paste0 and gsub to get a string like "GE.f" it doesn't work because "GE.f" doesn't belong to the financials class.

总而言之，我有点失落......

To sum up, I'm a bit lost...

推荐答案

另一种选择是在新环境中加载代码.

Anaother option is to laod your tickers in an new environnement.

tickers <-  new.env()
s <- c("AAPL","GOOG","IBM","GS","AMZN","GE")
lapply(s, getFinancials,env=tickers)
sapply(ls(envir=tickers),
       function(x) {x <- get(x) ## get the varible name
                    x$IS$A["Operating Income", ] / x$IS$A["Total Revenue",]})

              AAPL.f     AMZN.f       GE.f    GOOG.f      GS.f     IBM.f
2012-09-29 0.3529596 0.01106510 0.11811969 0.2543099 0.2689852 0.2095745
2011-09-24 0.3121507 0.01792957 0.13753327 0.3068724 0.1676678 0.1964439
2010-09-25 0.2818704 0.04110630 0.09415548 0.3540466 0.2804621 0.1974867
2009-09-26 0.2736278 0.04606471 0.06387029 0.3514585 0.3837401 0.1776439

编辑

无需使用 ls、get.... 只需方便的 eapply(感谢 @GSee)将 FUN 应用于命名来自环境的值并将结果作为列表返回

No need to use ls, get.... just the handy eapply (thanks @GSee) which applies FUN to the named values from an environment and returns the results as a list

eapply(tickers, function(x) 
              x$IS$A["Operating Income", ] / x$IS$A["Total Revenue",])

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