如何使用QuantMod获取带有准确日期的最小值和最大值

Question

I would like to compute the range and the dates of the maximum price and low price of of each variable that is stored in xts format and store the results in a data frame. The result that I look for is a data frame that will contain the variable name,max value date,max value, min value date,min value. I've imported two stocks data by using quantmod package and wrote a function to compute the ranges (yet without the dates of maximum price and low price) but with no succees.

d<-getSymbols(c("ZTS","ZX") , src = 'yahoo', from = '2015-01-01', auto.assign = T)
d<-cbind(ZTS,ZX)
head(d)
          ZTS.Open ZTS.High ZTS.Low ZTS.Close ZTS.Volume ZTS.Adjusted ZX.Open ZX.High ZX.Low ZX.Close
2015-01-02    43.46    43.70   43.07     43.31    1784200     43.07725    1.40    1.40   1.21     1.24
2015-01-05    43.25    43.63   42.97     43.05    3112100     42.81864    1.35    1.38   1.24     1.32
2015-01-06    43.15    43.36   42.30     42.63    3977200     42.40090    1.28    1.29   1.22     1.22
2015-01-07    43.00    43.56   42.98     43.51    2481800     43.27617    1.24    1.34   1.24     1.29
2015-01-08    44.75    44.87   44.00     44.18    3121300     43.94257    1.26    1.28   1.17     1.18
2015-01-09    44.06    44.44   43.68     44.25    2993200     44.01220    1.30    1.39   1.22     1.27
           ZX.Volume ZX.Adjusted
2015-01-02     20400        1.24
2015-01-05     43200        1.32
2015-01-06     16700        1.22
2015-01-07      6200        1.29
2015-01-08     17200        1.18
2015-01-09     60200        1.27
s<- for (i in names(d[,-1])) function(x) {max(x);min(x) }
> s
NULL

str(d)
An ‘xts’ object on 2015-01-02/2015-08-13 containing:
  Data: num [1:155, 1:12] 43.5 43.2 43.2 43 44.8 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:12] "ZTS.Open" "ZTS.High" "ZTS.Low" "ZTS.Close" ...
  Indexed by objects of class: [Date] TZ: UTC
  xts Attributes:  
List of 2
 $ src    : chr "yahoo"
 $ updated: POSIXct[1:1], format: "2015-08-14 18:35:14"

x

Answer 1

I can't tell if you date column is the rownames or an actual column, but the code below should produce your result if the date column is called date in the dataframe.

do.call(rbind, apply(d[,-1], 2, function(col) {
   max_ind <- which.max(col)
   min_ind <- which.min(col)
   list(max=col[max_ind], max_date=d$date[max_ind], min=col[min_ind],
       min_date=d$date[min_ind])
}))

and if the date column is the rownames

do.call(rbind, apply(d, 2, function(col) {
   max_ind <- which.max(col)
   min_ind <- which.min(col)
   list(max=col[max_ind], max_date=as.character(index(d))[max_ind], min=col[min_ind],
       min_date=as.character(index(d))[min_ind])
}))

The code does an apply over columns finding the index of the maximum and minimum, then returns the values and dates corresponding to these.