如何使用Quantmod R在rda / RData文件中导入时间序列

Question

I am trying to save stock time series in a rda/RData file and then call it in quantmod.

I have downloaded and saved AAPL's stock time series as an rda/RData file using this code

data=getSymbols("AAPL",auto.assign=F)
save(data,file="AAPL.rda")
#Cleared environment 

Now how should I call this rda/RData file using quantmod. tried this

getSymbols('AAPL',src='rda')

but its showing this error

Error in fr[, -1] : incorrect number of dimensions

next question is if I have multiple rda files(like AAPL.rda,GOOG.rda,F.rda) how should I call these files in an environment using quantmod.

EDITED

I missied this point I want to call from getSymbols() instead of load() because I need more control to the time series

for example

 getSymbols('AAPL',src='rda',from="2010-02-02",to="2011-01-01")

Answer 1

From the documentation of getSymbols() in the quantmod package:

Current src methods available are: yahoo, google, MySQL, FRED, csv, RData, and oanda.

What you can do to save a file and load it afterwards is, eg, the following:

data <- getSymbols("AAPL",auto.assign=FALSE)
save(data,file="AAPL.rda")

(start a new R session, or clear environment etc.)

To retrieve the previously saved data we can use

load(file = "AAPL.rda")

Now the data set data with the AAPL time series is available again. Note that one should not assign the output of load() to an object, like data <- load(file=...) . This is a common mistake that often creates confusion. The data file in this example is restored with the load() function itself.

A subset of the loaded data can be obtained, eg, with

data['2010-02-02::2011-01-01']
#> head(data['2010-02-02::2011-01-01'])
#           AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
#2010-02-02    195.91    196.32   193.38     195.86   174585600      25.75517
#2010-02-03    195.17    200.20   194.42     199.23   153832000      26.19832
#2010-02-04    196.73    198.37   191.57     192.05   189413000      25.25416
#2010-02-05    192.63    196.00   190.85     195.46   212576700      25.70257
#2010-02-08    195.69    197.88   194.00     194.12   119567700      25.52636
#2010-02-09    196.42    197.50   194.75     196.19   158221700      25.79856

---

Edit:

Below is an example that illustrates how .RData files can be used:

saveSymbols(getSymbols("AAPL"), file.path=getwd()) #saves 'AAPL.RData' in working directory
rm(AAPL)
data <- getSymbols("AAPL", src="RData", extension="RData", auto.assign=FALSE)
#> head(data)
#           AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
#2007-01-03     86.29     86.58    81.90      83.80   309579900      11.01952
#2007-01-04     84.05     85.95    83.82      85.66   211815100      11.26411
#2007-01-05     85.77     86.20    84.40      85.05   208685400      11.18389
#2007-01-08     85.96     86.53    85.28      85.47   199276700      11.23912
#2007-01-09     86.45     92.98    85.15      92.57   837324600      12.17276
#2007-01-10     94.75     97.80    93.45      97.00   738220000      12.75529

---

Further Edit:

I can confirm the statements made by @Hack-R in the comments. Although the documentation describes this in a rather hidden way, by reading the section about getSymbols.rda() it becomes clear that the src="rda" option is still supported as a valid parameter for getSymbols() . Indeed it still works on my installation:

data <- getSymbols("AAPL",auto.assign=FALSE)
save(data,file="AAPL.rda")
rm(data)
data <- getSymbols("AAPL", src="rda", auto.assign=FALSE)

#>head(data)
#           AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
#2007-01-03     86.29     86.58    81.90      83.80   309579900      11.01952
#2007-01-04     84.05     85.95    83.82      85.66   211815100      11.26411
#2007-01-05     85.77     86.20    84.40      85.05   208685400      11.18389
#2007-01-08     85.96     86.53    85.28      85.47   199276700      11.23912
#2007-01-09     86.45     92.98    85.15      92.57   837324600      12.17276
#2007-01-10     94.75     97.80    93.45      97.00   738220000      12.75529

In conclusion, after a couple of variants of saving, loading, and manipulating time series with quantmod we seem to be back to square one: The error described in the OP does not seem to be reproducible.