[英]How to use Cl() with character?
我在csv文件中有一個交易品種列表,我想篩選收盤價高於5的交易品種。
我已經為csv文件中的所有項目運行了getSymbols。
我的測試在這里出錯。 我認為這是因為Cl()不接受字符作為參數。 如何將字符轉換為XTS?
> library(quantmod)
> passingset
V1
1 AAB
2 AAR-UN
3 AAV
4 ABT
5 ABX
(...)
> class(passingset)
[1] "data.frame"
> class(passingset$V1)
[1] "character"
> #Remove closing price < 5
> for (i in 1:nrow(passingset)){
+ company <- passingset$V1[i]
+ if(Cl(company)[length(Cl(company))] < 5){
+ passingset <- passingset[!(passingset$V1 == company),, drop = FALSE]
+ } else
+ i = i + 1
+
+ rm(company)
+ }
**Error in Cl(company) :
subscript out of bounds: no column name containing "Close"**
無需循環! 假設您已經閱讀了如上所述的getSymbols
價格系列,那么:
# an example set of tickers:
pasingset <- data.frame(V1=c('CWB','EEM','VTI','NAK','GIG'),stringsAsFactors = F)
# this gets you the last closings of your tickers
lastClose <- sapply(pasingset$V1,function(x) xts::last(Cl(get(x))))
# shows the tickers which have a close > 5
pasingset$V1[which(lastClose > 5)]
[1] "CWB" "EEM" "VTI"
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