Wednesday, 7 August 2013

Using get() to reference columns in quantmod arrays with R?

Using get() to reference columns in quantmod arrays with R?

I'm new to R, using the quantmod() package for a project. The following
block of code works:
require(quantmod)
stocks<-c("MMM", "MSFT", "BP")
for(i in 1:length(stocks)){
getSymbols(stocks[i], from= "2013-07-01")
s<-get(stocks[i])
dr<-dailyReturn(s)
print(paste(dr))
}
However, I need to reference specific columns to calculate some technical
analysis indicators from the TTR package. For example:
open<-MMM$MMM.Open
RSI(open, n=14)
When I check:
identical(s, BP) #TRUE
And this works:
BP$BP.Open
However, this does not work:
s$s.Open #NULL
To provide adequate context, my goal is to go through a vector of stocks,
check for a ]condition, then calculate some technical analysis and time
series figures for that day and copy it into an ARFF file for use as
training examples for a machine learning environment (Weka). Thanks.

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