循环函数& quantmod
循环函数& quantmod
提问于 2017-02-08 03:00:46
Hy社区，这是我的代码。它运行时没有任何错误或警告。顺便说一句，如果你看一下x.df (最终数据库)，就会发现SMA & Bollinger band列出了问题。它们都是"NA“填充的。然后，BBands在合并后删除一些列。出什么事了？
library(quantmod)
stockData <- new.env() #Make a new environment for quantmod to store data in
tickers <- c("AAPL","GOOG","YHOO","FB") # choose Symbols
start_date <- as.Date("2014-01-01") #Set start date
getSymbols(tickers, src="yahoo", env=stockData, from=start_date) # get data
x <- list()
# loop on tickers
for (i in 1:length(tickers)) {
x[[i]] <- get(tickers[i], pos=stockData) # get data from stockData environment
colnames(x[[i]]) <- c("Open", "High", "Low", "Close","Volume", "Adjusted") # rename Header for all tables in list
x[[i]]$gl <-((Cl(x[[i]])-Op(x[[i]]))/Op(x[[i]]))*100 # Daily gain loss percentage
SMA.n10 <- SMA(x[[i]][,4],n = 10) # Calculate moving averages (MA) on "Close Price" <-column(4)
BBands<- BBands(x[[i]][,2:4])
x[[i]]$Symbol<- 0 # create "0" vector for Symbol name
x[[i]]$Symbol<- tickers[[i]] # add Symbol name
x[[i]]<-data.frame(x[[i]],SMA.n10[[i]],BBands[[i]]) # merge data
}
x.df<- do.call(rbind, x) # call rbind to merge all xts objs in a single dataframe谢谢
编辑:我的目标是获得包含以下列的单个数据帧(x.df)：
"Open"，"High"，"Low"，"Close"，"Volume"，"Adjusted"，Symbol，"SMA10"，"dn"，"mavg"，"up"，"pctB“。
但是，如果运行代码，您可以看到SMA列上的NA值。ThentThere没有关于"dn"，"mavg"，"up"，"pctB“(布林线带值)的踪迹。
Stack Overflow用户
回答已采纳
发布于 2017-02-08 05:34:52
这会纠正代码中的一些错误：
x <- list()
# loop on tickers
for (i in 1:length(tickers)) {
x[[i]] <- get(tickers[i], pos=stockData) # get data from stockData environment
colnames(x[[i]]) <- c("Open", "High", "Low", "Close","Volume", "Adjusted") # rename Header for all tables in list
x[[i]]$gl <-((Cl(x[[i]])-Op(x[[i]]))/Op(x[[i]]))*100 # Daily gain loss percentage
SMA.n10 <- SMA(x[[i]][,4],n = 10) # Calculate moving averages (MA) on "Close Price" <-column(4)
BBands<- BBands(x[[i]][,2:4])
x[[i]]$Symbol<- 0 # create "0" vector for Symbol name
x[[i]]$Symbol<- tickers[i] # add Symbol name
x[[i]]<-data.frame(x[[i]], coredata(SMA.n10), coredata(BBands)) # merge data
}
x.df<- do.call(rbind, x) # call rbind to merge all xts objs in a single dataframe您应该了解使用[]和[[]]设置向量、列表、数据帧的子集之间的区别。我推荐这个资源来了解更多信息：http://adv-r.had.co.nz/Subsetting.html
coredata(SMA.n10)返回底层的值矩阵，如果提供NROW(SMA.n10) == NROW(x[[i]])，而SMA.n10[[i]]返回NA，则该矩阵的工作方式与预期相同，并且在R中使用循环规则将在data.frame(.....)中创建一列NA值，而不是您所期望的。
如果您想在x.df中包含正确的“时间/日期”列，这样的代码是安排数据的更好方法(使用x.df的行名来保存时间，就像您在代码中所做的那样，在跨符号绑定数据时会给出无意义的值)：
x <- list()
# loop on tickers
for (i in 1:length(tickers)) {
tmp <- get(tickers[i], pos=stockData) # get data from stockData environment
colnames(tmp) <- c("Open", "High", "Low", "Close","Volume", "Adjusted") # rename Header for all tables in list
tmp$gl <-((Cl(tmp)-Op(tmp))/Op(tmp))*100 # Daily gain loss percentage
SMA.n10 <- SMA(tmp[,4],n = 10) # Calculate moving averages (MA) on "Close Price" <-column(4)
BBands<- BBands(tmp[,2:4])
tmp <- merge(tmp, SMA.n10, BBands)
x[[i]]<-data.frame("time" = index(tmp), coredata(tmp), "Symbol" = tickers[i]) # merge data
}
x.df<- do.call(rbind, x) # call rbind to merge all xts objs in a single dataframe页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/42097817
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