我有这样填充的数据集:
tickers <- c("SPY","DIA")
l_ply(tickers, function(sym) try(getSymbols(sym, from="2012-03-01",
to=Sys.Date()))) ClosePrices <- do.call(merge, lapply(tickers, function(x) Cl(get(x))))
tail(ClosePrices)
SPY.Close DIA.Close
2012-06-29 136.10 128.45
2012-07-02 136.51 128.36和
rsipx <- do.call(merge, lapply(ClosePrices, FUN=function(ClosePrices) RSI(ClosePrices)))
tail(rsipx)
SPY.Close DIA.Close
2012-06-29 58.36391 58.92043
2012-07-02 59.37153 58.53483我不能解决的问题是,当我应用一个为每个输入生成多列的函数时。在这种情况下,ADX产生4个值(DIp、DIn、DX、ADX):
adxpx <- do.call(merge, lapply(tickers, FUN=function(tickers) ADX(get(tickers))))
tail(adxpx)
DIp DIn DX ADX DIp.1 DIn.1 DX.1 ADX.1
2012-06-29 53.47713 35.90631 19.65780 15.30299 55.14765 36.05527 20.93395 18.20818
2012-07-02 55.79485 32.58420 26.26262 16.08582 56.67699 33.08770 26.27903 18.78467如何获得对应的列名而不是数字?(DX.DIA而不是DX.1),还是只选择$ADX指定的列?
发布于 2012-07-09 02:24:26
只需将自动收报机名称paste到传递给lapply的函数内的列名上
foo <- function(tickers){
res <- ADX(get(tickers))
colnames(res) <- paste(colnames(res),tickers,sep = ".")
res
}
adxpx <- do.call(merge, lapply(tickers, FUN=foo)) 如果只想要一列,可以将函数foo更改为只选择该列。比方说,添加一行(在更改列名之前),比如res <- res[,4]或其他什么。
https://stackoverflow.com/questions/11385443
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