Creating Variables via A loop in r

Question

I am using the following code to download the YTD AdjClose of SPY.

library(tseries)
AjdClose_SPY <- get.hist.quote("SPY", quote="Adj", start="2015-01-01", retclass="zoo")

Now, say I have a portfolio

portfolio <- c('SPY','AAPL','HD')

How would I be able to loop through "portfolio" and create a variable "AdjClose_" for each ticker in my portfolio? Thanks in advance!

Just try setNames(lapply(portfolio, function(x) get.hist.quote(x, quote="Adj", start="2015-01-01", retclass="zoo")),paste0("AjdClose_",portfolio)). You'll get a list object whose names are what you indicated. Don't create several variables; a single named list is much cleaner and easier to use. — nicola
– nicola, Commented Nov 23, 2015 at 19:03
or maybe: setNames(do.call(merge, lapply(portfolio, get.hist.quote, quote="Adj", start="2015-01-01", retclass="zoo")), portfolio) — G. Grothendieck
– G. Grothendieck, Commented Nov 23, 2015 at 20:37

Tonio Liebrand · Accepted Answer · 2015-11-23 18:59:34Z

1

Check ?assign

Example:

stock = "AAPL"
assign(paste0("AdjClose_", stock), 100)

answered Nov 23, 2015 at 18:59

Tonio Liebrand

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Comments

Ivan Vanchev · Accepted Answer · 2015-11-23 20:22:31Z

0

Have you seen the quantmod package? Example:

library(quantmod)
portfolio <- c('SPY','AAPL','HD')
getSymbols(portfolio, start = "2015-01-01")

This will create xts objects for each ticker in portfolio in your current environment that hold "Open", "High", "Low", "Close", "Volume", and "Adjusted" price data for each ticker.

If you then want, you can put all Adjusted prices in a data frame like so:

AdjPrices <- do.call(merge, lapply(portfolio, function(x) Ad(get(x))))

edited Nov 23, 2015 at 20:22

answered Nov 23, 2015 at 19:56

Ivan Vanchev

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2 Comments

user5552631 Over a year ago

This worked like a charm. I am utterly confused though, how the heck did: "AdjPrices <- do.call(merge, lapply(portfolio, function(x) Ad(get(x))))" know to take the adjusted close?

Ivan Vanchev Over a year ago

lapply cycles through all character strings in portfolio and applies Ad(get(x)) to them. The quantmod function Ad() extracts the Adjusted Close and get(x) calls an R object using a character string. do.call(merge,...) then merges all list items from lapply() into a single data frame.

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