Reputation: 11
I have dataset filled like this:
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
and
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
The problem I can't solve is when I apply a function which generates multiple columns for each input. In this case ADX produces 4 values (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
How can I get the corresponding column names instead of a number? (DX.DIA instead of DX.1) , or select only the $ADX named columns ?
Upvotes: 1
Views: 917
Reputation: 173557
Just paste
the ticker name onto the column names inside the function you pass to lapply
:
foo <- function(tickers){
res <- ADX(get(tickers))
colnames(res) <- paste(colnames(res),tickers,sep = ".")
res
}
adxpx <- do.call(merge, lapply(tickers, FUN=foo))
If you want only one column, you can change the function foo
to select only that column. Say, by adding a line (before altering the column names) like res <- res[,4]
or something.
Upvotes: 3