CODEWITHSUNDEEP
rquantmod
Basil
Basil

Reputation: 1004

Loop to transform xts into dataframe

I am using the package quantmod to get historical share prices.

I want to create a loop to pull back the prices and as part of the loop I want to create a dataframe for each share. I have been unsuccessful so far with the below code, it gets the share prices as expected but this is returned as a xts object whereas I require the information as a dataframe - the as.data.frame part of the code doesn't do anything...

library(quantmod)
shares<-c("BARC.L", "BP.L", "DLG.L")

for(i in 1:length(shares)){

#gets share prices
getSymbols((paste(shares[i])), from = "2018-01-01")

#put the data into a dataframe (doesn't work).
shares[i]<-as.data.frame(shares[i])
}

The end result that I want is 3 dataframes - 1 for each share.

Can anyone suggest modifications to the code to achieve this please?

Upvotes: 0

Views: 318

Answers (2)

phiver
phiver

Reputation: 23598

Personally I would do it like this:

library(quantmod)
shares<-c("BARC.L", "BP.L", "DLG.L")

my_shares <- lapply(shares, function(x) getSymbols(x, from = "2018-01-01", auto.assign = FALSE))
names(my_shares) <- shares

Or if you need the dates as a column instead of rownames:

my_shares <- lapply(shares, function(x) {
   out <- getSymbols(x, from = "2018-01-01", auto.assign = FALSE)
   out <- data.frame(dates = index(out), coredata(out))
   return(out)
  })

names(my_shares) <- shares

Or if you need everything in a tidy dataset:

library(tidyquant)
my_shares <- tq_get(shares)
my_shares

# A tibble: 7,130 x 8
   symbol date        open  high   low close    volume adjusted
   <chr>  <date>     <dbl> <dbl> <dbl> <dbl>     <dbl>    <dbl>
 1 BARC.L 2008-01-02  464.  483.  460.  466.  38104837     344.
 2 BARC.L 2008-01-03  466.  472.  458.  470.  33215781     347.
 3 BARC.L 2008-01-04  466.  476.  447.  449.  42710244     332.
 4 BARC.L 2008-01-07  447.  452.  433.  436.  58213512     322.
 5 BARC.L 2008-01-08  439.  447.  421.  437. 105370539     322.
 6 BARC.L 2008-01-09  432.  434.  420.  424.  71059078     313.
 7 BARC.L 2008-01-10  428.  431.  413.  418.  54763347     309.
 8 BARC.L 2008-01-11  416.  437.  416.  430.  72467229     317.
 9 BARC.L 2008-01-14  430.  448.  427.  444.  56916500     328.
10 BARC.L 2008-01-15  445.  452.  428.  429.  77094907     317.
# ... with 7,120 more rows

Upvotes: 2

E. Brown
E. Brown

Reputation: 416

Firstly, I suggest you use the help() function that comes with R packages if you're not already doing so. I noticed in help(getSymbols) that you need to set env=NULL to actually return the data. With that, I've also made a list object so you can store the data as data.frames like you requested:

library(quantmod)
shares<-c("BARC.L", "BP.L", "DLG.L")

# initialize a list to store your data frames
df_list <- as.list(rep(data.frame(), length(shares))) 

for (i in 1:length(shares)) {
    #gets share prices
    df_list[[i]] <- as.data.frame(getSymbols(shares[i], from = "2018-01-01", env=NULL))
}

# so you can access by name, e.g. df_list$DLG.L
names(df_list) <- shares

Upvotes: 2

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