使用quantmod在循環中查找不同時間段的代號

Question

當每個代碼的時間週期相同時，我可以循環並計算週末/週末回報列表，每當我想查詢的時間段對於每個股票代碼都是不同的時候都會遇到麻煩。

例如，使用：

symbols <- c("AAPL", "GOOG"," MSFT") 
dates <- as.Date(c("2015-01-04", "2015-01-05", "2015-01-06")) 
example.df <- data.frame(tickers, dates) 
example.df 
    tickers dates 
1 AAPL 2015-01-04 
2 GOOG 2015-01-05 
3 MSFT 2015-01-06 

我願意爲AAPL 2015-01-04和2015年1月5日之間的2015年1月5日和2015-01之間的隔夜收益，爲GOOG -06等。如果是星期五，我想要下個星期一。

我能得到什麼，我通過查找這樣每個人股票在尋找：

library(quantmod) 
library(dplyr) 
# date range accounts for weekends 
getSymbols("AAPL", from = "2016-01-04", to = "2016-01-08") 
data <- as.data.frame(AAPL) 
colnames(data) <- c("open","high","low","close","volume","adj.") 
# overnight return calculation 
data$overnight.return <- data$open/lag(data$close, default = 0) - 1 
data$overnight.return <- paste(round(data$overnight.return * 100, 3), "%",sep= "") 
# the overnight/over-weekend returns for the specified date 
data.df.final <- slice(data, 2) 

當然，這是非常慢。 這裏至於我能得到試圖讓一個循環出來的：

# needs to be a loop itself and inside the other 'for' loop somehow I think 
symbol.list <- example.df[,1] 
start <- data[,2] 
end <- data[,2] + days(3) 

results <- NULL 
for (i in symbol.list) { 
    data <- getSymbols(Symbols = i, 
        src = "yahoo", 
        from = start, to = end, 
        auto.assign = FALSE) 
    if (inherits(data, 'try-error')) next 
    colnames(data) <- c("open","high","low","close","volume","adj.") 
    data <- as.data.frame(data) 
    data <- cbind(date = rownames(data), data) 
    data$overnightRtn <- as.vector(data$open/lag(data$close, default = 0) - 1) 
    data$overnightRtn <- paste(round(data$overnightRtn * 100, 3), "%") 
    data <- slice(data, 2) 
    results <- bind_rows(results, data) 
    } 

我如何可以添加日期循環方面對上述股票循環？

Answer 1

也許這就是你要找的。請參閱我使用的是指數，而不是實際的列表，以便我可以參考你的數據幀中的每個元素（它不是最佳的，但它是在幫你在函數描述的作業）：

symbols <- c("AAPL", "GOOG"," MSFT")    ## " MSFT" has an extra space 
dates <- as.Date(c("2015-01-04", "2015-01-05", "2015-01-06")) 
example.df <- data.frame(tickers=symbols, dates) ## there was an error here in your example. 

symbol.list <- trimws(example.df[,1]) 
start <- as.Date(example.df[,2]) 
end <- as.Date(example.df[,2]) + days(3) 

results <- NULL 
for (i in 1:NROW(symbol.list)) { 
    try(dataX <- getSymbols(Symbols = symbol.list[i], 
        src = "yahoo", 
        from = start[i], to = end[i], 
        auto.assign = FALSE),silent=T) 
    if (!exists("dataX")) {cat("Error in ",i,"\n");next} 
    colnames(dataX) <- c("open","high","low","close","volume","adj.") 
    dataX <- as.data.frame(dataX) 
    dataX <- cbind(date = rownames(dataX), dataX) 
    dataX$overnightRtn <- as.vector(dataX$open/lag(dataX$close, default = 0) - 1) 
    dataX$overnightRtn <- paste(round(dataX$overnightRtn * 100, 3), "%") 
    data2 <- slice(dataX, 2);rm(dataX) 
    results <- if (is.null(results)) data2 else rbind(results, data2) 
}