[R] Looping Through QuantMod Objects

[Joshua Ulrich]

Use auto.assign = FALSE in your getFinancials() call, and use
viewFinancials() to extract the data you want.

items <- c("Cash & Equivalents",
           "Short Term Investments",
           "Cash and Short Term Investments")
tickers <- c("AAPL", "IBM", "MSFT")
for (ticker in tickers) {
  Data <- getFinancials(ticker, auto.assign = FALSE)
  HoldQuart <- viewFinancials(Data, "BS", "Q")
  CashHold <- subset(HoldQuart,rownames(HoldQuart) %in% items)
  CashT <- t(CashHold)
  Cashdf <- data.frame(CashT)
  Cashdf$tic <- ticker
  assign(paste0(ticker, ".c"), Cashdf)
}

If you want to continue processing the data in each [ticker].c object,
it would be better to put the body of the loop into a function and
call lapply(tickers, myfunction).  Then you can use lapply() on the
result to continue applying functions to the data.

You might also be interested in the stackFinancials function I wrote about:
http://blog.fosstrading.com/2017/02/stack-financials.html

Best,
Josh


On Wed, Aug 2, 2017 at 10:00 AM, Sparks, John James <jspark4 at uic.edu> wrote:
> Dear R Helpers,
>
> I have run into a problem trying to perform a number of actions on a set
> of quantmod data objects through a loop and I am hoping that this is an
> easy problem for someone else as opposed to very  difficult for me.
>
> The example task is to get the first three objects of the quarterly
> balance sheet for a number of companies from the getFinancials object and
> put them together into a single file.  I can do this one by one, but if I
> try to build a loop and use the get function then the results are not
> anticipated and leave me baffled.
>
> If I do it one at a time all is good.
>
>
> require(quantmod)
>
> getFinancials("AAPL")
> getFinancials("IBM")
> getFinancials("MSFT")
>
>
> items=c("Cash & Equivalents","Short Term Investments","Cash and Short Term
> Investments")
>
> HoldQuart<-AAPL.f$BS$Q
> CashHold<-subset(HoldQuart,rownames(HoldQuart) %in% items)
> CashT<-t(CashHold)
> Cashdf<-data.frame(CashT)
> Cashdf$tic<-"AAPL"
> AAPL.c<-Cashdf
>
> HoldQuart<-IBM.f$BS$Q
> CashHold<-subset(HoldQuart,rownames(HoldQuart) %in% items)
> CashT<-t(CashHold)
> Cashdf<-data.frame(CashT)
> Cashdf$tic<-"IBM"
> IBM.c<-Cashdf
>
>
> HoldQuart<-MSFT.f$BS$Q
> CashHold<-subset(HoldQuart,rownames(HoldQuart) %in% items)
> CashT<-t(CashHold)
> Cashdf<-data.frame(CashT)
> Cashdf$tic<-"MSFT"
> MSFT.c<-Cashdf
>
>
> BigCash<-rbind(AAPL.c, IBM.c, MSFT.c)
> #setwd<-("C:/Users/HP USER/Documents")
> #write.csv(BigCash,file="CashList.csv")
>
>
> When I try to process through this using a loop, however, things go south
> pretty quickly.
>
> tickerlist<-ls(pattern="^[A-Z]+\\.f")
>
> for( i in 1:1)
> {
> test<-get(paste0(tickerlist[i],"$BS$Q"))
> }
>
> Error in get(paste0(tickerlist[i], "$BS$Q")) :
>   object 'AAPL.f$BS$Q' not found
>
> So I tried to break it up into smaller steps, but the resulting matrix
> seems to have lost its structure (see below).
>
> If someone could help me out, I sure would appreciate.
>
> Thanks.
> --John Sparks
>
>
> tickerlist<-ls(pattern="^[A-Z]+\\.f")
> for( i in 1:1)
> {
> HoldFin<-get(tickerlist[i])
> BSQ<-as.matrix(paste0(HoldFin,"$BS$Q"))
> }
> BSQ
>
> [1,] "list(Q = c(52896, NA, 52896, 32305, 20591, 3718, 2776, NA, NA, NA,
> NA, 38799, 14097, NA, NA, -165, 14684, 11029, NA, NA, 11029, NA, NA, NA,
> 11029, NA, 11029, 11029, NA, NA, NA, NA, 5261.69, 2.1, NA, 0.57, NA, NA,
> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 2.1, 78351, NA, 78351, 48175,
> 30176, 3946, 2871, NA, NA, NA, NA, 54992, 23359, NA, NA, 122, 24180,
> 17891, NA, NA, 17891, NA, NA, NA, 17891, NA, 17891, 17891, NA, NA, NA, NA,
> 5327.99, 3.36, NA, 0.57, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
> 3.36, \n46852, NA, 46852, 29039, 17813, 3482, 2570, NA, NA, NA, NA, 35091,
> 11761, NA, NA, -159, 12188, 9014, NA, NA, 9014, NA, NA, NA, 9014, NA,
> 9014, 9014, NA, NA, NA, NA, 5393.33, 1.67, NA, 0.57, NA, NA, NA, NA, NA,
> NA, NA, NA, NA, NA, NA, NA, 1.67, 42358, NA, 42358, 26252, 16106, 3441,
> 2560, NA, NA, NA, NA, 32253, 10105, NA, NA, -263, 10469, 7796, NA, NA,
> 7796, NA, NA, NA, 7796, NA, 7796, 7796, NA, NA, NA, NA, 5472.78, 1.42, NA,
> 0.57, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 1.42, 50557, NA,
> 50557, \n30636, 19921, 3423, 2511, NA, NA, NA, NA, 36570, 13987, NA, NA,
> -510, 14142, 10516, NA, NA, 10516, NA, NA, NA, 10516, NA, 10516, 10516,
> NA, NA, NA, NA, 5540.89, 1.9, NA, 0.52, NA, NA, NA, NA, NA, NA, NA, NA,
> NA, NA, NA, NA, 1.9), A = c(215639, NA, 215639, 131376, 84263, 14194,
> 10045, NA, NA, NA, NA, 155615, 60024, NA, NA, -1195, 61372, 45687, NA, NA,
> 45687, NA, NA, NA, 45687, NA, 45687, 45687, NA, NA, NA, NA, 5500.28, 8.31,
> NA, 2.18, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 8.31, 233715,
> NA, \n233715, 140089, 93626, 14329, 8067, NA, NA, NA, NA, 162485, 71230,
> NA, NA, -903, 72515, 53394, NA, NA, 53394, NA, NA, NA, 53394, NA, 53394,
> 53394, NA, NA, NA, NA, 5793.07, 9.22, NA, 1.98, NA, NA, NA, NA, NA, NA,
> NA, NA, NA, NA, NA, NA, 9.22, 182795, NA, 182795, 112258, 70537, 11993,
> 6041, NA, NA, NA, NA, 130292, 52503, NA, NA, -311, 53483, 39510, NA, NA,
> 39510, NA, NA, NA, 39510, NA, 39510, 39510, NA, NA, NA, 0, 6122.66, 6.45,
> NA, 1.81, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 6.45, 170910,
> \nNA, 170910, 106606, 64304, 10830, 4475, NA, NA, NA, NA, 121911, 48999,
> NA, NA, -24, 50155, 37037, NA, NA, 37037, NA, NA, NA, 37037, NA, 37037,
> 37037, NA, NA, NA, 0, 6521.5, 5.68, NA, 1.63, NA, NA, NA, NA, NA, NA, NA,
> NA, NA, NA, NA, NA, 5.68))$BS$Q"
> [2,] "list(Q = c(NA, 59501, 67101, 11579, NA, 20612, 2910, NA, 11367,
> 101990, 65124, -37961, 5473, 2617, 189740, 7549, 334532, 28573, 21665,
> 9992, 3999, 9113, 73342, 84531, NA, 84531, 98522, 28226, NA, 14351,
> 200450, NA, NA, 33579, NA, 100925, NA, -902, 134082, 334532, NA, 5205.81,
> NA, 51093, 60452, 14057, NA, 27977, 2712, NA, 12191, 103332, 62759,
> -36249, 5423, 2848, 185638, 7390, 331141, 38510, 21895, 10493, 3499, 9733,
> 84130, 73557, NA, 73557, 87549, 26948, NA, 14116, 198751, NA, NA, 32144,
> NA, 100001, \nNA, -1567, 132390, 331141, NA, 5255.42, NA, 58554, 67155,
> 15754, NA, 29299, 2132, NA, 8283, 106869, 61245, -34235, 5414, 3206,
> 170430, 8757, 321686, 37294, 20951, 8105, 3500, 9156, 79006, 75427, NA,
> 75427, 87032, 26019, NA, 12985, 193437, NA, NA, 31251, NA, 96364, NA, 596,
> 128249, 321686, NA, 5336.17, NA, 52638, 61756, 11714, NA, 19042, 1831, NA,
> 11132, 93761, 57991, -32543, 5261, 3506, 169764, 7862, 305602, 26318,
> 19632, 12496, 3500, 9540, 71486, 68939, NA, 68939, 84935, 24560, NA,
> 14076, 179061, \nNA, NA, 30106, NA, 96542, NA, -879, 126541, 305602, NA,
> 5393.16, NA, 45084, 55283, 12229, NA, 19824, 2281, NA, 10204, 87592,
> 54051, -30848, 5249, 3843, 177645, 7745, 305277, 25098, 21896, 7998, 2500,
> 10773, 68265, 69374, NA, 69374, 79872, 22955, NA, 14226, 174820, NA, NA,
> 29484, NA, 102021, NA, -956, 130457, 305277, NA, 5478.45), A = c(NA,
> 58554, 67155, 15754, NA, 29299, 2132, NA, 8283, 106869, 61245, -34235,
> 5414, 3206, 170430, 8757, 321686, 37294, 20951, 8105, 3500, 9156, 79006,
> 75427, NA, 75427, \n87032, 26019, NA, 12985, 193437, NA, NA, 31251, NA,
> 96364, NA, 596, 128249, 321686, NA, 5336.17, NA, 30212, 41601, 16849, NA,
> 30343, 2349, NA, 15085, 89378, 49257, -26786, 5116, 3893, 164065, 5422,
> 290345, 35490, 24169, 8499, 2500, 9952, 80610, 53329, NA, 53329, 64328,
> 24062, NA, 12989, 170990, NA, NA, 27416, NA, 92284, NA, -1117, 119355,
> 290345, NA, 5578.75, NA, 14845, 25077, 17460, NA, 27219, 2111, NA, 14124,
> 68531, 39015, -18391, 4616, 4142, 130162, 3764, 231839, 30196, 7689, 6308,
> NA, 19255, \n63448, 28987, NA, 28987, 35295, 20259, NA, 7598, 120292, NA,
> NA, 23313, NA, 87152, NA, -282, 111547, 231839, NA, 5866.16, NA, 31841,
> 40546, 13102, NA, 20641, 1764, NA, 10335, 73286, 28519, -11922, 1577,
> 4179, 106215, 5146, 207000, 22367, 4782, 0, NA, 16509, 43658, 16960, NA,
> 16960, 16960, 16489, NA, 6344, 83451, NA, NA, 19764, NA, 104256, NA, -296,
> 123549, 207000, NA, 6294.37))$BS$Q"
> [3,] "list(Q = c(28920, 5319,
>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com