Description Usage Arguments Details Value Examples
Extract columns of data from OHLC time series using column field names.
1 |
|
An OHLC time series in xts format, or a vector of character strings with the names of OHLC time series. |
|
A vector of strings with the field names of the
columns to be be extracted (default is |
|
The environment containing OHLC time series
(default is |
The function get_col()
extracts columns from OHLC time
series and binds them into a single xts time series.
get_col()
can extract columns from a single xts time series,
or from multiple time series.
The function get_col()
extracts columns by partially matching field
names with column names. The OHLC column names are assumed to be in
the format "symbol.field_name"
, for example "VTI.Close"
.
In the simplest case when oh_lc
is a single xts time series
and field_name is a single string, the function get_col()
performs a similar operation to the extractor functions Op()
,
Hi()
, Lo()
, Cl()
, and Vo()
, from package
quantmod.
But get_col()
is able to handle symbols like LOW, which the
function Lo()
can't handle. The field_name argument is partially
matched, for example "Vol" is matched to Volume
(but it's case
sensitive).
In the case when oh_lc
is a vector of strings with the names of
OHLC time series, the function get_col()
reads the
OHLC time series from the environment data_env
, extracts the
specified columns, and binds them into a single xts time series.
The specified columns of the OHLC time series bound into a single xts time series, with the same number of rows as the input time series.
1 2 3 4 5 6 7 8 9 | # get close prices for VTI
rutils::get_col(rutils::etf_env$VTI)
# get volumes for VTI
rutils::get_col(rutils::etf_env$VTI, field_name="Vol")
# get close prices and volumes for VTI
rutils::get_col(rutils::etf_env$VTI, field_name=c("Cl", "Vol"))
# get close prices and volumes for VTI and IEF
rutils::get_col(oh_lc=c("VTI", "IEF"), field_name=c("Cl", "Vol"),
data_env=rutils::etf_env)
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