get_col | R Documentation |
Extract columns of data from OHLC time series using column field names.
get_col(ohlc, fieldn = "Close", datenv = NULL)
ohlc |
An OHLC time series in xts format, or a vector of character strings with the names of OHLC time series. |
fieldn |
A vector of strings with the field names of the
columns to be be extracted (the default is |
datenv |
The environment containing OHLC time series
(the 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.fieldn"
, for example "VTI.Close"
.
In the simplest case when ohlc
is a single xts time series
and fieldn 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 fieldn argument is partially
matched, for example "Vol" is matched to Volume
(but it's case
sensitive).
In the case when ohlc
is a vector of strings with the names of
OHLC time series, the function get_col()
reads the
OHLC time series from the environment datenv
, 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.
# get close prices for VTI
rutils::get_col(rutils::etfenv$VTI)
# get volumes for VTI
rutils::get_col(rutils::etfenv$VTI, fieldn="Vol")
# get close prices and volumes for VTI
rutils::get_col(rutils::etfenv$VTI, fieldn=c("Cl", "Vol"))
# get close prices and volumes for VTI and IEF
rutils::get_col(ohlc=c("VTI", "IEF"), fieldn=c("Cl", "Vol"),
datenv=rutils::etfenv)
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