getSymbols 下载多个交易品种的数据并计算回报

我目前正在使用 Quantmod 包中的 GetSymbols 下载股票数据并计算每日股票收益，然后将数据合并到数据框中。我想对一组非常大的股票代码执行此操作。请参见下面的示例。如果可能的话，我想使用 For 循环，或者使用应用函数之一，而不是手动执行此操作，但是我找不到解决方案。

这就是我目前所做的：

Symbols<-c  ("XOM","MSFT","JNJ","GE","CVX","WFC","PG","JPM","VZ","PFE","T","IBM","MRK","BAC","DIS","ORCL","PM","INTC","SLB")
length(Symbols)

#daily returns for selected stocks & SP500 Index
SP500<-as.xts(dailyReturn(na.omit(getSymbols("^GSPC",from=StartDate,auto.assign=FALSE))))
S1<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[1],from=StartDate,auto.assign=FALSE))))
S2<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[2],from=StartDate,auto.assign=FALSE))))
S3<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[3],from=StartDate,auto.assign=FALSE))))
S4<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[4],from=StartDate,auto.assign=FALSE))))
S5<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[5],from=StartDate,auto.assign=FALSE))))
S6<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[6],from=StartDate,auto.assign=FALSE))))
S7<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[7],from=StartDate,auto.assign=FALSE))))
S8<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[8],from=StartDate,auto.assign=FALSE))))
S9<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[9],from=StartDate,auto.assign=FALSE))))
S10<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[10],from=StartDate,auto.assign=FALSE)))) 
....
S20<-as.xts(dailyReturn(na.omit(getSymbols(Symbols[20],from=StartDate,auto.assign=FALSE)))) 

SPportD<-cbind(SP500,S1,S2,S3,S4,S5,S6,S7,S8,S9,S10,S11,S12,S13,S14,S15,S16,S17,S18,S19,S20)
names(SPportD)[1:(length(Symbols)+1)]<-c("SP500",Symbols)

SPportD.df<-data.frame(index(SPportD),coredata(SPportD),stringsAsFactors=FALSE)
names(SPportD.df)[1:(length(Symbols)+2)]<-c(class(StartDate),"SP500",Symbols)

有什么建议么？

Thanks!

dailyReturn使用收盘价，所以我建议您使用不同的函数（例如TTR::ROC调整栏），或调整股息/分割的收盘价（使用adjustOHLC) 打电话之前dailyReturn.

library(quantmod)
Symbols <- c("XOM","MSFT","JNJ","GE","CVX","WFC","PG","JPM","VZ","PFE",
             "T","IBM","MRK","BAC","DIS","ORCL","PM","INTC","SLB")
# create environment to load data into
Data <- new.env()
getSymbols(c("^GSPC",Symbols), from="2007-01-01", env=Data)    
# calculate returns, merge, and create data.frame (eapply loops over all
# objects in an environment, applies a function, and returns a list)
Returns <- eapply(Data, function(s) ROC(Ad(s), type="discrete"))
ReturnsDF <- as.data.frame(do.call(merge, Returns))
# adjust column names are re-order columns
colnames(ReturnsDF) <- gsub(".Adjusted","",colnames(ReturnsDF))
ReturnsDF <- ReturnsDF[,c("GSPC",Symbols)]