高效的数据整理(库存数据)

Data wrangling in efficient way (Stock data)

以下是我开始使用的代码:

library(quantmod)
library(timetk)
library(dplyr)
library(tibble)
library(tidyr)


mdate <- "2019-05-01"
edate <- "2019-05-03"
tickers <- c("MMM","C", "AAPL")


for(ticker in tickers)
 Open_Raw <- cbind(Open_Raw, getSymbols(ticker, from = mdate, to = edate, auto.assign = F)[,1])


timetk::tk_tbl(Open_Raw)

Open_Raw <- timetk::tk_tbl(Open_Raw)[, -1]
colnames(Open_Raw) = tickers

## Open Price
Open_Raw <- NULL
for(ticker in tickers)
  Open_Raw <- cbind(Open_Raw, getSymbols(ticker, from = mdate, to = edate, auto.assign = F)[,1])
Topen_Raw <- t(Open_Raw)

## High Price
High_Raw <- NULL
for(ticker in tickers)
  High_Raw <- cbind(High_Raw, getSymbols(ticker, from = mdate, to = edate, auto.assign = F)[,2])
Thigh_Raw <- t(High_Raw)

## Low Price
Low_Raw <- NULL
for(ticker in tickers)
  Low_Raw <- cbind(Low_Raw, getSymbols(ticker, from = mdate, to = edate, auto.assign = F)[,2])
Tlow_Raw <- t(Low_Raw)

## write in the same way for Close, Adjusted and Volume, and;


##Cbind Open and High
Open_High <- cbind(Topen_Raw, Thigh_Raw)

##Cbind Open_High and Low_Raw
Open_to_Low <- cbind(Open_High, Tlow_Raw)

如您所见,前两列是开盘价,第三和第四列是最高价。我可以用这些代码得到我想要的输出,但是当我尝试导入数千个股票数据时出现错误,所以我不能使用那些。如果可能的话,我想在数据集(开盘价、最高价、最低价、收盘价、调整后和成交量)之间做一个 space

我该怎么做才能做到这一点?

基础 R 解决方案:

# Transpose data.frame: 
td_data <- within(data.frame(price_var = row.names(t(data)), t(data), row.names = NULL), 
                  {
                    ticker_cd <- as.factor(gsub("[.].*", "", price_var))
                    price_var <- as.factor(gsub(".*[.]", "", price_var))
                  }
                )
# Reshape: 
do.call("cbind", split(td_data, td_data$price_var))