0

我通过以下tq_get函数从Quandl 检索到一些期货数据tidyquant

## list of agricultural commodities
agriculturals <- c("CHRIS/ICE_CC2", "CHRIS/ICE_KC2", "CHRIS/ICE_ICN2", "CHRIS/ICE_CT2", "CHRIS/CME_LB2", "CHRIS/CME_O2", "CHRIS/CME_S2", "CHRIS/ICE_SB2", "CHRIS/CME_LC2", "CHRIS/CME_W2", "CHRIS/CME_RR2", "CHRIS/ICE_OJ2", "CHRIS/ICE_IS2", "CHRIS/ICE_ISM2", "CHRIS/ICE_IBO2")

# build dataframe
ag <- 
    agriculturals %>%
      tq_get(get          = "quandl",
             from         = "2000-01-01",
             collapse     = "daily") %>% 
    select(date, symbol, everything())

我想将这些数据用于quantstrat包中的策略回测。据我所知，我需要以某种方式使用getSymbols函数将这些数据加载到环境中，以便将数据与quantstrat函数一起使用。有谁知道这是否可行，如果可以，如何实现？

4

0 回答 0