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我本可以在一周前发誓这段代码有效，但我想我错了。我不断收到错误消息：错误：无法对不存在的列进行子集化。x 列asset不存在。运行rlang::last_error()以查看错误发生的位置。此外：警告消息： ...对于未分组的数据帧，不得为空。你想要data = everything()吗？

我一步一步地尝试查看它在我的代码中的位置，我可以告诉它在我对资产进行分组之后，并且在我开始添加 tq_transmute 时发生。如果有人可以请帮助，将不胜感激。我将有你应该能够自动运行的代码，看看我在说什么。这没有任何意义，因为“资产”在收集数据并将其分组后确实存在。

library(tidyverse)
library(lubridate) 
library(readxl)
library(highcharter) 
library(tidyquant) 
library(timetk) 
library(tibbletime) 
library(quantmod) 
library(PerformanceAnalytics)
library(scales)
library(magrittr)
library(broom)
library(purrr)

symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG")

prices <- getSymbols(symbols,
                     src = 'yahoo',
                     from = "2012-12-31",
                     to = "2017-12-31",
                     auto.assign = TRUE,
                     warnings = FALSE) %>%
  map(~Ad(get(.)))%>% #the period here in get(.) refers to our intial object
  reduce(merge) %>%
  `colnames<-`(symbols)


# WHERE MY PROBLEM OCCURS 
asset_returns_tbltime <-
  prices %>% 
  tk_tbl(preserve_index = TRUE,
                    rename_index = "date")%>%
  # this is the the tibbletime function
  as_tbl_time(index = date) %>% 
  as_period(period = "month",
            side = "end") %>%
  gather(asset, returns, -date) %>%
  group_by(asset) %>% 
  tq_transmute(mutate_fun = periodReturn, #GETTING THE ERROR SOMEWHERE IN HERE
                                   type = "log") %>%
  spread(asset, monthly.returns) %>%
  select(date, symbols) %>%
  slice(-1)
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1 回答 1

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gather已替换为pivot_longer和。如果您将代码更改为它可以工作。我不确定为什么它会失败。spreadpivot_widergatherpivot_longergather

prices %>% 
  tk_tbl(preserve_index = TRUE,
         rename_index = "date")%>%
  as_tbl_time(index = date) %>% 
  as_period(period = "month",
            side = "end") %>%
  pivot_longer(cols = -date, names_to = 'asset', values_to = 'returns') %>%
  group_by(asset) %>%
  tq_transmute(mutate_fun = periodReturn, type = "log")  %>%
  pivot_wider(names_from = asset, values_from = monthly.returns) %>%
  select(date, symbols) %>%
  slice(-1)
于 2021-01-14T05:46:27.793 回答