Merging many lists of different XTS objects in R - r

Question

I have 3 lists of large XTS objects: "SMA"; "L", "Marubozu". Quick look how it looks:
> names(Marubozu)
[1] "TSLA" "AAPL" "NTES" "GOOGL" "ASML" "GOOG" "NFLX" "ADBE" "AMZN" "MSFT" "ADI" "FB"
> names(SMA)
[1] "TSLA" "AAPL" "NTES" "GOOGL" "ASML" "GOOG" "NFLX" "ADBE" "AMZN" "MSFT" "ADI" "FB"
> names(L)
[1] "TSLA" "AAPL" "NTES" "GOOGL" "ASML" "GOOG" "NFLX" "ADBE" "AMZN" "MSFT" "ADI" "FB"
> head(Marubozu$AAPL, n = 2)
WhiteMarubozu BlackMarubozu
2000-01-03 FALSE FALSE
2000-01-04 FALSE FALSE
> head(SMA$AAPL, n = 2)
UpTrend NoTrend DownTrend Trend
2000-01-03 NA NA NA NA
2000-01-04 NA NA NA NA
> head(L$AAPL, n =2)
AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
2000-01-03 0.936384 1.004464 0.907924 0.999442 535796800 0.856887
2000-01-04 0.966518 0.987723 0.903460 0.915179 512377600 0.784643
I want to merge corresponding XTS objects in that lists so that it creates one big lig list. For example, the output for New_List$AAPL would be:
AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted WhiteMarubozu BlackMarubozu UpTrend NoTrend DownTrend Trend
2000-01-03 0.936384 1.004464 0.907924 0.999442 535796800 0.856887 0 0 NA NA NA NA
2000-01-04 0.966518 0.987723 0.903460 0.915179 512377600 0.784643 0 0 NA NA NA NA
I tried to create a list of lists and merging it, but it didnt work. Here you can see:
#That works for a single ticker AAPL
full <- merge.xts(L$AAPL, Marubozu$AAPL, SMA$AAPL)
#This doesn't work
out3 <- Map(function(x) {full$x <- merge.xts(lista[[1]]$x, lista[[2]]$x)}, lista)
I guess it is just some simple 2-lines thing but can't really find the solution, thanks for any responses!

Answer 1

We could do this with Map - as the list of xts elements have the same tickers in the same order, just use Map instead of creating a list of lists
library(xts)
out <- Map(merge.xts, L, Marubozu, SMA)

Answer 2

Here's a small function u() that binds the xts-index to an xts object and converts to 'data.frame'.
u <- function(x) cbind.data.frame(index=index(x), unclass(x))
To test it, we create some data using sample_matrix which comes with xts. We split first two and last two columns into two separate xts objects with same index.
library(xts)
data(sample_matrix)
sample.xts <- as.xts(sample_matrix, descr='my new xts object')
S1 <- as.xts(sample_matrix[,1:2]) ##
S2 <- as.xts(sample_matrix[,3:4])
Now we may easily apply merge and create a new xts object out of it.
res <- merge(u(S1), u(S2)) |>
(\(x) xts(x[-1], x$index, descr='my new xts object'))()
class(res)
# [1] "xts" "zoo"
stopifnot(all.equal(res, sample.xts)) ## proof