Trying to match stock tickers to adjusted.price - r

Question

I have the script below which pulls in historical stock prices just fine, but I can't seem to get a list of tickers, by date, with adjusted prices. I'm getting 25 stocks, and headers that look like this: $df.tickers, price.open, price.high, price.low, price.close, volume price.adjusted
One thing that I can't figure out is that when I type 'out' I get the data set, but when I type dim(out) I get a null. That's doesn't make any sense. Anyway, I'm trying to run the code from the link below.
http://programmingforfinance.com/2017/10/portfolio-optimization-with-r/
Here is the code that I'm working with.
library(BatchGetSymbols)
library(sqldf)
library(dplyr)
# set dates
first.date <- Sys.Date() - 360
last.date <- Sys.Date()
# set tickers
tickers <- c('MMM','ABT','ABBV','ABMD',
'ACN','ATVI','AYI','ADBE','AMD','AAP',
'AES','AET','AMG','AFL','A','APD','AKAM',
'ALK','ALB','ARE','ALXN','ALGN','ALLE','AGN','ADS')
out <- BatchGetSymbols(tickers = tickers,
first.date = first.date,
last.date = last.date,
cache.folder = file.path(tempdir(),
'BGS_Cache') ) # cache in tempdir()
# dim(out$df.tickers)
# 6175 10
# After downloading the data, we can check the success of the process for each ticker.
# Notice that the last ticker does not exist in yahoo finance or google and therefore
# results in an error. All information regarding the download process is provided in the dataframe df.control:
# print(out$df.control)
price_adjusted <- as.data.frame(out)
price_final <- subset(price_adjusted, select = c(df.control.ticker, df.tickers.price.adjusted, df.tickers.ref.date))
# df_final <- subset(price_final, df.control.ticker == 'MMM', select = c("df.control.ticker","df.tickers.price.adjusted","df.tickers.ref.date"))
I believe the Google API was turned off last year, and as such, you can't get historical stock prices from Google anymore. Any thoughts on how to make this work? Thanks!

Answer 1

The tutorial is using data in the 'xts' time series format. To convert your data as such,
library(BatchGetSymbols)
library(tidyr)
library(quantmod)
# set dates
first.date <- Sys.Date() - 360
last.date <- Sys.Date()
# set tickers
tickers <- c('MMM','ABT','ABBV','ABMD',
'ACN','ATVI','AYI','ADBE','AMD','AAP',
'AES','AET','AMG','AFL','A','APD','AKAM',
'ALK','ALB','ARE','ALXN','ALGN','ALLE','AGN','ADS')
out <- BatchGetSymbols(tickers = tickers,
first.date = first.date,
last.date = last.date,
cache.folder = file.path(tempdir(),
'BGS_Cache') )
out<-out$df.tickers
out<-out[,c("ref.date","ticker", "price.adjusted")]
q <- spread(out, ticker, price.adjusted)
portfolioPrices <- xts(q[,-1], order.by=q[,1])