step 1

install.packages(“pacman”)

library(pacman) p_load(tidyverse, lubridate, readxl, tidyquant) p_load(quantmod, PerformanceAnalytics)

step 2

etf_raw <- read.table( “C:\Users\Admin\OneDrive\Documents\R studio files\Hicheel 2 txt.txt”, header = TRUE, sep = “, stringsAsFactors = FALSE, fileEncoding =”UTF-16LE” )

head(etf_raw)

etf_raw <- etf_raw[, c(1, 2, 6)]

head(etf_raw)

etf_raw\(Date <- as.Date( as.character(etf_raw\)Date), format = “%Y%m%d” )

library(tidyverse)

str(etf_raw)

Hicheel_wide <- etf_raw %>% mutate( ETF = case_when( str_detect(CO_ID, “^0050”) ~ “0050”, str_detect(CO_ID, “^0052”) ~ “0052”, str_detect(CO_ID, “^0056”) ~ “0056” ) ) %>% select(Date, ETF, Close.NTD.) %>% pivot_wider( names_from = ETF, values_from = Close.NTD. ) %>% arrange(Date)

Hicheel_wide <- etf_raw %>% mutate( ETF = case_when( str_detect(CO_ID, “^0050”) ~ “0050”, str_detect(CO_ID, “^0052”) ~ “0052”, str_detect(CO_ID, “^0056”) ~ “0056” ) ) %>% select(Date, ETF, Close.NTD.) %>% pivot_wider( names_from = ETF, values_from = Close.NTD. ) %>% arrange(Date)

head(Hicheel_wide)

library(xts)

etf_xts <- xts( Hicheel_wide %>% select(-Date), order.by = Hicheel_wide$Date )

colnames(etf_xts) <- c(“0050”, “0052”, “0056”)

head(etf_xts)

etf_final <- data.frame( Date = index(etf_xts), coredata(etf_xts) )

View(etf_final)