将并行Foreach调用导出到环境中

我想将foreach的输出导出到一个环境中。我正在从雅虎财经获取时间序列数据

library(quantmod)
library(foreach)
library(parallel)
library(doParallel)
registerDoParallel(cores=2)

hub = new.env()
tickers = c("NKE", "AAPL", "MSFT", "TSLA", "MPC", "PEP", "GIS", "MA","V", "CAT", "KHC", "AMZN", "NFLX", "GS", "MS", "BAC", "GE", "KO", "JPM", "AMAT", "ABT", "BIIB")

#I have tried 2 methods below.
#The first gives me a list of just the ticker names.
#The second puts the data into a list. I am looking for an enviornment
foreach(r = tickers, .packages = "quantmod") %dopar% lapply(r, getSymbols, env = hub)

enviro = foreach(r = tickers, .packages = "quantmod")%dopar% lapply(r, getSymbols, auto.assign = F)

class(enviro)
[1] "list"

环境应该是这样的（当我不在foreach循环中运行它时，它会工作）

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这个问题非常不清楚，但从您的问题来看，您似乎正在尝试将输出组合到单个环境中，以获得更高的速度

现在你应该注意一些事情

quantmod:：getSymbols

对每个调用都有相当大的开销。使用当前方法，您应该会看到性能下降，因为每个符号都调用了函数

优化 减少开销的一种方法是将每个计算分为块。

foreach

包依赖于

迭代器

包，它允许人们非常简单地将计算分成块

nworker = 2
registerDoParallel(cores = nworker)
tickers = matrix(c("NKE", "AAPL", "MSFT", "TSLA", "MPC", "PEP", "GIS", "MA","V", "CAT", "KHC", "AMZN", "NFLX", "GS", "MS", "BAC", "GE", "KO", "JPM", "AMAT", "ABT", "BIIB"), ncol = 1)
tickerIter <- iterators::iter(tickers, by = 'row', #I made a 1 column matrix, so i will iterate over each row.
                              chunksize = ceiling(length(tickers)/nworker) #Set chunk size, such that each worker gets 1 job.
)

nworker = 2
registerDoParallel(cores = nworker)
tickers = matrix(c("NKE", "AAPL", "MSFT", "TSLA", "MPC", "PEP", "GIS", "MA","V", "CAT", "KHC", "AMZN", "NFLX", "GS", "MS", "BAC", "GE", "KO", "JPM", "AMAT", "ABT", "BIIB"), ncol = 1)
tickerIter <- iterators::iter(tickers, by = 'row', #I made a 1 column matrix, so i will iterate over each row.
                              chunksize = ceiling(length(tickers)/nworker) #Set chunk size, such that each worker gets 1 job.
)

output <- foreach(r = tickerIter, 
                  .combine = function(...){
                    c(...) #Combine all outputs into a list
                  }, 
                  .multicombine = TRUE, 
                  .packages = "quantmod")%dopar% {
                    currenv <- environment() 
                    getSymbols(r, currenv)
                    as.list(currenv)
                  }
#If you really want it in a specific environment, you could use: (Could also be used in .combine)
list2env(output, hub)