How to compile a list/dataframe of lowest 50 RSI's of NASDAQ Stocks for a Period? In R

Question

Essentially what I am trying to do is return the names and RSI's of the companies with the lowest RSI's for that day (or period).

I have tried the follwoing code: I am wanting to either get the lowest 30 values today, or the average over the last week. Any suggestions and critisicm would be much appreciated

# Install required packages
install.packages("quantmod")

# Load required packages
library(quantmod)

# Define the start and end dates for the week
start_date <- Sys.Date() - as.numeric(format(Sys.Date(), "%u")) + 1  # Monday of the current week
end_date <- start_date + 6  # Sunday of the current week

# Get the list of S&P 500 tickers
sp500_tickers <- stockSymbols("NASDAQ")$symbols

# Define a function to calculate cumulative RSI for a given ticker
get_cumulative_rsi <- function(ticker, start_date, end_date) {
  # Fetch the stock data
  stock_data <- getSymbols(ticker, from = start_date, to = end_date, auto.assign = FALSE)
  
  # Calculate RSI
  rsi <- RSI(Cl(stock_data))
  
  # Calculate cumulative RSI
  cumulative_rsi <- sum(rsi, na.rm = TRUE)
  
  return(cumulative_rsi)
}

# Initialize an empty data frame to store ticker and cumulative RSI values
cumulative_rsi_df <- data.frame(Ticker = character(), Cumulative_RSI = numeric(), stringsAsFactors = FALSE)

# Loop through each ticker in the S&P 500
for (ticker in sp500_tickers) {
  tryCatch({
    # Calculate cumulative RSI for the current ticker
    cumulative_rsi <- get_cumulative_rsi(ticker, start_date, end_date)
    
    # Add the ticker and cumulative RSI to the data frame
    cumulative_rsi_df <- rbind(cumulative_rsi_df, data.frame(Ticker = ticker, Cumulative_RSI = cumulative_rsi, stringsAsFactors = FALSE))
  }, error = function(e) {
    # Print error message if any
    cat("Error processing ticker", ticker, ":", conditionMessage(e), "\n")
  })
}

# Sort the data frame by cumulative RSI in ascending order
sorted_rsi_df <- cumulative_rsi_df[order(cumulative_rsi_df$Cumulative_RSI), ]

# Retrieve the top 30 companies with lowest cumulative RSI
top_30_companies <- sorted_rsi_df[1:30, ]

# Print the result
print(top_30_companies)

I am only getting NA returns.

I have also tried the following, which returns "Error in stockSymbols("^GSPC", src = "yahoo", auto.assign = FALSE) : unused arguments (src = "yahoo", auto.assign = FALSE)"

'''

# Install required packages
install.packages("quantmod")

# Load required packages
library(quantmod)

# Define the date for yesterday
yesterday <- Sys.Date() - 1

# Get the list of S&P 500 tickers
sp500_tickers <- stockSymbols("^GSPC", src = "yahoo", auto.assign = FALSE)$symbols

# Define a function to calculate RSI for a given ticker on a specific date
get_rsi <- function(ticker, date) {
  # Fetch the stock data
  stock_data <- getSymbols(ticker, from = date, to = date, src = "yahoo", auto.assign = FALSE)
  
  # Calculate RSI
  rsi <- RSI(Cl(stock_data))
  
  return(rsi)
}

# Initialize an empty data frame to store ticker and RSI values
rsi_df <- data.frame(Ticker = character(), RSI = numeric(), stringsAsFactors = FALSE)

# Loop through each ticker in the S&P 500
for (ticker in sp500_tickers) {
  tryCatch({
    # Calculate RSI for the previous day
    rsi <- get_rsi(ticker, yesterday)
    
    # Add the ticker and RSI to the data frame
    rsi_df <- rbind(rsi_df, data.frame(Ticker = ticker, RSI = rsi, stringsAsFactors = FALSE))
  }, error = function(e) {
    # Print error message if any
    cat("Error processing ticker", ticker, ":", conditionMessage(e), "\n")
  })
}

# Sort the data frame by RSI in ascending order
sorted_rsi_df <- rsi_df[order(rsi_df$RSI), ]

# Retrieve the companies with the lowest 50 RSI values
lowest_50_companies <- sorted_rsi_df[1:50, ]

# Print the result
print(lowest_50_companies)

'''