使用 csv 和 quantmod 加载多个符号 [英] Load multiple symbols using csv with quantmod
问题描述
我正在尝试使用 csv 文件加载多个符号,而不是从 Yahoo 下载.原始代码运行良好并使用
I am trying to load multiple symbols using a csv file rather than downloading from Yahoo. The original code works great and uses
load.packages('quantmod')
tickers = spl('TLT,IWM,GLD')
data <- new.env()
getSymbols(tickers, src = 'yahoo', from = '1980-01-01', env = data,
auto.assign = T)
然而,当我尝试使用下面的代码时,它会导致脚本稍后出现下标越界"错误:
when I try using the code below, however, it results in "subscript out of bounds" errors later in the script:
load.packages('quantmod')
tickers = spl('TLT,IWM,GLD')
data <- new.env()
getSymbols(tickers, src="csv", dir= "C:/Users/Admiral/Downloads/",
env = data, auto.assign = T)
有人想过为什么第二个代码集不起作用吗?为了测试,我刚刚从雅虎下载了 csv 数据并保存在本地(Windows).如果我只使用一个 csv 文件,我不会收到下标错误.我也试过下面的代码,但后来在脚本中遇到了同样的错误:
Anyone have thoughts why the second code set wont work? To test I've just downloaded csv data from Yahoo and saved locally (windows). I dont get the subscript errors if I just use one csv file. I've also tried the code below but get the same errors later in the script:
setSymbolLookup(tickers=list(src="csv", dir= "C:/Users/Admiral/Downloads/"))
getSymbols(tickers, auto.assign = T, from = '1980-01-01', env=data)
推荐答案
我会使用 FinancialInstrument 包来做到这一点
I would do this using the FinancialInstrument package
require('quantmod')
require('FinancialInstrument')
tickers <- c("TLT", "IWM", "GLD")
data <- new.env()
getSymbols(tickers, src = 'yahoo', from = '1980-01-01', env = data)
# Now save the data in a directory
tmpdir <- tempdir()
saveSymbols.common(tickers, tmpdir, env=data)
#remove the data
rm(list=tickers, pos=data)
ls(data) # see that there is nothing there
# Now load the data back from disk
getSymbols(tickers, src='FI', dir=tmpdir, env=data, split_method='common')
ls(data)
如果你想使用 getSymbols.csv
,你的数据必须有日期和 6 列 (OHLCVA)
If you want to use getSymbols.csv
, your data has must have the Date and 6 columns (OHLCVA)
#write data to csv files on disk
for (i in seq_along(tickers)) {
write.zoo(get(tickers[i], pos=data), file=paste0(tmpdir, "/", tickers[i], ".csv"), sep=",")
}
rm(list=tickers, pos=data) #remove from memory
getSymbols(tickers, src='csv', dir=tmpdir)#, env=data) #load from csv files
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