在R中下载Yahoo股票价格 [英] Downloading Yahoo stock prices in R
问题描述
这是R中的一个新手问题.我正在使用R下载Yahoo财务月度股票价格数据,其中从文本文件中读取了股票代码.我正在使用循环读取代码名称,以下载数据并将其放在列表中.我的问题是某些股票代号名称可能不正确,因此遇到这种情况时我的代码将停止.我想要以下内容.
This is a newbie question in R. I am downloading yahoo finance monthly stock price data using R where the ticker names are read from a text file. I am using a loop to read the ticker names to download the data and putting them in a list. My problem is some ticker names may not be correct thus my code stops when it encounters this case. I want the following.
- 如果代码名称不正确,请跳过该代码.
- 列表中的每个元素都是一个数据框.我希望代码名称可以附加到元素数据帧中的变量名称上.
- 我需要一种有效的方法来创建一个以收盘价作为变量的数据框.
这是我的问题的简化版本的示例代码.
Here is the sample code for the simplified version of my problem.
library(tseries)
tckk <- c("MSFT", "C", "VIA/B", "MMM") # ticker names defined
numtk <- length(tckk);
ustart <- "2000-12-30";
uend <- "2007-12-30" # start and end date
all_dat <- list(); # empty list to fill in the data
for(i in 1:numtk)
{
all_dat[[i]] <- xxx <- get.hist.quote(instrument = tckk[i], start=ustart, end=uend, quote = c("Open", "High", "Low", "Close"), provider = "yahoo", compression = "m")
}
代码在第三个条目处停止,但是我想跳过此代码,转到"MMM".我听说过Trycatch()函数,但不知道如何使用它.
The code stops at the third entry but I want to skip this ticker and move on to "MMM". I have heard about Trycatch() function but do not know how to use it.
根据问题2,我希望列表的第一个元素的变量名称为"MSFTopen","MSFThigh","MSFTlow"和"MSFTclose".除了使用loop和paste()函数的组合之外,还有其他更好的方法吗?
As per question 2, I want the variable names for the first element of the list to be "MSFTopen", "MSFThigh", "MSFTlow", and "MSFTclose". Is there a better to way to do it apart from using a combination of loop and paste() function.
最后,对于问题3,我需要一个带有三列对应于收盘价的数据框.同样,我试图避免在这里出现循环.
Finally, for question 3, I need a dataframe with three columns corresponding to closing prices. Again, I am trying to avoid a loop here.
谢谢.
推荐答案
您最好的选择是使用Quantmod并将结果存储为时间序列(在本例中为xts
):
Your best bet is to use quantmod and store the results as a time series (in this case, it will be xts
):
library(quantmod)
library(plyr)
symbols <- c("MSFT","C","VIA/B","MMM")
#1
l_ply(symbols, function(sym) try(getSymbols(sym)))
symbols <- symbols[symbols %in% ls()]
#2
sym.list <- llply(symbols, get)
#3
data <- xts()
for(i in seq_along(symbols)) {
symbol <- symbols[i]
data <- merge(data, get(symbol)[,paste(symbol, "Close", sep=".")])
}
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