Quantmod 错误处理不正确的代码 [英] Quantmod Error Handling Incorrect Tickers

问题描述

我有一个股票行情列表，我想遍历它并获取历史调整后收盘价.之后我会将输出绑定在一起.但是，如果发现错误是因为其中一个代码不正确，我想 (i) 跳过并获取下一个代码或 (ii) 将该代码捕获为错误.这是一些玩具代码:

I have a list of stock tickers I want to iterate through and grab the historical Adjusted Close prices. Afterward I'll bind the output together. However, if an error is found because one of the tickers is incorrect, I want to either (i) skip and grab the next ticker or (ii) capture that ticker as an error. Here is some toy code:

require(quantmod)

symbols <- c("KO","FANATASTICALLYCOOL","MSFT","LUCKYDEVIL","LMT")
getSymbols(symbols, from="1990-01-01")
prices <- list()
for(i in 1:length(symbols)) {
    prices[[i]] <- try(Ad(get(symbols[i])))
}

prices <- do.call(cbind, prices)
colnames(prices) <- gsub("\\.[A-z]*", "", colnames(prices))

显然，FANTASTICALLYCOOL 和 LUCKYDEVIL 不是真正的股票代码，但奇怪的是，没有出现错误.事实上，这就是我得到的人头(价格)

Clearly, FANTASTICALLYCOOL and LUCKYDEVIL are not real tickers, but strangely enough, no error kicks up. In fact, this is what I get for head(prices)

              KO   FANATASTICALLYCOOL     MSFT       LUCKYDEVIL   LMT
1990-01-02 2.737389    2.737389          0.418482   0.418482    5.970848  
1990-01-03 2.697907    2.697907          0.420840   0.420840    5.934217
1990-01-04 2.684747    2.684747          0.433218   0.433218    5.915902
1990-01-05 2.662812    2.662812          0.422608   0.422608    6.080741
1990-01-08 2.719841    2.719841          0.429092   0.429092    6.025795
1990-01-09 2.697907    2.697907          0.427913   0.427913    5.989164

FANTASTICALLYCOOL 和 LUCKYDEVIL 将采用前面代码的值.我要么希望 R 跳过自动收报机，要么输入一列充满 NA 的内容.

FANTASTICALLYCOOL and LUCKYDEVIL are taking on the values of the preceding ticker. I'd either like R to skip the ticker or input a column full of NA's.

我试过同时使用 try() 和 tryCatch() 都无济于事.

I've tried using both try() and tryCatch() to no avail.

推荐答案

getSymbols 应该抛出错误.试试

symbols <- c("KO","FANATASTICALLYCOOL","MSFT","LUCKYDEVIL","LMT")
out <- sapply(symbols, function(s) tryCatch({
  getSymbols(s , env = NULL)
  }, error = function(e) NA)
)

dd <- lapply(out, function(x) if (any(is.na(x))) NA else Ad(x))
dd <- do.call(cbind, dd)
#            KO.Adjusted FANATASTICALLYCOOL MSFT.Adjusted LUCKYDEVIL LMT.Adjusted
# 2007-01-03    18.03268                 NA      23.47842         NA     66.64122
# 2007-01-04    18.04010                 NA      23.43910         NA     66.46724
# 2007-01-05    17.91389                 NA      23.30543         NA     66.70646
# 2007-01-08    18.02896                 NA      23.53346         NA     67.91707
# 2007-01-09    18.04381                 NA      23.55704         NA     67.85182
# 2007-01-10    18.06979                 NA      23.32116         NA     68.56224

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