使用 quantmod 循环

Question

我是 R、循环和 quantmod 的新手。我试图说服 quantmod 跳过它无法处理的任何代码并继续处理下一个代码，而不是停止。我以为我在这里找到了答案 how do I loop through all the stocks with quantmod and ttr? 但我无法让 Rime 的解决方案起作用：

If the loop breaks, say on the 50th iteration, then just re run the last block of code by changing the following

# Actual loop: 
# IF IT BREAKS ON THE 50th ITERATION, it must be skipped, therefore change it to 51
for(i in 51:length(symbols)) { 
  symbols[i]-> symbol
...

下面是我的原始代码，其中只有 returns 8 个值（所以我假设 9 是问题点）。

library(gdata)
d = read.xls("~/Documents/TEST.xlsx", sheet = 1, stringsAsFactors=F)

library(quantmod)
sym <- as.character(d[,1])

results <- NULL

for (ii in sym){
  data1 <- getSymbols(Symbols = ii, 
                      src = "yahoo", 
                      from = Sys.Date() - 100, 
                      auto.assign = FALSE)
  de = head(data1,150)
  colnames(de) <- c("open","high","low","close","volume","adj.")
  overnightRtn <- (as.numeric(de[2:nrow(de),"open"])/as.numeric(de[1:(nrow(de)-1),"close"])) - 1

  results <- rbind(results,cbind(
    paste(round(min(overnightRtn,na.rm=T),5),"%",sep="")))

} 

colnames(results) <- c("overnightRtn2")
rownames(results) <- sym
View(results)

当我将 for(ii in sym) 更改为 for(ii in 9:length(sym)) 时，出现错误：

could not find function "getSymbols.9"

这里是 d[,1] 的开头：

[1] "ABX"    "ACC"    "ACCO"   "ACE"    "ACG"    "ACH"    "ACI"    "ACM"    "ACMP"   "ACN"

Answer 1

在 R 中循环时有一些解决错误的方法，一种方法是使用 tryCatch 函数，juba showed here 如何实现。我还确保 for 循环只会在 data1 变量被赋值时继续。

将您的 for loop 更改为以下代码，它应该可以满足您的要求。

for (ii in sym){
  data1 <- NULL                               # NULL data1
  data1 <- tryCatch(getSymbols(Symbols = ii,  
                      src = "yahoo", 
                      from = Sys.Date() - 100, 
                      auto.assign = FALSE),
                    error=function(e){})      # empty function for error handling
  if(is.null(data1)) next()                   # if data1 is still NULL go to next ticker
  de = head(data1,150)
  colnames(de) <- c("open","high","low","close","volume","adj.")
  overnightRtn <- (as.numeric(de[2:nrow(de),"open"])/as.numeric(de[1:(nrow(de)-1),"close"])) - 1

  results <- rbind(results,cbind(
    paste(round(min(overnightRtn,na.rm=T),5),"%",sep="")))
}

Answer 2

您可以尝试 tidyquant 包，它负责内部错误处理。它还不需要 for 循环，因此可以为您节省大量代码。 tq_get() 函数负责获取股票价格。您可以使用 complete_cases 参数来调整错误的处理方式。

complete_cases = TRUE 示例：自动删除 "bad apples"

library(tidyquant)

# get data with complete_cases = TRUE automatically removes bad apples
c("AAPL", "GOOG", "BAD APPLE", "NFLX") %>%
    tq_get(get = "stock.prices", complete_cases = TRUE)

#> Warning in value[[3L]](cond): Error at BAD APPLE during call to get =
#> 'stock.prices'. Removing BAD APPLE.
#> # A tibble: 7,680 Ã— 8
#>    symbol       date  open  high   low close    volume adjusted
#>     <chr>     <date> <dbl> <dbl> <dbl> <dbl>     <dbl>    <dbl>
#> 1    AAPL 2007-01-03 86.29 86.58 81.90 83.80 309579900 10.85709
#> 2    AAPL 2007-01-04 84.05 85.95 83.82 85.66 211815100 11.09807
#> 3    AAPL 2007-01-05 85.77 86.20 84.40 85.05 208685400 11.01904
#> 4    AAPL 2007-01-08 85.96 86.53 85.28 85.47 199276700 11.07345
#> 5    AAPL 2007-01-09 86.45 92.98 85.15 92.57 837324600 11.99333
#> 6    AAPL 2007-01-10 94.75 97.80 93.45 97.00 738220000 12.56728
#> 7    AAPL 2007-01-11 95.94 96.78 95.10 95.80 360063200 12.41180
#> 8    AAPL 2007-01-12 94.59 95.06 93.23 94.62 328172600 12.25892
#> 9    AAPL 2007-01-16 95.68 97.25 95.45 97.10 311019100 12.58023
#> 10   AAPL 2007-01-17 97.56 97.60 94.82 94.95 411565000 12.30168
#> # ... with 7,670 more rows

带有 complete_cases = FALSE 的示例：Returns 嵌套数据框。

library(tidyquant)

# get data with complete_cases = FALSE returns a nested data frame
c("AAPL", "GOOG", "BAD APPLE", "NFLX") %>%
    tq_get(get = "stock.prices", complete_cases = FALSE)

#> Warning in value[[3L]](cond): Error at BAD APPLE during call to get =
#> 'stock.prices'.
#> Warning in value[[3L]](cond): Returning as nested data frame.
#> # A tibble: 4 Ã— 2
#>      symbol         stock.prices
#>       <chr>               <list>
#> 1      AAPL <tibble [2,560 Ã— 7]>
#> 2      GOOG <tibble [2,560 Ã— 7]>
#> 3 BAD APPLE            <lgl [1]>
#> 4      NFLX <tibble [2,560 Ã— 7]>

在这两种情况下，用户都会收到警告消息。谨慎的用户会阅读它们并尝试确定问题所在。最重要的是，长运行脚本不会失败。

使用 quantmod 循环

Looping with quantmod

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quantmod