R：将 google 财务 JSON 数据放入数据框

Question

我正在尝试将 google 财务 JSON 数据放入数据框。我试过了：

 library(jsonlite)
dat1 <- fromJSON("http://www.google.com/finance/info?q=NSE:%20AAPL,MSFT,TSLA,AMZN,IBM")
dat1

但是我得到一个错误：

Error in feed_push_parser(readBin(con, raw(), n), reset = TRUE) : parse error: trailing garbage

感谢您的帮助。

Answer 1

我从 here 获得了以下代码。让我知道这是否有帮助。另外，我还推荐 netfonds。 Netfonds 是我发现的唯一提供历史价格和未平仓合约日内 tick 水平数据的来源。如果您有兴趣，我在下面发布了一些额外的链接，用于提取 Netfonds 数据。

http://www.blackarbs.com/blog/3/22/2015/how-to-get-free-intraday-stock-data-from-netfonds

http://www.onestepremoved.com/free-stock-data/

import urllib
from datetime import date, datetime

""" googlefinance
This module provides a Python API for retrieving stock data from Google Finance.
"""
_month_dict = {
        'Jan': 1,
        'Feb': 2,
        'Mar': 3,
        'Apr': 4,
        'May': 5,
        'Jun': 6,
        'Jul': 7,
        'Aug': 8,
        'Sep': 9,
        'Oct': 10,
        'Nov': 11,
        'Dec': 12}


# Google doesn't like Python's user agent...
class FirefoxOpener(urllib.FancyURLopener):
    version = 'Mozilla/5.0 (X11; U; Linux i686) Gecko/20071127 Firefox/2.0.0.11'

def __request(symbol):
    url = 'http://google.com/finance/historical?q=%s&output=csv' % symbol
    opener = FirefoxOpener()
    return opener.open(url).read().strip().strip('"')


def get_historical_prices(symbol, start_date=None, end_date=None):
    """
    Get historical prices for the given ticker symbol.
    Returns a nested list. fields are Date, Open, High, Low, Close, Volume.
    """

    price_data = [data.split(',') for data in __request(symbol).split('\n')[1:]]
    for quote in price_data:
        quote[0] = _format_date(quote[0])
    return price_data

def _format_date(datestr):
    """ Change datestr from google format ('20-Jul-12') to the format yahoo uses ('2012-07-20')
    """
    parts = datestr.split('-')
    day = int(parts[0])
    month = _month_dict[parts[1]]
    year = int('20'+ parts[2])
    return date(year, month, day).strftime('%Y-%m-%d')

Answer 2

由于我这边的代理问题，我无法使用 fromJSON 复制您的错误，但以下工作使用 httr

require(jsonlite)
require(httr)

#Set your proxy setting if needed
#set_config(use_proxy(url='hostname',port= port,username="",password=""))

url.name = "http://www.google.com/finance/info?q=NSE:%20AAPL,MSFT,TSLA,AMZN,IBM"

url.get = GET(url.name)


#parsing the content as json results in similar error as you encountered

#url.content = content(url.get,type="application/json")
#Error in parseJSON(txt) : parse error: trailing garbage
#          " : "0.57" ,"yld" : "2.46" } ,{ "id": "358464" ,"t" : "MSFT"
#                     (right here) ------^





#read content as html text
url.content = content(url.get, as="text")

#remove html tags
clean.text = gsub("<.*?>", "", url.content)

#remove residual text
clean.text = gsub("\n|\//","",clean.text)

DF = fromJSON(clean.text)

head(DF[,1:10],5)

#        id    t      e      l  l_fix  l_cur s        ltt                 lt               lt_dts
#1    22144 AAPL NASDAQ  92.51  92.51  92.51 1 4:00PM EDT May 11, 4:00PM EDT 2016-05-11T16:00:02Z
#2   358464 MSFT NASDAQ  51.05  51.05  51.05 1 4:00PM EDT May 11, 4:00PM EDT 2016-05-11T16:00:02Z
#3 12607212 TSLA NASDAQ 208.96 208.96 208.96 1 4:00PM EDT May 11, 4:00PM EDT 2016-05-11T16:00:02Z
#4   660463 AMZN NASDAQ 713.23 713.23 713.23 1 4:00PM EDT May 11, 4:00PM EDT 2016-05-11T16:00:02Z
#5    18241  IBM   NYSE 148.95 148.95 148.95 2 6:59PM EDT May 11, 6:59PM EDT 2016-05-11T18:59:12Z

Answer 3

如果 Google 财务端点 returns 换行分隔 json，R 中的解决方案应该是：

library(jsonlite)    
dat1 <- stream_in(url("http://www.google.com/finance/info?q=NSE:%20AAPL,MSFT,TSLA,AMZN,IBM"))

但端点似乎不接受此类请求（不再接受？）：

HTTP status was '403 Forbidden'

R：将 google 财务 JSON 数据放入数据框

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