在 R 中使用循环和 Quantmod 收集股票信息

Question

我想使用一个循环收集几只股票的信息，并将所有需要的信息保存到一个数据框中。我需要使用循环，因为我使用的方法（见下文）效率不高。它仅检索 select 个股票的信息并跳过一些。以下是我尝试过的：


library(quantmod)
library(TTR) 

stocks <-c("MRO", "TSLA", "HAL", "XOM", "DIN", "DRI", "DENN","WEN", "SPCE", "DE", "DRI", "KSS", "AAL","DFS", "LYV","SPXL")


    dataEnv <- new.env()
    getSymbols(stocks, from = "2014-02-01",to= "2016-01-01", env=dataEnv)
    plist <- eapply(dataEnv,Ad)
    pframe <- do.call(merge, plist)
    pframe1 <- as.data.frame(apply(pframe[,1:ncol(pframe)],2,function(x) diff(x)*100/head(x,-1)))

Answer 1

您可以使用 tidyquant 或 BatchGetSymbols 包。在处理来自雅虎的数据时，我个人的偏好是后者。

使用 tidyquant：

library(tidyquant)

stocks <-c("MRO", "TSLA", "HAL", "XOM", "DIN", "DRI", "DENN","WEN", "SPCE", "DE", "DRI", "KSS", "AAL","DFS", "LYV","SPXL")

tq_stocks <- tq_get(stocks, from = "2014-02-01",to= "2016-01-01")
tq_stocks
# A tibble: 7,245 x 8
   symbol date        open  high   low close   volume adjusted
   <chr>  <date>     <dbl> <dbl> <dbl> <dbl>    <dbl>    <dbl>
 1 MRO    2014-02-03  32.8  32.8  32.0  32.1  8983000     28.1
 2 MRO    2014-02-04  32.2  32.4  31.9  32.3 10932900     28.4
 3 MRO    2014-02-05  32.3  32.4  31.6  32.1  6534500     28.1
 4 MRO    2014-02-06  31.7  33.0  31.6  31.8  9408400     27.9
 5 MRO    2014-02-07  31.9  32.8  31.7  32.6  8184400     28.6
 6 MRO    2014-02-10  32.5  32.5  32.0  32.3  5862600     28.3
 7 MRO    2014-02-11  32.3  32.9  32.3  32.7  6140400     28.7
 8 MRO    2014-02-12  33.0  33.3  32.8  33.3  5202500     29.2
 9 MRO    2014-02-13  33.0  33.4  32.7  33.3  6755900     29.2
10 MRO    2014-02-14  33.0  33.4  32.9  33.2  6096300     29.3

tidyquant 会给出一些警告。这些可以无视，已经开工单解决这些问题

使用 BatchGetSymbols：

library(BatchGetSymbols)
batch_stocks <- BatchGetSymbols(stocks, first.date = "2014-02-01", last.date = "2016-01-01")

str(batch_stocks)
List of 2
 $ df.control: tibble [15 x 6] (S3: tbl_df/tbl/data.frame)
  ..$ ticker              : chr [1:15] "MRO" "TSLA" "HAL" "XOM" ...
  ..$ src                 : chr [1:15] "yahoo" "yahoo" "yahoo" "yahoo" ...
  ..$ download.status     : chr [1:15] "OK" "OK" "OK" "OK" ...
  ..$ total.obs           : int [1:15] 483 483 483 483 483 483 483 483 483 483 ...
  ..$ perc.benchmark.dates: num [1:15] 1 1 1 1 1 1 1 1 1 1 ...
  ..$ threshold.decision  : chr [1:15] "KEEP" "KEEP" "KEEP" "KEEP" ...
 $ df.tickers:'data.frame': 6762 obs. of  10 variables:
  ..$ price.open         : num [1:6762] 32.8 32.2 32.3 31.7 31.9 ...
  ..$ price.high         : num [1:6762] 32.8 32.4 32.4 33 32.8 ...
  ..$ price.low          : num [1:6762] 32 31.9 31.6 31.6 31.7 ...
  ..$ price.close        : num [1:6762] 32.1 32.3 32.1 31.8 32.6 ...
  ..$ volume             : num [1:6762] 8983000 10932900 6534500 9408400 8184400 ...
  ..$ price.adjusted     : num [1:6762] 28.1 28.4 28.1 27.9 28.6 ...
  ..$ ref.date           : Date[1:6762], format: "2014-02-03" "2014-02-04" "2014-02-05" "2014-02-06" ...
  ..$ ticker             : chr [1:6762] "MRO" "MRO" "MRO" "MRO" ...
  ..$ ret.adjusted.prices: num [1:6762] NA 0.00873 -0.00742 -0.00903 0.02483 ...
  ..$ ret.closing.prices : num [1:6762] NA 0.00873 -0.00742 -0.00903 0.02483 ...

batch_stocks 将是 2 data.frames 的列表。第一个是控件 data.frame，它显示是否所有代码都已正确下载。第二个 data.frame 包含所有代码数据。 BatchGetSymbols 的一个优点是，如果您将它与 future 包结合使用，它可以运行并行。此外，如果您已经在本地拥有数据，则不会再次下载数据。所以运行连续3次这样，它只会下载一次数据，其余的从暂存数据中获取。

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