統計ソフトRを使用して株価チャートを簡単に作成(2)

RFinanceYJパッケージですがどうやらYahoo側の変更のせいでうまく動かないみたいです

> stockCode<-"6758.t"
> quoteStockTsData(stockCode)
 以下にエラー as.POSIXlt.character(x, tz, ...) : 
	character string is not in a standard unambiguous format

いろいろ調べてみたところ、どうやら日付部分が日本語のためうまく処理できていないようでした。

ちょっといじったソースはこれ

quoteStockTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily')
{
	function.stock <- function(quote.table.item){
		if( xmlSize(quote.table.item) < 5) return(NULL)
		d <- convertToDate(xmlValue(quote.table.item[[1]]),time.interval)
		o <- as.number(xmlValue(quote.table.item[[2]]))
		h <- as.number(xmlValue(quote.table.item[[3]]))
		l <- as.number(xmlValue(quote.table.item[[4]]))
		c <- as.number(xmlValue(quote.table.item[[5]]))
		v <- ifelse(xmlSize(quote.table.item) >= 6,as.number(xmlValue(quote.table.item[[6]])),0)
		return(data.frame(date=d,open=o,height=h,low=l,close=c,volume=v))
	}
	return(quoteTsData(x,function.stock,since,start.num,date.end,time.interval))
}
quoteFundTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily')
{
	function.fund <- function(quote.table.item){
		d <- convertToDate(xmlValue(quote.table.item[[1]]),time.interval)
		if(time.interval=='monthly'){
			d <- endOfMonth(d)
		}
		c <- as.number(xmlValue(quote.table.item[[2]]))
		v <- as.number(xmlValue(quote.table.item[[3]]))
		return(data.frame(date=d,constant.value=c,NAV=v))
	}
	return(quoteTsData(x,function.fund,since,start.num,date.end,time.interval))
}
quoteFXTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily')
{
	function.fx <- function(quote.table.item){
		d <- convertToDate(xmlValue(quote.table.item[[1]]),time.interval)
		o <- as.number(xmlValue(quote.table.item[[2]]))
		h <- as.number(xmlValue(quote.table.item[[3]]))
		l <- as.number(xmlValue(quote.table.item[[4]]))
		c <- as.number(xmlValue(quote.table.item[[5]]))
		return(data.frame(date=d,open=o,height=h,low=l,close=c))
	}
	return(quoteTsData(x,function.fx,since,start.num,date.end,time.interval))
}


quoteTsData <- function(x,function.financialproduct,since,start.num,date.end,time.interval){
	r <- NULL
	result.num <- 51
	quote.table.list <- list(NULL)
	quote.table <- NULL
	financial.data <- data.frame(NULL)
	start <- (gsub("([0-9]{4,4})-([0-9]{2,2})-([0-9]{2,2})","&c=\\1&a=\\2&b=\\3",since))
	end	 <- (gsub("([0-9]{4,4})-([0-9]{2,2})-([0-9]{2,2})","&f=\\1&d=\\2&e=\\3",date.end))

	if(!any(time.interval==c('daily','weekly','monthly'))) stop("Invalid time.interval value")
	
	while( result.num >= 51 ){
		quote.url <- paste('http://table.yahoo.co.jp/t?s=',x,start,end,'&y=',start.num,'&g=',substr(time.interval,1,1),sep="")
		try( r <- xmlRoot(htmlTreeParse(quote.url,encoding="EUC-JP",error=xmlErrorCumulator(immediate=F))), TRUE)
		if( is.null(r) ) stop(paste("Can not access :", quote.url))

		try( quote.table <- r[[2]][[1]][[1]][[13]][[1]][[1]][[1]][[4]][[1]][[1]][[1]], TRUE )
		if( is.null(quote.table) ) stop(paste("Can not quote :", x))

		size <- xmlSize(quote.table) 

		for(i in 2:size){
			financial.data <- rbind(financial.data,function.financialproduct(quote.table[[i]]))
		}	 
					
		result.num <- xmlSize(quote.table)
		start.num <- start.num + 50
		Sys.sleep(1)
	}
	financial.data <- financial.data[order(financial.data$date),]
	return(financial.data)
}

#convert string formart date to POSIXct object
convertToDate <- function(date.string,time.interval)
{
	#date.string <- iconv(date.string,"EUC-JP","UTF-8","")
	date.string<-gsub("日","",gsub("[年月]","-",date.string))
	#data format is different between monthly and dialy or weekly
	if(any(time.interval==c('daily','weekly'))){
		result <- gsub("^([0-9]{4})([^0-9]+)([0-9]{1,2})([^0-9]+)([0-9]{1,2})([^0-9]+)","\\1-\\3-\\5",date.string)
	}else if(time.interval=='monthly'){
		result <- gsub("^([0-9]{4})([^0-9]+)([0-9]{1,2})([^0-9]+)","\\1-\\3-01",date.string)
	}
	return(as.POSIXct(result))
}

#convert string to number.
as.number <- function(string)
{
	return(as.double(as.character(gsub("[^0-9.]", "",string))))
}
#return end of month date.
endOfMonth <- function(date.obj)
{
	startOfMonth		 <- as.Date(format(date.obj,"%Y%m01"),"%Y%m%d")
	startOfNextMonth <- as.Date(format(startOfMonth+31,"%Y%m01"),"%Y%m%d")
	return(startOfNextMonth-1)
}

これをRFinanceYJパッケージに続けて呼べばデータが取得できました

> 
> quoteStockTsData("6758.t")
				 date open height	low close	 volume
62 2013-03-25 1694	 1729 1662	1712 34382500
61 2013-03-26 1682	 1688 1660	1666 26291500
60 2013-03-27 1666	 1691 1663	1675 18503100
59 2013-03-28 1663	 1666 1587	1625 33812600
...