前回までのスクリプトをぐるぐる回すようにしてみました。
一銘柄ずつとると時間がかかるので並列で動くようにしています
- RFinanceYJPatch.R
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 | quoteStockMasterTsData <- function(){ financial.data <- data.frame(NULL) function.stockMasterData<-function(hira){ r <- NULL result.num <- 20 master.data <- data.frame(NULL) start.num<-0 while( result.num >= 20 ){ start.num <- start.num + 1 quote.table <- NULL quote.url <- paste('http://stocks.finance.yahoo.co.jp/stocks/qi/?js=',hira,'&p=',start.num,sep="") try( r <- xmlRoot(htmlTreeParse(quote.url,error=xmlErrorCumulator(immediate=F))), TRUE) if( is.null(r) ) stop(paste("Can not access :", quote.url)) try( quote.table <- xpathApply(r,"//a[contains(@href,'/stocks/detail')]"), TRUE ) if( is.null(quote.table) ){ if( is.null(master.data) ){ stop(paste("Can not quote :", x)) }else{ return(master.data) } } size <- xmlSize(quote.table)/3 if(size==0){ return(master.data) } for(i in 1:size){ mtmp<-data.frame(code=xmlValue(quote.table[[i*3-2]]),name=xmlValue(quote.table[[i*3-1]])) mtmp$code<-as.character(mtmp$code) mtmp$name<-as.character(mtmp$name) master.data <- rbind(master.data,mtmp) } result.num <- xmlSize(quote.table)/3 Sys.sleep(1) } return(master.data) } hiraList<-"あいうえおかきくけこさしすせそたちつてとなにぬねのはひふへほまみむめもやゆよわ" for(i in 1:nchar(hiraList)){ hira<-substring(hiraList,i,i) master.data<-function.stockMasterData(hira) financial.data<-rbind(financial.data,master.data) } financial.data <- financial.data[order(financial.data$code),] return(financial.data) } #API quoteStockTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily') { time.interval <- substr(time.interval,1,1) 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) a <- ifelse(xmlSize(quote.table.item) >= 7,as.number(xmlValue(quote.table.item[[7]])),0) return(data.frame(date=d,open=o,high=h,low=l,close=c,volume=v, adj_close=a)) } return(quoteTsData(x,function.stock,since,start.num,date.end,time.interval,type="stock")) } quoteFundTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily') { time.interval <- substr(time.interval,1,1) 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,type="fund")) } quoteFXTsData <- function(x, since=NULL,start.num=0,date.end=NULL,time.interval='daily') { time.interval <- substr(time.interval,1,1) 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,high=h,low=l,close=c)) } return(quoteTsData(x,function.fx,since,start.num,date.end,time.interval,type="fx")) } ###### private functions ##### #get time series data from Yahoo! Finance. quoteTsData <- function(x,function.financialproduct,since,start.num,date.end,time.interval,type="stock"){ r <- NULL result.num <- 51 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)) start <- (gsub("([0-9]{4,4})-([0-9]{2,2})-([0-9]{2,2})","&sy=\\1&sm=\\2&sd=\\3",since)) end <- (gsub("([0-9]{4,4})-([0-9]{2,2})-([0-9]{2,2})","&ey=\\1&em=\\2&ed=\\3",date.end)) if(!any(time.interval==c('d','w','m'))) stop("Invalid time.interval value") extractQuoteTable <- function(r,type){ if(type %in% c("fund","fx")){ tbl <- r[[2]][[2]][[7]][[3]][[3]][[9]][[2]] } else{ tbl <- r[[2]][[2]][[7]][[3]][[3]][[10]][[2]] } return(tbl) } while( result.num >= 51 ){ start.num <- start.num + 1 quote.table <- NULL quote.url <- paste('http://info.finance.yahoo.co.jp/history/?code=',x,start,end,'&p=',start.num,'&tm=',substr(time.interval,1,1),sep="") try( r <- xmlRoot(htmlTreeParse(quote.url,error=xmlErrorCumulator(immediate=F))), TRUE) if( is.null(r) ) stop(paste("Can not access :", quote.url)) #try( quote.table <- r[[2]][[1]][[1]][[16]][[1]][[1]][[1]][[4]][[1]][[1]][[1]], TRUE ) #try( quote.table <- extractQuoteTable(r,type), TRUE ) try( quote.table <- xpathApply(r,"//table")[[2]], TRUE ) if( is.null(quote.table) ){ if( is.null(financial.data) ){ stop(paste("Can not quote :", x)) }else{ financial.data <- financial.data[order(financial.data$date),] return(financial.data) } } size <- xmlSize(quote.table) for(i in 2:size){ financial.data <- rbind(financial.data,function.financialproduct(quote.table[[i]])) } result.num <- xmlSize(quote.table) Sys.sleep(1) } financial.data <- financial.data[order(financial.data$date),] return(financial.data) } #convert string formart date to POSIXct object convertToDate <- function(date.string,time.interval) { #data format is different between monthly and dialy or weekly if(any(time.interval==c('d','w'))){ result <- gsub("^([0-9]{4})([^0-9]+)([0-9]{1,2})([^0-9]+)([0-9]{1,2})([^0-9]+)","\\1-\\3-\\5",date.string) }else if(time.interval=='m'){ result <- gsub("^([0-9]{4})([^0-9]+)([0-9]{1,2})([^0-9]+)","\\1-\\3-01",date.string) } return(as.POSIXct(result)) } #convert string to number. as.number <- function(string) { return(as.double(as.character(gsub("[^0-9.]", "",string)))) } #return end of month date. endOfMonth <- function(date.obj) { startOfMonth <- as.Date(format(date.obj,"%Y%m01"),"%Y%m%d") startOfNextMonth <- as.Date(format(startOfMonth+31,"%Y%m01"),"%Y%m%d") return(startOfNextMonth-1) } library(RSQLite) # fromDate: yyyy-MM-dd getStockHistoricalData<-function(sqliteFile,codes,fromDate){ drv<-dbDriver("SQLite") con<-dbConnect(drv,dbname=sqliteFile) try(rs<-dbSendQuery(con,"drop table historicalData")) rs<-dbSendQuery(con,"create table historicalData (date text,open real,high real, low real,close real,volume real,adj_close real,code text)") rs<-dbSendQuery(con,"create unique index idx_historicalData on historicalData(code,date)") #stockMaster<-quoteStockMasterTsData() for(code in codes){ print(paste("code=",code,sep="")) tryCatch({ data<-quoteStockTsData(code,fromDate) data<-transform(data,code=code) data$code<-as.character(data$code) data$date<-as.character(data$date) dbBeginTransaction(con) dbSendQuery(con,paste("delete from historicalData where code='",code,"'",sep="")) dbSendPreparedQuery(con,"insert into historicalData (date,open,high,low,close,volume,adj_close,code) values(:date, :open, :high, :low, :close, :volume, :adj_close, :code)",bind.data=data) dbCommit(con) }, error = function(e){ message(paste("ERROR:",code)) message(e) }) } } |
- getall.sh
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | #!/bin/sh getStockData(){ fromNo=$1 toNo=$2 fileNo=$3 /usr/bin/R --vanilla << Eof library(RFinanceYJ) source("/Users/utsuboka/Documents/prog/RFinanceYJPatch.R") stockMaster<-quoteStockMasterTsData() getStockHistoricalData("stock$fileNo.db",stockMaster\$code[$fromNo:$toNo],"2000-01-01") Eof } getStockData 1 500 1 & getStockData 501 1000 2 & getStockData 1001 1500 3 & getStockData 1501 2000 4 & getStockData 2001 2500 5 & getStockData 2501 3000 6 & getStockData 3001 3500 7 & getStockData 3501 4000 8 & |
現在４０００銘柄弱ですのでこれでOKだと思います。ただこれでもまだまだ時間がかかりますが全部取得できるかと思います