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
1 2 3 4 | > 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
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 | 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
1 2 3 4 5 6 7 8 | > > 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 ... |
hi~ I saw what you’ve done though, i didn’t get it.
Did you change the original source ? I am a student in japan now.
Waiting for you pro explanantion.
Anyway thank you very much~I have a report to submit.