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
...