getFinancials(quantmod)和tq_get(tidy quant)不起作用?

时间:2018-03-23 15:12:19

标签: r finance quantmod stock tidyquant

我在财务数据的quantmod和tinyquant中都得到了相同的错误。任何人都可以看到这是否可重复?这是谷歌财务服务器问题吗?以下所有功能都不适用于我。我不确定它是我还是服务器。

    tq_get("AAPL", get= "financials")
    [1] NA
    Warning message:
    x = 'AAPL', get = 'financials': Error in thead[x]:thead[x + 1]: NA/NaN 
    argument

    getFin("AAPL")
    Error in thead[x]:thead[x + 1] : NA/NaN argument

有人可以帮忙吗?

3 个答案:

答案 0 :(得分:3)

你好@Joe我遇到了同样的问题,因为谷歌改变了它的页面,所以我写了一个函数来从雅虎财经获取数据。它的输出类似于getFin。我希望它可以帮到你。

scrapy_stocks <- function(stock){
    if ("rvest" %in% installed.packages()) {
            library(rvest)
    }else{
            install.packages("rvest")
            library(rvest)
    }
    for (i in 1:length(stock)) {
            tryCatch(
                    {
                            url <- "https://finance.yahoo.com/quote/"
                            url <- paste0(url,stock[i],"/financials?p=",stock[i])
                            wahis.session <- html_session(url)                                
                            p <-    wahis.session %>%
                                    html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[3]/table')%>%
                                    html_table(fill = TRUE)
                            IS <- p[[1]]
                            colnames(IS) <- paste(IS[1,])
                            IS <- IS[-c(1,5,12,20,25),]
                            names_row <- paste(IS[,1])
                            IS <- IS[,-1]
                            IS <- apply(IS,2,function(x){gsub(",","",x)})
                            IS <- as.data.frame(apply(IS,2,as.numeric))
                            rownames(IS) <- paste(names_row)
                            temp1 <- IS
                            url <- "https://finance.yahoo.com/quote/"
                            url <- paste0(url,stock[i],"/balance-sheet?p=",stock[i])
                            wahis.session <- html_session(url)
                            p <-    wahis.session %>%
                                    html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[3]/table')%>%
                                    html_table(fill = TRUE)
                            BS <- p[[1]]
                            colnames(BS) <- BS[1,]
                            BS <- BS[-c(1,2,17,28),]
                            names_row <- BS[,1]
                            BS <- BS[,-1] 
                            BS <- apply(BS,2,function(x){gsub(",","",x)})
                            BS <- as.data.frame(apply(BS,2,as.numeric))
                            rownames(BS) <- paste(names_row)
                            temp2 <- BS
                            url <- "https://finance.yahoo.com/quote/"
                            url <- paste0(url,stock[i],"/cash-flow?p=",stock[i])
                            wahis.session <- html_session(url)
                            p <-    wahis.session %>%
                                    html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[3]/table')%>%
                                    html_table(fill = TRUE)
                            CF <- p[[1]]
                            colnames(CF) <- CF[1,]
                            CF <- CF[-c(1,3,11,16),]
                            names_row <- CF[,1]
                            CF <- CF[,-1] 
                            CF <- apply(CF,2,function(x){gsub(",","",x)})
                            CF <- as.data.frame(apply(CF,2,as.numeric))
                            rownames(CF) <- paste(names_row)
                            temp3 <- CF
                            assign(paste0(stock[i],'.f'),value = list(IS = temp1,BS = temp2,CF = temp3),envir = parent.frame())

                    },
                    error = function(cond){
                            message(stock[i], "Give error ",cond)
                    }
            )
    }
}

您可以将其称为scrapy_stocks(c("AAPL","GOOGL")),并将其数据设为AAPL.f$ISAAPL.f$BSAAPL.f$CF

答案 1 :(得分:1)

我调整了scrapy_stocks函数以适应Yahoo页面更新。我尚未彻底审查此解决方案,但到目前为止,在我所有的试验中,它似乎都工作得很好。请注意两件事:

  1. 如果您拥有Yahoo Premium,我认为这不会起作用。我没有它,所以我无法测试它。但是,如果这样做,更新起来应该不会太困难。
  2. 我对rvest的经验不是很多,但是由于页面的性质,它必须将函数设置为使得如果缺少一个值,则整个行都将丢失。

尝试一下:

scrapy_stocks2 <- function(stock){
  if ("rvest" %in% installed.packages()) {
    library(rvest)
  }else{
    install.packages("rvest")
    library(rvest)
  }
  if ("xml2" %in% installed.packages()) {
    library(xml2)
  }else{
    install.packages("xml2")
    library(xml2)
  }
  for (stocknum in 1:length(stock)) {
    tryCatch(
      {
        # Income Statement
        url <- "https://finance.yahoo.com/quote/"
        url <- paste0(url,stock[stocknum],"/financials?p=",stock[stocknum])
        wahis.session <- html_session(url)  

        nodes <- wahis.session %>%
          html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[4]//span')

        yh_data <- nodes %>% 
          xml_text() %>% 
          gsub(pattern = ',', replacement = '')
        colnums <- 1:6
        col_nms <- yh_data[colnums]
        yh_data <- yh_data[-colnums]

        lab_inds <- nodes %>% 
          html_attr(name = 'class') == "Va(m)"
        lab_inds[is.na(lab_inds)] <- FALSE

        lab_inds <- lab_inds[-colnums]
        data <- matrix(NA, nrow = sum(lab_inds), ncol = 5, dimnames = list(yh_data[lab_inds], col_nms[-1]))
        row_num <- 1
        for (i in 2:(length(lab_inds)-4)) {
          t_ind <- !lab_inds[i:(i+4)]
          if (sum(t_ind) == 5) {
            data[row_num, 1:5] <- as.numeric(yh_data[i:(i+4)])
          }
          if (lab_inds[i]) {
            row_num <- row_num+1
          }
        }

        temp1 <- as.data.frame(data)
        print(paste(stock[stocknum],'   Income Statement Success'))

        # Balance Sheet
        url <- "https://finance.yahoo.com/quote/"
        url <- paste0(url,stock[stocknum],"/balance-sheet?p=",stock[stocknum])
        wahis.session <- html_session(url)  

        nodes <- wahis.session %>%
          html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[4]/div[1]/div[1]//span')

        yh_data <- nodes %>% 
          xml_text() %>% 
          gsub(pattern = ',', replacement = '')

        colnums <- 1:5
        col_nms <- yh_data[colnums]
        yh_data <- yh_data[-colnums]

        lab_inds <- nodes %>% 
          html_attr(name = 'class') == "Va(m)"

        lab_inds[is.na(lab_inds)] <- FALSE

        lab_inds <- lab_inds[-colnums]
        data <- matrix(NA, nrow = sum(lab_inds), ncol = 4, dimnames = list(yh_data[lab_inds], col_nms[-1]))
        row_num <- 1
        for (i in 2:(length(lab_inds)-3)) {
          t_ind <- !lab_inds[i:(i+3)]
          if (sum(t_ind) == 4) {
            data[row_num, 1:4] <- as.numeric(yh_data[i:(i+3)])
          }
          if (lab_inds[i]) {
            row_num <- row_num+1
          }
        }

        temp2 <- as.data.frame(data)

        print(paste(stock[stocknum],'   Balance Sheet Success'))

        # Cash Flow
        url <- "https://finance.yahoo.com/quote/"
        url <- paste0(url,stock[stocknum],"/cash-flow?p=",stock[stocknum])
        wahis.session <- html_session(url)
        nodes <- wahis.session %>%
          html_nodes(xpath = '//*[@id="Col1-1-Financials-Proxy"]/section/div[4]/div[1]/div[1]//span')

        yh_data <- nodes %>% 
          xml_text() %>% 
          gsub(pattern = ',', replacement = '')
        colnums <- 1:6
        col_nms <- yh_data[colnums]
        yh_data <- yh_data[-colnums]

        lab_inds <- nodes %>% 
          html_attr(name = 'class') == "Va(m)"
        lab_inds[is.na(lab_inds)] <- FALSE

        lab_inds <- lab_inds[-colnums]
        data <- matrix(NA, nrow = sum(lab_inds), ncol = 5, dimnames = list(yh_data[lab_inds], col_nms[-1]))
        row_num <- 1
        for (i in 2:(length(lab_inds)-4)) {
          t_ind <- !lab_inds[i:(i+4)]
          if (sum(t_ind) == 5) {
            data[row_num, 1:5] <- as.numeric(yh_data[i:(i+4)])
          }
          if (lab_inds[i]) {
            row_num <- row_num+1
          }
        }

        temp3 <- as.data.frame(data)

        print(paste(stock[stocknum],'   Cash Flow Statement Success'))

        assign(paste0(stock[stocknum],'.f'),value = list(IS = temp1,BS = temp2,CF = temp3),envir = parent.frame())

      },
      error = function(cond){
        message(stock[stocknum], "Give error ",cond)
      }
    )
  }
}


答案 2 :(得分:-1)

是的,我在过去几天也遇到了同样的问题。我认为这可能与Google财经部门的变更有关。该网站现在不同,也是网址。