Question

HNY。正如主题中的问题所暗示的那样，我在尝试使用tseries包函数get.hist.quote()时遇到错误。任何人都可以解释我的错误调用，或改变其签名/功能吗？

我昨天在工作中发现了这些错误。今天在我的家用机器上，同样的问题。符号，开始/结束日期和粒度（日与月）的各种组合的结果相同。

以下是一个例子：

> spy = get.hist.quote(instrument= 'SPY', 
                       start = "2000-01-01", 
                       end = "2013-10-31",
                       quote="AdjClose", 
                       provider = "yahoo", 
                       origin="1970-01-01", 
                       compression = "m",
                       retclass="zoo")

trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
Error in get.hist.quote(instrument = "SPY", start = "2000-01-01", end = "2013-10-31",  : 
  cannot open URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
In addition: Warning messages:
1: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
2: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
3: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
4: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
5: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'

Answer 1

将其源代码复制到本地函数中，并将基本URL更改为http://ichart.finance.yahoo.com：

R> myghq <- tseries::get.hist.quote
R> fix(myghq)                      # doing the local edit on the fly
Waiting for Emacs...
R>

我现在有一个带有更正URL的函数可供查询。

所以这是一个请求SPY的例子：

R> spy <- myghq("SPY")
trying URL 'http://ichart.finance.yahoo.com/table.csv \   # manual break
?s=SPY&a=0&b=02&c=1991&d=11&e=31&f=2013&g=d&q=q&y=0&z=SPY&x=.csv'
Content type 'text/csv' length unknown
opened URL
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .
downloaded 271 Kb

time series starts 1993-01-29
R>

get.hist.quote（）仍然使用source = yahoo finance返回数据吗？

1 个答案: