Question

我使用了该网站上其中一个主题的示例代码创建了一个小程序，该程序使用来自quantmod包的getSymbols从yahoo下载库存数据。但是，当我修改代码以添加tryCatch时（我以两种不同的方式执行此操作），它不会返回任何数据。我希望我没有提供太多细节，但希望确保我提供所有信息。

这是工作代码（后面跟着不返回任何数据的非工作代码）：

###################### Working code################
library(quantmod)
library(plyr)
library(PerformanceAnalytics)

#Data structure that contains stock quote objects
stockData <- new.env()
#Assign dates to set range for stock quotes
sDate <- as.Date("2012-09-04")
eDate <- as.Date("2014-09-02")

#Assign a vector of ticker symbols
symbols <- c("BIL","VGSH","VGIT","VGLT","BND","VOO","VTI","VT")

# download data
l_ply(symbols, function(sym) try(getSymbols(sym,env = stockData,src = "yahoo", 
                                            from = sDate, to = eDate))) 
# Now extract the data from the environment and store in a list.
symbols <- symbols[symbols %in% ls(envir = stockData)]

# sym.list 
sym.list = llply(symbols, ge

t,stockData)
names(sym.list) <- symbols

以下两种情况不会返回任何数据：

创建一个名为getYahooTickerData的函数来调用 getSymbols内的tryCatch。这不会返回任何数据。
假设在函数之间传递环境存在问题，我将上述工作代码中的try替换为tryCatch而不是try，但它仍然没有＆＃39工作。

首先，案例1：

###################################Case 1################################
library(quantmod)
library(plyr)
library(PerformanceAnalytics)

#Data structure that contains stock quote objects
stockData <- new.env()
#Assign dates to set range for stock quotes
sDate <- as.Date("2012-09-04")
eDate <- as.Date("2014-09-02")

#Assign a vector of ticker symbols
symbols <- c("BIL","VGSH","VGIT","VGLT","BND","VOO","VTI","VT")

getYahooTickerData <- function(ticker,startDate,endDate,envmt) {
    tryCatch(
        getSymbols(
              Symbols=ticker, 
              env = envmt, 
              from = startDate, 
              to = endDate,
              src = "yahoo",
         ),
         error=function(error_message) {
              message("error getting data")
              message(ticker)
         }, 
         warning=function(warning_message) {
              message("there was a warning for ticker ")
              message(ticker)
         }
    )
}# end of function getYahooTickerData

l_ply(symbols, function(sym) getYahooTickerData(sym,sDate,eDate,envmt=stockData))

# Now extract the data from the environment and store in a list.
symbols <- symbols[symbols %in% ls(envir = stockData)]

# sym.list 
sym.list = llply(symbols, get,stockData)
names(sym.list) <- symbols

在这种情况下，sym.list为空。现在案例2：

################Case 2###################################
library(quantmod)
library(plyr)
library(PerformanceAnalytics)

#Data structure that contains stock quote objects
stockData <- new.env()
#Assign dates to set range for stock quotes
sDate <- as.Date("2012-09-04")
eDate <- as.Date("2014-09-02")

#Assign a vector of ticker symbols
symbols <- c("BIL","VGSH","VGIT","VGLT","BND","VOO","VTI","VT")

# download data
l_ply(symbols, function(sym) {
    tryCatch(
        getSymbols(sym,env = stockData,
                   src = "yahoo",
                   from = sDate,
                   to = eDate),
        error=function(error_message) {
             message("error getting data for symbol")
             message(sym)
        }, 
        warning=function(warning_message) {
             message("warning for symbol")
             message(sym)
        }
    )
})
# Now extract the data from the environment and store in a list.
symbols <- symbols[symbols %in% ls(envir = stockData)]

# sym.list 
sym.list = llply(symbols, get,stockData)
names(sym.list) <- symbols

在这种情况下，sym.list也是空的。

Answer 1

对于错误，您需要在发生错误时包含所需的返回值。对于警告，您实际上没有捕获错误，但使用条件处理程序。所以一个相对完整的例子是

withCallingHandlers({
    tryCatch({
        warning("a warning")
        stop("an error")
    }, error=function(e) {
        ## catch the error
        message(conditionMessage(e))
        ## signal with appropriate return value
        NA
    })
}, warning=function(w) {
    ## handle the warning...
    message(conditionMessage(w))
    ## then continue from where the warning occurred
    invokeRestart("muffleWarning")
})

导致输出

a warning
an error
[1] NA

Answer 2

我想我已经弄清楚为什么tryCatch没有使用getSymbols（）。 getSymbols（）始终发出警告（即使选择了warnings = FALSE选项），以及始终调用警告功能的原因。我从tryCatch中删除了警告块，代码工作正常。由于代码在我从tryCatch中删除警告块时起作用，我假设这是正确的原因。

如何在tryCatch中包装quantmod的getSymbols（）

2 个答案: