Question

我有像这样的维基百科页面浏览量的数据

library(wikipediatrend)

views <-wp_trend(page = "European debt crisis",from = "2010-01-01",to = "2014-12-31",lang = "en",friendly = TRUE,requestFrom = "wp.trend.tester at wptt.wptt",userAgent = TRUE)

date        count
2010-01-01    128
2010-01-02    142

我有S＆amp; P500的数据

library(quantmod)

startDate = as.Date("2010-01-01")

endDate = as.Date("2014-12-31") 

getSymbols("^GSPC", src = "yahoo", from = startDate, to = endDate) 

Date           Open         High     Low          Close      Volume

2010-01-04     1116.56      1133.87  1116.56      1132.99    3991400000 
2010-01-05     1132.66      1136.63  1129.66      1136.52    2491020000

现在我想在交易发生时仅提取维基百科页面的那些日子，即不包括周末和假日以及飓风桑迪等不自然关机的日子等。提取这些值的最简单方法是什么

Answer 1

这是一个直接的子集化（或过滤）问题：

# get the wikipedia views data
library(wikipediatrend)
views <-wp_trend(page = "European debt crisis",from = "2010-01-01",to = "2014-12-31",lang = "en",friendly = TRUE,requestFrom = "wp.trend.tester at wptt.wptt",userAgent = TRUE)

# get the stock trading data
library(quantmod)
startDate = as.Date("2010-01-01")
endDate = as.Date("2014-12-31") 
getSymbols("^GSPC", src = "yahoo", from = startDate, to = endDate)

以下是如何使用基础R中的[进行子集：

# where are the trading dates in the stock data?
index(GSPC)

# where are the dates in the wikipedia data?
views$date

因此，我们希望按views列对date数据框进行子集，以便它只包含index(GSPS)中的值：

# subset wikipedia data by stock data
# pattern is:
# table_to_subset[rule_to_subset_rows, rule_to_subset_columns]
# so to subset the wikipedia view data by the dates of the stock trading
# data we can do this:

wiki_data <- views[views$date %in% index(GSPC), ]

您还可以使用提供的包data.table或dplyr来执行此操作，如果您的数据非常大，这可能会更快。

Answer 2

是的，稍后了解它并解决了它

gspcdf<-data.frame(date = index(GSPC), GSPC, row.names=NULL)


CombDF<-merge(views,gspcdf, by.x='date', by.y='date')

维基百科查看比赛交易日

2 个答案: