Question

有没有办法直接从yahoo finance导入时间序列数据到R而不是每次下载？现在我在excel下载每个时间序列，然后通过read.csv导入。

Answer 1

查看包quantmod，例如函数getSymbols('MSFT',src='yahoo') 相应的小插图。

Answer 2

当然有!!

aapl_2 <- read.csv(file = "C:/Users/rshuell001/Desktop/Coding/R Programming/Stock Time Series Plots/aapl.csv", header = TRUE, stringsAsFactors = FALSE)

# Reverse the entries
aapl_2 <- aapl_2[rev(rownames(aapl_2)), ]

aapl_close <- aapl_2[, "Close"]

summary(aapl_close)
## Min.   1st Qu. Median   Mean   3rd Qu.  Max.
## 12.94   24.69   38.13   46.80   53.61  199.80

############################

##############################
# Using the quantmod package #
##############################
# Load the quantmod packages after installing it locally.
library(quantmod)

AAPL <- getSymbols("AAPL", auto.assign=FALSE)
head(AAPL)

##########################
# Charting with quantmod #
##########################
# Adding some technical indicators on top of the original plot
chartSeries(AAPL, subset='2010::2010-04',
  theme = chartTheme('white'),
  TA = "addVo(); addBBands()")

reChart(subset='2009-01-01::2009-03-03')

chartSeries(AAPL, subset='2011::2012',
  theme = chartTheme('white'),
  TA = "addBBands(); addDEMA()")

addVo()
addDPO()

# Initial chart plot with no indicators
chartSeries(AAPL, theme = chartTheme('white'), TA = NULL)

# Custom function creation
my_indicator <- function(x) {
   return(x + 90)
}

add_my_indicator <- newTA(FUN = my_indicator, preFUN=Cl,
  legend.name = "My Fancy Indicator", on = 1)

add_my_indicator()

#########################
# Graphing wiht ggplot2 #
#########################
# Create a matrix with price and volume
df <- AAPL[, c("AAPL.Adjusted", "AAPL.Volume")]
names(df) <- c("price", "volume")

直接从雅虎财务导入数据到gnu R.

2 个答案: