我正在使用两个文件。第一个文件是实际代码,第二个文件是参考文件
##########################################
## Daily prices from Yahoo
## thertrader@gmail.com - Nov. 2015
##########################################
library(quantmod)
startDate = "2014-01-01"
thePath = "D:\\daily\\data\\"
cattest <- file("D:\\daily\\error\\error.csv", open = "w")
source(paste("D:\\Reference\\","listOfInstruments.r",sep=""))
cattest <- file("D:\\daily\\error\\error.csv", open = "a")
for (ii in theInstruments)
tryCatch(
{
print(ii)
data = getSymbols(Symbols = ii,
src = "google",
from = startDate,
auto.assign = TRUE,verbose = TRUE)
colnames(data) = c("Date","Open","High","Low","Close","Volume")
write.zoo(data,paste(thePath,ii,".csv",sep=""),sep=",",row.names=FALSE)
}
,error=function(e){cat(ii, "\n", file=cattest)})
close(cattest)
我正在尝试使用谷歌的以下代码下载数据,但它没有下载任何内容我在这里做错了什么
Reference file
##########################################
## List of securities (Yahoo tickers)
## thertrader@gmail.com - Nov. 2015
##########################################
theInstruments = c("^GSPC",
"SPY",
"QQQ",
"DDM",
"EFA",
"EEM",
"EWJ")
错误似乎是
done.
Warning messages:
1: In fname %in% c("break", "next") :
closing unused connection 3 (D:\daily\error\error.csv)
2: In download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", :
cannot open URL 'http://finance.google.com/finance/historical?q=^GSPC&startdate=Jan+01,+2014&enddate=Jun+16,+2017&output=csv': HTTP status was '404 Not Found'
答案 0 :(得分:1)
显然,您无法从Google下载S&amp; P 500索引数据。因此,要么使用Yahoo Finance,要么从工具列表中排除^GSPC
。
theInstruments = c("SPY",
"QQQ",
"DDM",
"EFA",
"EEM",
"EWJ")
startDate = "2014-01-01"
getSymbols(theInstruments, src = "google",
from = startDate)
新代码:
startDate = "2000-01-01"
thePath = "D:\\daily\\data\\"
source(paste(thePath,"code\\listOfInstruments.r",sep=""))
for (ii in theInstruments){
print(ii)
data = getSymbols(Symbols = ii,
src = "yahoo",
from = startDate,
auto.assign = FALSE)
colnames(data) = c("open","high","low","close","volume","adj.")
write.zoo(data,paste(thePath,ii,".csv",sep=""),sep=",",row.names=FALSE)
}