我有兴趣使用R.分析雅虎财经的余额,收入和现金流量报表。
我已经看到有R套件从雅虎财经中提取信息,但我看到的所有例子都涉及历史股价信息。有没有办法可以使用R?
从这些语句中提取历史信息例如,对于Apple(AAPL),可检索链接如下:
从本质上讲,目标是创建三个数据框(AAPL_cashflow
,AAPL_income
和AAPL_balance
),它们与网站上的模式相同。每行由财务类型标识,列为日期。
有没有人有解析和刮表的经验?我认为rvest
可以帮助解决这个问题,对吗?
提前致谢!
答案 0 :(得分:5)
使用tidyverse
中的一些软件包,这可以帮助您入门:
library(tidyverse)
library(rvest)
"https://finance.yahoo.com/quote/AAPL/financials?p=AAPL" %>%
read_html() %>%
html_table() %>%
map_df(bind_cols) %>%
as_tibble()
# A tibble: 28 x 5 X1 X2 X3 X4 X5 <chr> <chr> <chr> <chr> <chr> 1 Revenue 9/30/2017 9/24/2016 9/26/2015 9/27/20… 2 Total Revenue 229,234,000 215,639,000 233,715,000 182,795… 3 Cost of Revenue 141,048,000 131,376,000 140,089,000 112,258… 4 Gross Profit 88,186,000 84,263,000 93,626,000 70,537,… 5 Operating Expenses Operating Expenses Operating Expenses Operating Expenses Operati… 6 Research Development 11,581,000 10,045,000 8,067,000 6,041,0… 7 Selling General and Administrative 15,261,000 14,194,000 14,329,000 11,993,… 8 Non Recurring - - - - 9 Others - - - - 10 Total Operating Expenses 167,890,000 155,615,000 162,485,000 130,292… # ... with 18 more rows
请注意,如果您想获取第一行并将其视为列名,请将header = TRUE
添加到html_table
来电。例如,这将在finances
数据框中为您提供日期作为列名称。
此外,此数据框内有多个表格,因此您需要对其进行整形以便使用数据。例如,var X2
到X5
当前是字符,应该是数字类型。
一个例子可能是:
finances <- "https://finance.yahoo.com/quote/AAPL/financials?p=AAPL" %>%
read_html() %>%
html_table(header = TRUE) %>%
map_df(bind_cols) %>%
as_tibble()
finances %>%
mutate_all(funs(str_replace_all(., ",", ""))) %>%
mutate_all(funs(str_replace(., "-", NA_character_))) %>%
mutate_at(vars(-Revenue), funs(str_remove_all(., "[a-zA-Z]"))) %>%
mutate_at(vars(-Revenue), funs(as.numeric)) %>%
drop_na()
# A tibble: 14 x 5 Revenue `9/30/2017` `9/24/2016` `9/26/2015` `9/27/2014` <chr> <dbl> <dbl> <dbl> <dbl> 1 Total Revenue 229234000. 215639000. 233715000. 182795000. 2 Cost of Revenue 141048000. 131376000. 140089000. 112258000. 3 Gross Profit 88186000. 84263000. 93626000. 70537000. 4 Research Development 11581000. 10045000. 8067000. 6041000. 5 Selling General and Administrative 15261000. 14194000. 14329000. 11993000. 6 Total Operating Expenses 167890000. 155615000. 162485000. 130292000. 7 Operating Income or Loss 61344000. 60024000. 71230000. 52503000. 8 Total Other Income/Expenses Net 2745000. 1348000. 1285000. 980000. 9 Earnings Before Interest and Taxes 61344000. 60024000. 71230000. 52503000. 10 Income Before Tax 64089000. 61372000. 72515000. 53483000. 11 Income Tax Expense 15738000. 15685000. 19121000. 13973000. 12 Net Income From Continuing Ops 48351000. 45687000. 53394000. 39510000. 13 Net Income 48351000. 45687000. 53394000. 39510000. 14 Net Income Applicable To Common Shares 48351000. 45687000. 53394000. 39510000.
我们可以更进一步,使数据框更加“整洁”#34;使用gather
:
finances %>%
mutate_all(funs(str_replace_all(., ",", ""))) %>%
mutate_all(funs(str_replace(., "-", NA_character_))) %>%
mutate_at(vars(-Revenue), funs(str_remove_all(., "[a-zA-Z]"))) %>%
mutate_at(vars(-Revenue), funs(as.numeric)) %>%
drop_na() %>%
gather(key = "date", value, -Revenue) %>%
mutate(date = lubridate::mdy(date)) %>%
rename("var" = Revenue) %>%
as_tibble()
# A tibble: 56 x 3 var date value <chr> <date> <dbl> 1 Total Revenue 2017-09-30 229234000. 2 Cost of Revenue 2017-09-30 141048000. 3 Gross Profit 2017-09-30 88186000. 4 Research Development 2017-09-30 11581000. 5 Selling General and Administrative 2017-09-30 15261000. 6 Total Operating Expenses 2017-09-30 167890000. 7 Operating Income or Loss 2017-09-30 61344000. 8 Total Other Income/Expenses Net 2017-09-30 2745000. 9 Earnings Before Interest and Taxes 2017-09-30 61344000. 10 Income Before Tax 2017-09-30 64089000. # ... with 46 more rows
答案 1 :(得分:0)
以下代码似乎不再起作用,或者我使用不当。
finances <- "https://finance.yahoo.com/quote/AAPL/financials?p=AAPL" %>%
read_html() %>%
html_table() %>%
map_df(bind_cols) %>%
as_tibble()
本可以将其作为注释,但不知道如何在注释中屏蔽代码。