Question

我有下面的脚本可以很好地提取历史股票价格，但我似乎无法按照调整后的价格获得一份代码清单。我有25个股票，标题看起来像这样：$ df.tickers，price.open，price.high，price.low，price.close，volume price.adjusted

我无法弄清楚的一点是，当我输入＆＃39; out＆＃39;我得到了数据集，但是当我输入dim（out）时，我得到一个null。这没有任何意义。无论如何，我试图从下面的链接运行代码。

http://programmingforfinance.com/2017/10/portfolio-optimization-with-r/

以下是我正在使用的代码。

library(BatchGetSymbols)
library(sqldf)
library(dplyr)

# set dates
first.date <- Sys.Date() - 360
last.date <- Sys.Date()

# set tickers
tickers <- c('MMM','ABT','ABBV','ABMD',
'ACN','ATVI','AYI','ADBE','AMD','AAP',
'AES','AET','AMG','AFL','A','APD','AKAM',
'ALK','ALB','ARE','ALXN','ALGN','ALLE','AGN','ADS')

out <- BatchGetSymbols(tickers = tickers, 
                         first.date = first.date,
                         last.date = last.date, 
                         cache.folder = file.path(tempdir(), 
                                                  'BGS_Cache') ) # cache in tempdir()

# dim(out$df.tickers)
# 6175 10


# After downloading the data, we can check the success of the process for each ticker. 
# Notice that the last ticker does not exist in yahoo finance or google and therefore 
# results in an error. All information regarding the download process is provided in the dataframe df.control:

# print(out$df.control)
price_adjusted <- as.data.frame(out)
price_final <- subset(price_adjusted, select = c(df.control.ticker, df.tickers.price.adjusted, df.tickers.ref.date))
#    df_final <- subset(price_final, df.control.ticker == 'MMM', select = c("df.control.ticker","df.tickers.price.adjusted","df.tickers.ref.date"))

我认为Google API在去年被关闭了，因此，您无法再获得Google的历史股票价格。有关如何使这项工作的任何想法？谢谢！

Answer 1

本教程使用'xts'时间序列格式的数据。要转换您的数据，

library(BatchGetSymbols)
library(tidyr)
library(quantmod)

# set dates
first.date <- Sys.Date() - 360
last.date <- Sys.Date()

# set tickers
tickers <- c('MMM','ABT','ABBV','ABMD',
             'ACN','ATVI','AYI','ADBE','AMD','AAP',
             'AES','AET','AMG','AFL','A','APD','AKAM',
             'ALK','ALB','ARE','ALXN','ALGN','ALLE','AGN','ADS')

out <- BatchGetSymbols(tickers = tickers, 
                       first.date = first.date,
                       last.date = last.date, 
                       cache.folder = file.path(tempdir(), 
                                                'BGS_Cache') ) 
out<-out$df.tickers
out<-out[,c("ref.date","ticker", "price.adjusted")]
q <- spread(out, ticker, price.adjusted)
portfolioPrices <- xts(q[,-1], order.by=q[,1])

试图将股票代码与adjust.price

1 个答案: