Question

我有以下两个功能（除了各行之外，它们是相同的）：

start_dates <- systemtime - 3600*24*(1:10)        
end_dates <- systemtime -  3600*24*(0:9)

3600*24*(1:10)将获得每小时数据的最后10个周期，而3600*24*(0:9)将获得t-1个周期。问题是，由于连接ping或超时，我根本无法应用3600*24*(1:100)并无法获得最近的100个周期。但是我可以得到3600*24*(11:20)或接下来的10个甚至更远的时间，例如

start_dates <- systemtime - 3600*24*(80:100)         
end_dates <- systemtime -  3600*24*(79:99)

数据存在于网站上，所以我想减慢连接速度或在每个请求之间稍加停顿。只想知道如何在请求之间添加sys.sleep()。也许

3600*24*(1:2) 
sys.sleep()
3600*24*(3:4)
sys.sleep()
etc...

功能1：

library(png)
library(IKTrading)
require(PerformanceAnalytics)

library(e1071)
library(caret)
library(class)


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

systemtime <- Sys.time()
# Variables
product_id = "ETH-EUR"
granularity = 3600
start_dates <- systemtime - 3600*24*(1:10)         # considering the last 10 days #use 86400*(1:10) when granuality = 300, use 1440*(1:10) when grauality = 60
end_dates <- systemtime -  3600*24*(0:9) #use 86400*(0:9) when granuality = 300

initDate = min(start_dates)

# Function
coinbaseGET <- function (product_id, start, end, granularity) {
  # request url
  req.url <- paste0("https://api.pro.coinbase.com/products/", product_id, "/candles")
  req.url
  # fetching the data ourselves - the return
  res <- httr::GET(url = req.url, 
                   query = list(start = start, end = end, 
                                granularity = granularity))
  res <- as.data.frame(t(matrix(unlist(httr::content(res)), nrow = 6)))
  res[['V1']] <- as.POSIXct(.subset2(res,1L), origin="1970-01-01")
  res
}

# Looping
res <- lapply(seq_along(end_dates), 
              function (k) coinbaseGET(product_id, start_dates[k], end_dates[k], granularity))
res <- do.call(rbind, res)

colnames(res) <- c("date", "low", "high", "open", "close", "volume")

功能2：

systemtime <- Sys.time()
# Variables
product_id = "ETH-EUR"
granularity = 3600
start_dates <- systemtime - 3600*24*(80:100)         
end_dates <- systemtime -  3600*24*(79:99) 

initDate = min(start_dates)

# Function
coinbaseGET <- function (product_id, start, end, granularity) {
  # request url
  req.url <- paste0("https://api.pro.coinbase.com/products/", product_id, "/candles")
  req.url
  # fetching the data ourselves - the return
  res <- httr::GET(url = req.url, 
                   query = list(start = start, end = end, 
                                granularity = granularity))
  res <- as.data.frame(t(matrix(unlist(httr::content(res)), nrow = 6)))
  res[['V1']] <- as.POSIXct(.subset2(res,1L), origin="1970-01-01")
  res
}

# Looping
res <- lapply(seq_along(end_dates), 
              function (k) coinbaseGET(product_id, start_dates[k], end_dates[k], granularity))
res <- do.call(rbind, res)

colnames(res) <- c("date", "low", "high", "open", "close", "volume")

收集数据时在函数中添加“睡眠”

0 个答案: