Question

我想将中国公司（在美国股票市场，例如纳斯达克（NASDAQ）上上市）的历史股价（每日）下载到R中。

因此，我在纳斯达克找到了公司列表

stockprice <- c("YI","VNET","QFIN","JOBS","ATV","AMCN","BABA","ACH","AMBO","ATAI","JG","BIDU","BZUN","BI","LI","BCAC","BCACR","BCACU","BCACW","BITA","BRQS","BEDU","CSIQ","CBAT","CYOU","CADC","CAAS","GLG","CBPO","CCCL","CCRC","DL","CEA","JRJC","CGA","HGSH","CIFS","CJJD","LFC","BORN","COE","SNP","CPHI","CREG","ZNH","SXTC","CNTF","CHA","CXDC","CCIH","CNET","CLPS","CMSS","CMSSR","CMSSU","CMSSW","CCM","CTRP","DQ","DTSS","DOGZ","LYL","DXF","EHIC","EVK","SFUN","FANH","FAMI","FORK","FTFT","FFHL","GDS","DNJR","GLAC","GLACR","GLACU","GLACW","GRNQ","GSUM","GSH","GURE","HLG","HEBT","HX","HPJ","HOLI","HMI","HNP","HTHT","IQ","ITP","JD","JKS","JMU","KNDI","KBSF","KGJI","LX","LLIT","LITB","LOAC","LOACR","LOACU","LOACW","LKCO","MDJH","MTC","MOMO","MOXC","NTP","NTES","EDU","NEWA","NIU","NOAH","SEED","OSN","PTR","FENG","PDD","PME","PT","PLAG","PHCF","QD","QTT","RCON","SOL","BIQI","RENN","RETO","REDU","SECO","SMI","AIHS","SGOC","TYHT","SINA","SHI","SVA","SOHU","SORL","SPI","SSLJ","TAL","TANH","TAOP","TEDU","PETZ","NCTY","TMSR","TC","TOUR","UTSI","UXIN","VIOT","VIPS","WB","WINS","XIN","XNET","YIN","YRD","YY","ZLAB","ZKIN","ZTO") %>%
tq_get(get  = "stock.prices",
       from = "2014-01-01",
       to   = "2018-12-31") %>%
group_by(symbol) %>%
tq_transmute(select     = adjusted, 
             mutate_fun = periodReturn, 
             period     = "daily", 
             col_rename = "stockprice")

问题1 我想按日期将表排序，并将每个公司的表放在单独的列（而不是行！）中。

问题2 这些公司未在同一时间范围内上市（其中一些公司的上市时间少于5年）。如何“清理”表并为缺失值添加“零”？

（也许）问题3 目的是要获得应该 100 x（log（P_t）-log（P_t-1）） 因此，今天的价格对数减去昨天的价格对数乘以100。

我不知道这是否由“ mutate_fun = periodReturn ”发生。

我也尝试了其他代码，但是以上代码最接近输出。

Answer 1

如果X是问题代码的结果（在修正后–当前无法按发布方式工作），则可以全部在一条语句中完成（给出多变量动物园序列）：

read.zoo(X, index = "date", split = "symbol")

历史股价以R

1 个答案: