Question

我正尝试使用如下所示的Yahoo finance软件包从Quantmod下载数据，但未能获取任何数据。

library(quantmod)
> get(getSymbols("^FTSE"))
Error in get(getSymbols("^FTSE")) : object '^FTSE' not found
In addition: Warning message:
^FTSE contains missing values. Some functions will not work if objects contain missing values in the middle of the series. Consider using na.omit(), na.approx(), na.fill(), etc to remove or replace them.

任何失败的想法都会受到赞赏。

以下是我的会话信息

> sessionInfo()
R version 3.6.0 (2019-04-26)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.2 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1

locale:
 [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8       
 [4] LC_COLLATE=C.UTF-8     LC_MONETARY=C.UTF-8    LC_MESSAGES=C.UTF-8   
 [7] LC_PAPER=C.UTF-8       LC_NAME=C              LC_ADDRESS=C          
[10] LC_TELEPHONE=C         LC_MEASUREMENT=C.UTF-8 LC_IDENTIFICATION=C   

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] quantmod_0.4-14 TTR_0.23-4      xts_0.11-2      zoo_1.8-5      

loaded via a namespace (and not attached):
[1] compiler_3.6.0  tools_3.6.0     curl_3.3        grid_3.6.0     
[5] lattice_0.20-38

Answer 1

我建议将auto.assign参数设置为FALSE。然后，您可以将getSymbols()的输出分配给所需的任何对象。例如：

ftse <- getSymbols("^FTSE", auto.assign = FALSE)
head(ftse)
#            FTSE.Open FTSE.High FTSE.Low FTSE.Close FTSE.Volume FTSE.Adjusted
# 2007-01-02    6220.8    6312.5   6220.8     6310.9  1074946500        6310.9
# 2007-01-03    6310.9    6322.0   6296.0     6319.0  1606892700        6319.0
# 2007-01-04    6319.0    6319.0   6261.0     6287.0  1902875500        6287.0
# 2007-01-05    6287.0    6287.0   6220.1     6220.1  1622439300        6220.1
# 2007-01-08    6220.1    6246.0   6187.0     6194.2  1326700900        6194.2
# 2007-01-09    6194.2    6218.5   6190.4     6196.1  2143699600        6196.1

Answer 2

select t.id, v.Qualifier, v.Value from t cross apply (values (t.Qualifier1, t.Value1), (t.Qualifier2, t.Value2), (t.Qualifier3, t.Value3) ) v(Qualifier, Value);将对象加载到环境中，因此要访问它，您只需直接调用对象名称即可。

getSymbol()

或者，您可以使用> library(quantmod) > getSymbols("^FTSE") > FTSE FTSE.Open FTSE.High FTSE.Low FTSE.Close FTSE.Volume FTSE.Adjusted 2007-01-02 6220.8 6312.5 6220.8 6310.9 1074946500 6310.9 2007-01-03 6310.9 6322.0 6296.0 6319.0 1606892700 6319.0，但是get()要求用对象名称引起来。

get()

无法使用Quantmod从Yahoo Finance下载数据

2 个答案: