历史股票数据

Question

我想得到所有标准普尔500指数股票在特定日期的收盘价。

我一直在寻找答案，它们分为以下几个方面：

1. 下载标准普尔特定股票的开始和结束日期-回报超过收盘价，这将需要一个线连接所有的股票，并减慢它的速度。
2. 下载标准普尔的所有股票，包括开始日期和结束日期-总是得到“错误的下载”

例如：

library(BatchGetSymbols)

first.date <- Sys.Date() - 160
last.date <- Sys.Date() - 1

all_stocks <- GetSP500Stocks()
tickers <- all_stocks$tickers

show <- BatchGetSymbols(tickers = tickers,
                     first.date = first.date,
                     last.date = last.date)

它总是返回：

"Adobe Systems Inc | yahoo (7|505) | Not Cached

- Error in download..

诸若此类。

我只想要三列--滴答键，first.date和last.date

感谢你的帮助！

Answer 1

使用tickers作为all_stocks$company而不是all_stocks$tickers

library(BatchGetSymbols)

tickers <- all_stocks$company
show <- BatchGetSymbols(tickers = tickers,
                        first.date = first.date,last.date = last.date)

不过，在我看来，带有代码信息的列被指定为company，而带有公司名称的列被命名为tickers。

Answer 2

你可以在这里找到标准普尔500指数的成分。

companies

library(quantmod)
e <- new.env()
getSymbols("MMM;ABT;ABBV;ABMD;ACN;
ATVI;ADBE;AMD;AAP;AES;AMG;AFL;A;APD;
AKAM;ALK;ALB;ARE;ALXN;ALGN;ALLE;AGN;ADS;
LNT;ALL;GOOGL", env = e)
pframe <- do.call(merge, as.list(e))
head(pframe)

也试试这个。

library(quantmod)

Nasdaq100_Symbols <- c('GE','PG','MSFT','AAPL','PFE','AMD','DELL')

# put all stocks in one list object    
stocks <- lapply(Nasdaq100_Symbols, getSymbols, auto.assign = FALSE)

# following is not needed but if you want to use the list for other purposes 
# it is a good practice to name all the different list objects.

# names(stocks) <- Nasdaq100_Symbols


# merge all stocks into 1 xts object
nasdaq100 <- Reduce(merge, stocks)

# fill NA's with 0
nasdaq100 <- na.fill(nasdaq100, 0)

outcomeSymbol <- "GE.Volume" # <-- used GE as that data is available in the downloaded data set

# merge outcome to data
nasdaq100 <- merge(nasdaq100, lm1 = lag(nasdaq[, outcomeSymbol], -1))

# turn into data.frame
nasdaq100_df <- data.frame(date = index(nasdaq100), coredata(nasdaq100))

最后，试试这个来获取代码。

library(rvest)
url <- "https://en.wikipedia.org/wiki/List_of_S%26P_500_companies"
SP500 <- url %>%
  html() %>%
  html_nodes(xpath='//*[@id="mw-content-text"]/div/table[1]') %>%
  html_table()
SP500 <- SP500[[1]]
SP500

作为另一种选择，请参阅下面的链接，以获得更多关于如何做到这一点的想法。

https://www.r-bloggers.com/downloading-sp-500-stock-data-from-googlequandl-with-r-command-line-script/

Analysis.html

Analysis.html