使用quantmod循環

Question

我是R，loops和quantmod的新手。我試圖說服quantmod跳過它無法處理的任何股票，並繼續到下一個股票代碼，而不是停止。我想我找到了我的答案在這裏how do I loop through all the stocks with quantmod and ttr?但我不能夠得到霧凇的解決方案的工作：

If the loop breaks, say on the 50th iteration, then just re run the last block of code by changing the following

# Actual loop: 
# IF IT BREAKS ON THE 50th ITERATION, it must be skipped, therefore change it to 51 
for(i in 51:length(symbols)) { 
    symbols[i]-> symbol 
... 

下面是我的原代碼，只返回多個值的8（所以我假設9是麻煩點）。

library(gdata) 
d = read.xls("~/Documents/TEST.xlsx", sheet = 1, stringsAsFactors=F) 

library(quantmod) 
sym <- as.character(d[,1]) 

results <- NULL 

for (ii in sym){ 
    data1 <- getSymbols(Symbols = ii, 
         src = "yahoo", 
         from = Sys.Date() - 100, 
         auto.assign = FALSE) 
    de = head(data1,150) 
    colnames(de) <- c("open","high","low","close","volume","adj.") 
    overnightRtn <- (as.numeric(de[2:nrow(de),"open"])/as.numeric(de[1:(nrow(de)-1),"close"])) - 1 

    results <- rbind(results,cbind(
    paste(round(min(overnightRtn,na.rm=T),5),"%",sep=""))) 

} 

colnames(results) <- c("overnightRtn2") 
rownames(results) <- sym 
View(results) 

當我改變for(ii in sym)到for(ii in 9:length(sym))我得到一個錯誤：

could not find function "getSymbols.9"

這裏是d[,1]開始：

[1] "ABX" "ACC" "ACCO" "ACE" "ACG" "ACH" "ACI" "ACM" "ACMP" "ACN" 

Answer 1

有一些解決方法錯誤R中循環時，一種做法是使用tryCatch函數，juba函數顯示here如何做到這一點。我也確保for循環只會在data1變量被分配一些值時繼續。

更改您的for loop以下代碼，它應該適用於您所要求的內容。

for (ii in sym){ 
    data1 <- NULL        # NULL data1 
    data1 <- tryCatch(getSymbols(Symbols = ii, 
         src = "yahoo", 
         from = Sys.Date() - 100, 
         auto.assign = FALSE), 
        error=function(e){})  # empty function for error handling 
    if(is.null(data1)) next()     # if data1 is still NULL go to next ticker 
    de = head(data1,150) 
    colnames(de) <- c("open","high","low","close","volume","adj.") 
    overnightRtn <- (as.numeric(de[2:nrow(de),"open"])/as.numeric(de[1:(nrow(de)-1),"close"])) - 1 

    results <- rbind(results,cbind(
    paste(round(min(overnightRtn,na.rm=T),5),"%",sep=""))) 
} 

Answer 2

您可以嘗試使用tidyquant包來處理內部錯誤處理。它也不需要for循環，所以它會爲你節省大量的代碼。 tq_get()函數負責獲取股票價格。您可以使用complete_cases參數來調整處理錯誤的方式。

實施例與complete_cases = TRUE：自動刪除 「壞蘋果」

library(tidyquant) 

# get data with complete_cases = TRUE automatically removes bad apples 
c("AAPL", "GOOG", "BAD APPLE", "NFLX") %>% 
    tq_get(get = "stock.prices", complete_cases = TRUE) 

#> Warning in value[[3L]](cond): Error at BAD APPLE during call to get = 
#> 'stock.prices'. Removing BAD APPLE. 
#> # A tibble: 7,680 × 8 
#> symbol  date open high low close volume adjusted 
#>  <chr>  <date> <dbl> <dbl> <dbl> <dbl>  <dbl> <dbl> 
#> 1 AAPL 2007-01-03 86.29 86.58 81.90 83.80 309579900 10.85709 
#> 2 AAPL 2007-01-04 84.05 85.95 83.82 85.66 211815100 11.09807 
#> 3 AAPL 2007-01-05 85.77 86.20 84.40 85.05 208685400 11.01904 
#> 4 AAPL 2007-01-08 85.96 86.53 85.28 85.47 199276700 11.07345 
#> 5 AAPL 2007-01-09 86.45 92.98 85.15 92.57 837324600 11.99333 
#> 6 AAPL 2007-01-10 94.75 97.80 93.45 97.00 738220000 12.56728 
#> 7 AAPL 2007-01-11 95.94 96.78 95.10 95.80 360063200 12.41180 
#> 8 AAPL 2007-01-12 94.59 95.06 93.23 94.62 328172600 12.25892 
#> 9 AAPL 2007-01-16 95.68 97.25 95.45 97.10 311019100 12.58023 
#> 10 AAPL 2007-01-17 97.56 97.60 94.82 94.95 411565000 12.30168 
#> # ... with 7,670 more rows 

實施例與complete_cases = FALSE：返回嵌套數據幀。

library(tidyquant) 

# get data with complete_cases = FALSE returns a nested data frame 
c("AAPL", "GOOG", "BAD APPLE", "NFLX") %>% 
    tq_get(get = "stock.prices", complete_cases = FALSE) 

#> Warning in value[[3L]](cond): Error at BAD APPLE during call to get = 
#> 'stock.prices'. 
#> Warning in value[[3L]](cond): Returning as nested data frame. 
#> # A tibble: 4 × 2 
#>  symbol   stock.prices 
#>  <chr>    <list> 
#> 1  AAPL <tibble [2,560 × 7]> 
#> 2  GOOG <tibble [2,560 × 7]> 
#> 3 BAD APPLE   <lgl [1]> 
#> 4  NFLX <tibble [2,560 × 7]> 

在兩種情況下，用戶得到警告消息。謹慎的用戶會閱讀並嘗試確定問題所在。最重要的是，長時間運行的腳本不會失敗。