Vol*_*lov 6 r quantmod yahoo-finance
我想获得通过雅虎财经提供给R的所有共同基金的清单.TTR包中有一个stockSymbols功能,但它似乎没有获得共同基金.
谢谢,
我不认为雅虎提供了他们拥有数据的所有共同基金的列表(同样,他们也不提供他们所涵盖的股票的列表)。您可以从您在评论中提到的网站下载列表,循环遍历所有资金,从雅虎检索相应的“个人资料”页面,并提取您需要的信息 - “类别”字段似乎是最接近的您想要的“部门和行业”。
# Read the list of funds
# I assume the file was downloaded manually from
# http://www.eoddata.com/Data/symbollist.aspx?e=USMF
# This requires registration (free).
d <- read.delim( "USMF.txt", stringsAsFactors = FALSE )
# Retrieve the profile page, for each of the funds.
# It takes 1 second for each, and there are 24,000 of them:
# this may take more than 6 hours.
library(RCurl)
library(stringr)
d$Category <- ""
for( i in seq_len(nrow(d)) ) {
try({
url <- paste0("http://uk.finance.yahoo.com/q/pr?s=", d$Symbol[i])
cat( url, " " )
profile <- getURL(url)
row <- str_extract(profile, "Category.*?</tr>")
cell <- str_extract(row, "<td.*</td>" )
d$Category[i] <- str_replace_all( cell, "<.*?>", "" )
cat( d$Category[i], "\n" )
})
}
head(d)
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