我想使用tidyquant
包(或任何其他包(从雅虎检索财务数据。
为了检索微软(索引:MSFT(的收盘价,以下代码运行良好:
#load packages
library(tidyquant)
#acquire monthly average stock prices
getSymbols("MSFT", from = "2000-08-01", to = "2021-07-31", src = 'yahoo', periodicity = 'daily')
output <- aggregate(MSFT$MSFT.Close, list(format(index(MSFT), "%Y-%m")), mean)
colnames(output) <- c('ClosingPrice')
#create time series for closing stock prices
price = ts(output$ClosingPrice, frequency=12, start=c(2000,08))
summary(price)
然而,对于检索原油价格(指数:CL=F(,它不起作用,因为该指数包含一个特殊字符。更具体地说,我在这里得到一条错误消息:
#acquire monthly average stock prices
getSymbols("CL=F", from = "2000-08-01", to = "2021-07-31", src = 'yahoo', periodicity = 'daily')
output <- aggregate(CL=F$CL=F.Close, list(format(index(MSFT), "%Y-%m")), mean)
有人知道如何绕过这个问题吗?非常感谢!
具有特殊字符的对象名称可以后引。此外,如果有NA
值,则指定na.rm = TRUE
和na.action = NULL
,因为如果的任何列中有NA
,则aggregate
可以删除整行
out <- aggregate(`CL=F`$`CL=F.Close`, list(format(index(`CL=F`), "%Y-%m")),
mean, na.rm = TRUE, na.action = NULL)
-输出
> head(out)
2000-08 32.54571
2000-09 33.87100
2000-10 32.97318
2000-11 34.26450
2000-12 28.35500
2001-01 29.26667
> tail(out)
2021-02 59.06105
2021-03 62.35739
2021-04 61.70381
2021-05 65.15700
2021-06 71.35273
2021-07 72.43048