使用doParallel和foreach的函数出错

Question

我正在尝试重现我找到的下载交易数据的代码，它本应该运行良好，但当我运行此函数时，我遇到了一个错误，我找不到解决方案。这是：

Get_Candlesticks <- function(
pairs, interval, startTime, endTime, path_save = NULL){
# Download all trading pairs for the specified period
start_timer <- Sys.time()
data <- foreach(i = pairs, .packages = c("httr", "foreach"),
.export = c("Binance_Candlesticks_Historical", "Binance_Candlesticks_Timed")) %dopar% { 
response <- Binance_Candlesticks_Historical(symbol = i, interval = interval,
startTime = startTime, endTime = endTime)
if(nrow(response) == 0){
stop(paste0("Trading pair ", i, " has no data for this period!")) 
}
cat(paste0("Trading pair ", i, " downloaded."))
return(response) 
}
names(data) <- pairs
end_timer <- Sys.time()
time_taken <- end_timer - start_timer
cat(paste0("Downloaded ", length(pairs), " trading pairs in"), time_taken, "n")
# If no path for saving is provided, download data to R object
if(is.null(path_save)){
cat(paste0("All ", length(pairs), " pairs downloaded as R object."), "n")
return(data) }
# If path for saving is provided, save data to path
else {
foreach(i = pairs) %dopar% {
# Download data
temp_data <- data[[i]]
# Save the candlesticks for current the trading pair
write.csv(
x = temp_data,
file = file.path(path_save, paste0(i, ".csv")), row.names = FALSE, quote = TRUE
)
cat(paste0("Trading pair ", i, " saved as .csv file.")) }
cat(paste0("All ", length(pairs), " pairs saved to ", path_save), "n")
return(time_taken) 
}
}

当我调用函数时：

Get_Candlesticks(pairs="BTCUSDT",interval="1m",startTime="2021-01-01", endTime="2021-01-02",path_save=NULL)

我得到这个错误：

Error in { : 
task 1 failed - "non-numeric argument to binary operator"
Called from: e$fun(obj, substitute(ex), parent.frame(), e$data)

为了完整起见，这是上面函数调用的两个函数：

library (dplyr) # Data Manipulation 
library (magrittr)  # Pipe - Operators 
library (tidyr) # Data Tidying
library (reshape2 ) # Data Reshaping 
library (tibble)    # Data Frame Format 
library (readr) # Read Data
library (foreach)   # Iterative Computing
library (doParallel)    # Parallel Backend for foreach 
library (compiler)  # Byte Code Compiler
library (purrr) # Functional Programming
library (anytime)
library (lubridate)
# Binance candlesticks Timed
Binance_Candlesticks_Timed <- function( symbol, interval, startTime){
# Set URL to API endpoint
api_url <- "https://api.binance.com" 
req_url <- "api/v1/klines"
# Define the parameters for the API call
params <- list(symbol = symbol, interval = interval,
startTime = startTime)
response <- content(GET(api_url, path = req_url, query = params))
# Restructure the response
response_df <- as.data.frame(
foreach(i = 1:length(response), .combine = rbind) %do% {
foreach(j = 1:12, .combine = c) %do% {
response[[i]][j] }
}
, stringsAsFactors = FALSE, row.names = FALSE)
# Filter and name the response
response_df <- response_df[,-12]
cols_numeric <- c(1,2,3,4,5,6, 7 ,8,9,10,11)
response_df[, cols_numeric] = apply(response_df[, cols_numeric], 2, function(x) as.numeric(x))
colnames(response_df) <- c("Open_time", "Open",
# Make the call
"High",
"Low",
"Close",
"Volume",
"Close_time", "Quote_asset_volume", "Number_of_trades", "Taker_buy_base_asset_volume", "Taker_buy_quote_asset_volume")
# Return the response
return(response_df) 
}
# Binance Candlesticks Historical
Binance_Candlesticks_Historical <- function(symbol, interval, startTime, endTime){
# Check inputs
if(endTime - startTime <= 0) stop("startTime must be before endTime!") 
# Initial data setup
data <- Binance_Candlesticks_Timed(symbol = symbol, interval = interval, startTime = startTime) 
# Set start time for while loop
next_startTime <- startTime + 60000000
# Get all full api calls
while(next_startTime <= endTime){
next_data <- Binance_Candlesticks_Timed(symbol = symbol, interval = interval,
startTime = next_startTime) 
data <- rbind(data, next_data)
next_startTime <- next_startTime + 60000000
}
# Cut data to start and end time
data <- data[which(data$Open_time <= endTime),] 
return(data)
}

Answer 1

问题的根源是这一行。

while(next_startTime <= endTime)

因为在函数调用中，您将给出两个字符串。

Get_Candlesticks(pairs="BTCUSDT",
interval="1m",
startTime="2021-01-01", # this is a string
endTime="2021-01-02",   # this is a string
path_save=NULL)

如果您将函数调用更改为以下内容，则此错误将消失。

Get_Candlesticks(pairs = "BTCUSDT",
startTime = as.Date("2021-01-01"),  # Convert to date object.
endTime = as.Date("2021-01-02"),    # Convert to date object here too.
interval = "1m")

不幸的是，这会导致另一个错误。

Warning message:
In FUN(newX[, i], ...) : NAs introduced by coercion

当我们观察输出时，这实际上是正确的。

Trading pair BTCUSDT downloaded.Downloaded 1 trading pairs in 0.7909036 
All 1 pairs downloaded as R object. 
$BTCUSDT
Open_time Open High Low Close Volume Close_time Quote_asset_volume Number_of_trades Taker_buy_base_asset_volume
1     -1100   NA   NA  NA    NA     NA         NA                 NA               NA                          NA
Taker_buy_quote_asset_volume
1                           NA

原因是REST API确实期望开始和结束时间是时间戳，即整数。这可以通过将函数调用更改为以下内容来轻松完成。

Get_Candlesticks(pairs = "BTCUSDT",
startTime = as.numeric(as.Date("2021-01-01")),
endTime = as.numeric(as.Date("2021-01-02")),
interval = "1m")