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r - 使用 Quantmod 从雅虎财经下载数据失败

问题描述

我试图从以下Yahoo finance使用Quantmod包中下载数据，但未能获取任何数据。

library(quantmod)
> get(getSymbols("^FTSE"))
Error in get(getSymbols("^FTSE")) : object '^FTSE' not found
In addition: Warning message:
^FTSE contains missing values. Some functions will not work if objects contain missing values in the middle of the series. Consider using na.omit(), na.approx(), na.fill(), etc to remove or replace them.

任何想法为什么它失败将不胜感激。

以下是我的会话信息

> sessionInfo()
R version 3.6.0 (2019-04-26)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.2 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1

locale:
 [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8       
 [4] LC_COLLATE=C.UTF-8     LC_MONETARY=C.UTF-8    LC_MESSAGES=C.UTF-8   
 [7] LC_PAPER=C.UTF-8       LC_NAME=C              LC_ADDRESS=C          
[10] LC_TELEPHONE=C         LC_MEASUREMENT=C.UTF-8 LC_IDENTIFICATION=C   

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] quantmod_0.4-14 TTR_0.23-4      xts_0.11-2      zoo_1.8-5      

loaded via a namespace (and not attached):
[1] compiler_3.6.0  tools_3.6.0     curl_3.3        grid_3.6.0     
[5] lattice_0.20-38

标签： rtime-seriesquantmod

解决方案

我建议将auto.assign参数设置为FALSE. 然后，您可以将输出分配给getSymbols()您想要的任何对象。例如：

ftse <- getSymbols("^FTSE", auto.assign = FALSE)
head(ftse)
#            FTSE.Open FTSE.High FTSE.Low FTSE.Close FTSE.Volume FTSE.Adjusted
# 2007-01-02    6220.8    6312.5   6220.8     6310.9  1074946500        6310.9
# 2007-01-03    6310.9    6322.0   6296.0     6319.0  1606892700        6319.0
# 2007-01-04    6319.0    6319.0   6261.0     6287.0  1902875500        6287.0
# 2007-01-05    6287.0    6287.0   6220.1     6220.1  1622439300        6220.1
# 2007-01-08    6220.1    6246.0   6187.0     6194.2  1326700900        6194.2
# 2007-01-09    6194.2    6218.5   6190.4     6196.1  2143699600        6196.1

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