Пакет R BatchGetSymbols не может получить последнюю дату - PullRequest
0 голосов
/ 07 мая 2020

Я использую пакет R BatchGetSymbols, чтобы получить цены акций на случайном подмножестве ниже. Я не понимаю, почему последняя дата, для которой он получает значения, - 1 мая 2020 года, тогда как текущая системная дата - 7 мая 2020 года. Вот мой воспроизводимый код.

library(BatchGetSymbols)
library(tidyverse)

# set dates
first.date <- Sys.Date() - 60
last.date <- Sys.Date()
freq.data <- 'daily'

# set tickers
tickers_test <- c("BXF.TO",
                  "CBH.TO",
                  "CBO.TO")

l.out <- BatchGetSymbols(tickers = tickers_test, 
                         first.date = first.date,
                         last.date = last.date, 
                         freq.data = freq.data)

Running BatchGetSymbols for:
   tickers =BXF.TO, CBH.TO, CBO.TO
   Downloading data for benchmark ticker
^GSPC | yahoo (1|1) | Found cache file
BXF.TO | yahoo (1|3) | Found cache file - Got 103% of valid prices | Looking good!
CBH.TO | yahoo (2|3) | Found cache file - Got 100% of valid prices | You got it!
CBO.TO | yahoo (3|3) | Found cache file - Got 100% of valid prices | Good stuff!> 

df <- bind_rows(l.out$df.tickers, .id = "column_label")

p <-
  ggplot(df, aes(x = ref.date, y = price.close))
p <- p +
  geom_line(aes(group = ticker, colour = ticker)) +
  theme(legend.position = "none")
p

max(df$ref.date)
[1] "2020-05-01"

last.date

[1] "2020-05-07"

Я пробовал добавление do.cache = FALSE, но с ошибкой ниже:

l.out <- BatchGetSymbols(tickers = tickers_test, 
                         first.date = first.date,
                         last.date = last.date, 
                         freq.data = freq.data,
                         cache.folder = my.temp.cache.folder, do.cache = FALSE)

Running BatchGetSymbols for:
   tickers =BXF.TO, CBH.TO, CBO.TO
   Downloading data for benchmark ticker
^GSPC | yahoo (1|1) - Error in download..
BXF.TO | yahoo (1|3) - Error in download..
CBH.TO | yahoo (2|3) - Error in download..
CBO.TO | yahoo (3|3) - Error in download..Warning messages:
1: Unknown or uninitialised column: `ticker`. 
2: Unknown or uninitialised column: `threshold.decision`. 
3: Unknown or uninitialised column: `ticker`. 
4: Unknown or uninitialised column: `price.adjusted`. 
5: Unknown or uninitialised column: `ticker`. 
6: Unknown or uninitialised column: `price.close`. 
7: Unknown or uninitialised column: `ticker`.

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