Я использую tq_get из пакета tidyquant. ТО ЖЕ заклинание дает данные с разными временными диапазонами. Почему это?
Вот пример: -
library(tidyquant)
> tq_get("AACG")
# A tibble: 2,666 x 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 AACG 2010-01-04 4.65 4.75 4.65 4.7 1100 4.7
2 AACG 2010-01-05 4.74 4.74 4.65 4.65 300 4.65
3 AACG 2010-01-06 4.51 4.51 4.51 4.51 100 4.51
4 AACG 2010-01-07 4.52 4.52 4.52 4.52 200 4.52
5 AACG 2010-01-08 4.74 4.75 4.53 4.75 1700 4.75
6 AACG 2010-01-11 4.75 4.75 4.25 4.3 8800 4.3
7 AACG 2010-01-12 4.3 4.3 4.3 4.3 0 4.3
8 AACG 2010-01-13 4.52 4.52 4.49 4.49 400 4.49
9 AACG 2010-01-14 4.32 4.32 4.32 4.32 200 4.32
10 AACG 2010-01-15 4.42 4.5 4.42 4.45 2800 4.45
# … with 2,656 more rows
> tq_get("AACG")
# A tibble: 356 x 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 AACG 2019-03-11 1.08 1.1 1.08 1.08 32100 1.08
2 AACG 2019-03-12 1.08 1.09 1.05 1.05 20200 1.05
3 AACG 2019-03-13 1.06 1.08 1.04 1.07 23100 1.07
4 AACG 2019-03-14 1.06 1.11 1.06 1.08 29900 1.08
5 AACG 2019-03-15 1.06 1.08 1.04 1.04 30900 1.04
6 AACG 2019-03-18 1.07 1.07 1.03 1.07 48800 1.07
7 AACG 2019-03-19 1.08 1.08 1 1.06 122800 1.06
8 AACG 2019-03-20 1.04 1.04 1 1.01 41000 1.01
9 AACG 2019-03-21 1.01 1.03 1.01 1.03 10200 1.03
10 AACG 2019-03-22 1.03 1.03 1 1.03 29100 1.03
# … with 346 more rows
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Почему tq_get возвращает данные за 2010/2019 для того же заклинания? Кто-нибудь может мне помочь?
Вот мой sessionInfo @ akrun. Это проблема версии? Следует ли мне попробовать обновить мой tidyquant или получить последнюю версию R?
> sessionInfo()
R version 3.6.2 (2019-12-12)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.3 LTS
Matrix products: default
BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so
locale:
[1] LC_CTYPE=en_IN LC_NUMERIC=C LC_TIME=en_IN
[4] LC_COLLATE=en_IN LC_MONETARY=en_IN LC_MESSAGES=en_IN
[7] LC_PAPER=en_IN LC_NAME=C LC_ADDRESS=C
[10] LC_TELEPHONE=C LC_MEASUREMENT=en_IN LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] readxl_1.3.1 forcats_0.4.0
[3] stringr_1.4.0 dplyr_1.0.1
[5] purrr_0.3.3 readr_1.3.1
[7] tidyr_1.1.1 tibble_3.0.3
[9] ggplot2_3.2.1 tidyverse_1.3.0
[11] tidyquant_1.0.1 quantmod_0.4-15
[13] TTR_0.23-6 PerformanceAnalytics_2.0.4
[15] xts_0.12-0 zoo_1.8-7
[17] lubridate_1.7.4
loaded via a namespace (and not attached):
[1] Rcpp_1.0.3 lattice_0.20-38 class_7.3-15 utf8_1.1.4
[5] assertthat_0.2.1 ipred_0.9-9 R6_2.4.1 cellranger_1.1.0
[9] backports_1.1.5 reprex_0.3.0 httr_1.4.1 pillar_1.4.6
[13] rlang_0.4.7 lazyeval_0.2.2 curl_4.3 rstudioapi_0.10
[17] rpart_4.1-15 Matrix_1.2-18 splines_3.6.2 gower_0.2.2
[21] timetk_2.2.0 munsell_0.5.0 broom_0.5.3 compiler_3.6.2
[25] modelr_0.1.5 pkgconfig_2.0.3 nnet_7.3-12 tidyselect_1.1.0
[29] prodlim_2019.11.13 quadprog_1.5-8 fansi_0.4.1 crayon_1.3.4
[33] dbplyr_1.4.2 withr_2.1.2 MASS_7.3-51.5 recipes_0.1.13
[37] grid_3.6.2 Quandl_2.10.0 nlme_3.1-143 jsonlite_1.6
[41] gtable_0.3.0 lifecycle_0.2.0 DBI_1.1.0 magrittr_1.5
[45] scales_1.1.0 cli_2.0.1 stringi_1.4.6 fs_1.3.1
[49] timeDate_3043.102 xml2_1.2.2 ellipsis_0.3.0 generics_0.0.2
[53] vctrs_0.3.2 lava_1.6.7 tools_3.6.2 glue_1.4.1
[57] hms_0.5.2 survival_3.1-8 colorspace_1.4-1 rvest_0.3.5
[61] haven_2.2.0
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@ Matt, функция «from», похоже, также не работает с повторяющимися заклинаниями. Пожалуйста, посмотрите это (это дает мне данные за 2018 год / данные за 2019 год): -
> tq_get("AACG",from = "2018-01-01")
# A tibble: 653 x 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 AACG 2018-01-02 4.65 5.5 4.65 5.43 44800 5.43
2 AACG 2018-01-03 5.33 5.34 5.15 5.34 3000 5.34
3 AACG 2018-01-04 5.22 5.45 5.22 5.4 11100 5.4
4 AACG 2018-01-05 5.39 5.72 5.21 5.4 17400 5.4
5 AACG 2018-01-08 5.49 5.5 5.27 5.27 2600 5.27
6 AACG 2018-01-09 5.3 5.33 5.3 5.32 2500 5.32
7 AACG 2018-01-10 5.22 5.51 5.22 5.31 1800 5.31
8 AACG 2018-01-11 5.39 5.49 5.15 5.15 3400 5.15
9 AACG 2018-01-12 5.25 5.5 5.25 5.49 6300 5.49
10 AACG 2018-01-16 5.55 5.65 5.55 5.62 17000 5.62
# … with 643 more rows
> tq_get("AACG",from = "2018-01-01")
# A tibble: 356 x 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 AACG 2019-03-11 1.08 1.1 1.08 1.08 32100 1.08
2 AACG 2019-03-12 1.08 1.09 1.05 1.05 20200 1.05
3 AACG 2019-03-13 1.06 1.08 1.04 1.07 23100 1.07
4 AACG 2019-03-14 1.06 1.11 1.06 1.08 29900 1.08
5 AACG 2019-03-15 1.06 1.08 1.04 1.04 30900 1.04
6 AACG 2019-03-18 1.07 1.07 1.03 1.07 48800 1.07
7 AACG 2019-03-19 1.08 1.08 1 1.06 122800 1.06
8 AACG 2019-03-20 1.04 1.04 1 1.01 41000 1.01
9 AACG 2019-03-21 1.01 1.03 1.01 1.03 10200 1.03
10 AACG 2019-03-22 1.03 1.03 1 1.03 29100 1.03
# … with 346 more rows
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