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--豢豌: http://henryquant.blogspot.com/2018/11/r.html
library(lubridate)
library(httr)
library(rvest)
library(xts)

  tick = "069500"
  url = paste0("https://fchart.stock.naver.com/sise.nhn?symbol=",tick,"&timeframe=day&count=10000&requestType=0")
  data = GET(url) %>%
    read_html %>%
    html_nodes("item") %>%
    html_attr("data") %>%
    strsplit("\\|")
  
  data = lapply(data, function(x) {
    x[c(1, 5)] %>% t() %>% data.frame()
  })
  
  data = do.call(rbind, data)
  
  data[,2] = as.numeric(as.character(data[,2]))
  KODEX200 <- xts(data[2], order.by=as.Date(ymd(data[,1])))
  colnames(KODEX200) <-"KODEX200.Adjusted"
  head(KODEX200)


if(1==1){
  ticker <- c("SPY", "IEF")
  #ticker_names <- c("KOSPI200", "S&P500", "IEF", "IEF.KO", "Dallar", "SHY.KO")
  #symbols <- ticker_names
  symbols <- ticker

  getSymbols(symbols, from="2000-01-01", to=today())
  getSymbols('DEXKOUS', src='FRED')
  #KODEX200 <- tqk_get(x="069500", from="2000-01-01", to=today())

  
  
  tmp <- data.frame(Ad=c(coredata(DEXKOUS)), dt=index(DEXKOUS))
  DEXKOUS <- xts(tmp$Ad, order.by=tmp$dt)
  colnames(DEXKOUS) <-"DEXKOUS.Adjusted"

  
  #KODEX200 <- xts(KODEX200$adjusted, order.by=KODEX200$date)
  #colnames(KODEX200) <-"KODEX200.Adjusted"
  #head(KODEX200)
  
  tick = "069500"
  url = paste0("https://fchart.stock.naver.com/sise.nhn?symbol=",tick,"&timeframe=day&count=10000&requestType=0")
  data = GET(url) %>%
    read_html %>%
    html_nodes("item") %>%
    html_attr("data") %>%
    strsplit("\\|")
  
  data = lapply(data, function(x) {
    x[c(1, 5)] %>% t() %>% data.frame()
  })
  
  data = do.call(rbind, data)
  
  data[,2] = as.numeric(as.character(data[,2]))
  KODEX200 <- xts(data[2], order.by=as.Date(ymd(data[,1])))
  colnames(KODEX200) <-"KODEX200.Adjusted"
  head(KODEX200)
  
  ticker <- c("KODEX200", ticker, "DEXKOUS")
  symbols <- ticker
  ticker_names <- ticker
  
  

  
  #getSymbols(symbols, from= today()-365*2, to = today(), src = 'yahoo')
  prices <- do.call(cbind, lapply(symbols, function(x) Ad(get(x))))
  prices <- na.omit(prices)
  names(prices) <- symbols
  head(prices);tail(prices,20)
  
  tmp <- prices
  tmp$SPY <- tmp$SPY * tmp$DEXKOUS
  tmp$IEF <- tmp$IEF * tmp$DEXKOUS
  head(tmp)
  
  #prices2 <- prices
  #prices <- window(prices, start=as.Date("2019-01-01"), end=today())
  rets <- Return.calculate(tmp) %>% na.omit()
  names(rets) <- symbols
  head(rets)
  stock_cnt <- length(symbols)
  
  
  # rets鐃緒申 prices鐃緒申 鐃緒申促鐃緒申 鐃緒申鐃緒申鐃緒申.
  prices <- window(prices, start=index(head(rets, 1)), end=index(tail(rets, 1)))
  #head(rets);head(prices);tail(prices)
  
  ep = endpoints(prices, on = 'months')
  lookback = 13
  wt_zero = rep(0, stock_cnt) %>% setNames(colnames(rets))
  
}
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