RFinanceYJで取得したデータをxtsに変換する

RFinanceYJで、xts型のデータを返す関数を追加するためのメモ

インストールと読み込み

> install.packages("xts")
> library(xts)
 要求されたパッケージ zoo をロード中です

サンプルデータ

> data(sample_matrix)
> head(sample_matrix)
               Open     High      Low    Close
2007-01-02 50.03978 50.11778 49.95041 50.11778
2007-01-03 50.23050 50.42188 50.23050 50.39767
2007-01-04 50.42096 50.42096 50.26414 50.332362007-01-05 50.37347 50.37347 50.22103 50.33459
2007-01-06 50.24433 50.24433 50.11121 50.18112
2007-01-07 50.13211 50.21561 49.99185 49.99185
> sample.xts <- as.xts(sample_matrix, descr='Sample Data !')
> class(sample.xts)
[1] "xts" "zoo"
> str(sample.xts)
An ‘xts’ object from 2007-01-02 to 2007-06-30 containing:
  Data: num [1:180, 1:4] 50 50.2 50.4 50.4 50.2 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:4] "Open" "High" "Low" "Close"
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  xts Attributes:  
List of 1
 $ descr: chr "Sample Data !"

RFinanceYJで取ったデータをxtsに

> library(RFinanceYJ)
 要求されたパッケージ XML をロード中です 

> yj <- quoteStockTsData("4689.t")
> head(yj)
         date  open height   low close volume61 2010-12-21 32150  32500 32150 32350  44899
60 2010-12-22 32250  32450 31950 32100  63865
59 2010-12-24 31800  32050 31750 31900  66397
58 2010-12-27 32100  32200 31800 31850  36607
57 2010-12-28 31700  31850 31650 31800  25469
56 2010-12-29 31650  32000 31650 31950  22166

> yj.matrix <- as.matrix(yj[,-1])> colnames(yj.matrix) <- c("Ope", "High", "Low", "Close", "Volume")
> rownames(yj.matrix) <- as.character(yj$date)
> yj.xts <- as.xts(yj.matrix, descr='Yahoo! Japan Stock Data')
> str(yj.xts)
An ‘xts’ object from 2010-12-21 to 2011-03-23 containing:
  Data: num [1:61, 1:5] 32150 32250 31800 32100 31700 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL  ..$ : chr [1:5] "Ope" "High" "Low" "Close" ...
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  xts Attributes:  
List of 1
 $ descr: chr "Yahoo! Japan Stock Data"

> head(yj.xts)
             Ope  High   Low Close Volume
2010-12-21 32150 32500 32150 32350  44899
2010-12-22 32250 32450 31950 32100  63865
2010-12-24 31800 32050 31750 31900  66397
2010-12-27 32100 32200 31800 31850  36607
2010-12-28 31700 31850 31650 31800  25469
2010-12-29 31650 32000 31650 31950  22166

出来た！

参考