R语言版的cntrade措施

李春涛和张璇两位老师写了个名叫cntrade的stata措施，用来从网易财经网获取沪深两市股票日度行情数据。

我用R重写了这个措施，请看：

# cntrade R语言版 
# 作者：陈堰平（统计之都，[email protected]） 
# 利用网易股票数据接口 原stata版的作者为：
#   李春涛（中南财经政法大学，[email protected]） 
#   张璇（中南财经政法大学，[email protected]） 
# example: 
#   cntrade(c('600000', '000008'), path ='D:/stockprice', start = 20010104, end = 20120124)

cntrade <- function(tickers, path = "", start = 19910101, end = "") {

  address <- "http://quotes.money.163.com/service/chddata.html"
  field <- "&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP"

  if (path == "") {
    path <- getwd()
  }

  if (!file.exists(path)) {
    dir.create(path)
  }

  if (substr(path, nchar(path), nchar(path)) != "/") {
    path <- paste(path, "/", sep = "")
  }

  if (end == "") {
    year <- substr(Sys.time(), 1, 4)
    month <- substr(Sys.time(), 6, 7)
    day <- substr(Sys.time(), 9, 10)
    end <- paste(year, month, day, sep = "")
  }

  count <- 0
  tickers <- as.character(tickers)
  for (name in tickers) {
    while (nchar(name) < 6) {
      name <- paste("0", name, sep = "")
    }

    if (nchar(name) > 6) {
      warning(paste("invalid stock code: ", name, sep = ""))
      next
    }

    if (as.numeric(name) > 600000) {
      url <- paste(address, "?code=0", name, "&start=", start, "&end=", end, field, sep = "")
    } else {
      url <- paste(address, "?code=1", name, "&start=", start, "&end=", end, field, sep = "")
    }
    destfile <- paste(path, name, ".csv", sep = "")
    download.file(url, destfile, quiet = TRUE)
    count <- count + 1
  }

  if (count == 0) {
    cat("一个数据文件都没下载下来！\n")
  } else {
    cat("数据下载完成！\n")
    cat(paste("共下载", count, "个文件\n", sep = ""))
  }
}

挪用举例

cntrade(c('600000', '000001', '600810'), path = "d:\temp", start = 19990101, end = 20121231)
cntrade(c(600000, 000001, 600810))
cntrade('000002', start = 19990101)
cntrade(000002, end = 19990101)
cntrade(c(2, 16))


stata版的先容请看http://blog.sina.com.cn/s/blog_6af14ae20101ggnz.html