getSP100.R

#パッケージ・インストール
pack <- c("rvest", "quantmod", "magrittr", "tidyr", "tidyverse", "plotly", "gapminder", "dygraphs", "htmltools")
install.packages(pack[!(pack %in% unique(rownames(installed.packages())))])

#ロード
for(n in 1:length(pack)){ eval(parse(text = paste0("library(", pack[n], ")"))) }; rm("n", "pack")

#Get list
getSP100_list <- function(nodes1=3){
  SP100_url <- "https://en.wikipedia.org/wiki/S%26P_100"
  #browseURL(SP100_url)
  
  SP100 <- SP100_url %>%
    read_html() %>%
    html_nodes("table") %>%
    .[[nodes1]] %>%
    html_table
  SP100.d <- data.frame(SP100[,c("Name", "Symbol", "Sector")])
  colnames(SP100.d) <- c("Company", "Ticker", "Sector")
  return(SP100.d)
}


SP100_ChartData <- function(Dat, term=c("2022-01-01", "2022-12-31")){
  #Dat=SP100List; term=c("2022-01-01", "2022-12-31")
  Dat <- Dat[!grepl("GOOG$", Dat$Ticker),]
  Dat$Ticker <- sub("[.]B$", "-B", Dat$Ticker)
  Ticker <- Dat$Ticker
  
  #Tickerリストの定義
  List <- as.character(Ticker)

  #実行
  quantmod::getSymbols(List, src = "yahoo", verbose = T, from = term[1], to=term[2])
  #quantmod::getSymbols("BRK-B")
  
  #空のデータフレームの作成
  m <- max(c(nrow(get(List[1])), nrow(get(List[2])), nrow(get(List[3])), nrow(get(List[4]))))
  stock <- data.frame(matrix(NA, nrow=m, ncol=length(List)))
  rownames(stock) <- rownames(data.frame(get(List[1])))
  colnames(stock) <- List
  #head(stock)
  
  #データの代入
  for(n in seq_len(length(List))){
    a <- as.numeric(get(List[n])[,4])
    if(length(a) == m){
      stock[,n] <- a
    }
  }
  
  #変数削除
  rm(list = List)
  
  #NA列を除く
  stock0 <- stock[,apply(stock, 2, function(x){sum(is.na(x))}) == 0]
  List01 <- Dat[apply(stock, 2, function(x){sum(is.na(x))}) == 0,]
  
  #データ取得完了
  #head(stock0)
  #head(List01)
  
  #年初時の株価を １００ に補正
  stock.c <- stock0
  for(n in 1:ncol(stock0)){
    stock.c[,n] <- as.numeric(stock0[,n])/as.numeric(stock0[1,n])*100  
  }
  #head(stock.c)
  
  #データの行列を入れ替える
  stock.t <- t(stock.c)
  #head(stock.t)
  
  #stock01 <- data.frame(Ticker=List01$Company, Sector=List01$Sector, stock.t)
  #stock01 <- data.frame(Ticker=paste0(List01$Company, "(", List01$Ticker, ")"), Sector=List01$Sector, stock.t)
  stock01 <- data.frame(Company=List01$Company, Ticker=List01$Ticker, Sector=List01$Sector, stock.t)

  rownames(stock01) <- 1:nrow(stock01)
  #head(stock01)
  stock02 <- stock01
  
  stock03 <- gather(stock02, key="date", value="close", -c(Company, Ticker, Sector)) 
  stock03$date <- sub("X", "", stock03$date)
  stock03$date <- gsub("\\.", "/", stock03$date)
  stock03$date <- paste0(stock03$date, "-16-00-00")
  #head(stock03)
  
  #日時列に変える
  stock03$date  <- as.Date(stock03$date)
  
  #株価の変動幅から、カラーを決める
  #head(stock03)
  stock03$dclose <- stock03$close - 100
  stock03$dclose2 <- NA
  colfunc <- grDevices::colorRampPalette(c("brown3", "white", "darkgreen"))
  a <- colfunc(18)
  
  b1 <- seq(min(stock03$dclose)-10, 0, length.out=9)
  b2 <- seq(0, max(stock03$dclose)+10, length.out=9)
  b3 <- c(b1, b2[-1])
  
  for(n in length(b3):1){
    stock03$dclose2[stock03$dclose < b3[n]] <- a[n]  
  }
  
  
  #ranking
  stock03$ranking <- NA
  #head(stock03)
  ab <- unique(stock03$date)
  for(l in 1:length(ab)){
    #l <- 1
    if(l == 1){
      bc <- stock03$date == ab[l]
      stock03[bc,]$ranking <- 1:nrow(List01)
    }else{
      #l <- 2
      bc <- stock03$date == ab[l]
      cd <- order(stock03[bc,]$close, decreasing = T)
      for(k in 1:nrow(List01)){
        stock03[bc,]$ranking[cd[k]] <- k
      } 
    }
  }
  
  return(stock03)
  #head(stock03)
  #table(stock03$ranking)
  #table(stock03$date)
}


SP100_ChartData_mod <- function(Dat, dig=1, top=100){
  #Dat=ChartData; dig=1; top=100
  
  Dat$CompanyTicker <- paste0(Dat$Company, " (", Dat$Ticker, ")")
  Dat$CompanySector <- paste0(Dat$Company, " (", Dat$Sector, ")")
  
  Dat <- Dat[order(Dat$CompanyTicker, decreasing = F),]
  Dat$close <- round(Dat$close, digits=dig)
  Dat$dclose <- round(Dat$dclose, digits=dig)
  if(top > 0){
    Dat0 <- Dat[Dat$ranking <= top,] 
  }else{
    Dat0 <- Dat[c(Dat$ranking >= max(Dat$ranking) + top),]
  }
  
  #head(Dat)
  Dat0 <- Dat0[,c("Company", "Ticker", "Sector", "CompanyTicker","CompanySector",
                  "date", "close", "dclose", "dclose2", "ranking")]
  
  rownames(Dat0) <- 1:nrow(Dat0)
  #head(Dat0)
  return(Dat0)
}