Created
December 6, 2012 14:42
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获取上海期货交易所数据
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| # 获取上海期货交易所数据 | |
| # 接口举例 http://www.shfe.com.cn/dailydata/kx/kx20121206.html | |
| require(XML) | |
| require(stringr) | |
| shfeDatabase <- NULL | |
| for (date in dates) { | |
| str <- "http://www.shfe.com.cn/dailydata/kx/kx" | |
| url <- paste(str, date, ".html", sep = "") | |
| if(!url.exists(url)){ | |
| next | |
| }else{ | |
| text <- htmlParse(url, encoding = "gb2312") | |
| node <- getNodeSet(text, "//table[@id='tableInstrument']//td[@class='a1']") | |
| data <- sapply(node, xmlValue) | |
| data <- iconv(data, "UTF-8", "UTF-8") | |
| data <- str_trim(data) | |
| m <- matrix(data, nc = 13, byrow = T) | |
| m <- data.frame(m) | |
| if (nrow(m) == 1) { | |
| next | |
| } else{ | |
| m <- cbind(m, date) | |
| colnames(m) <- c("品种", "交割月", "前结算", "今开盘", "最高价", "最低价", "收盘价", "结算价", "涨跌1", "涨跌2", "成交手", "持仓手", "变化", "date") | |
| m <- m[(m[, 2] != "小计") & (m[, 1] != "总计"), ] | |
| for (i in 2:nrow(m)) { | |
| if (m[i, 1] == "") | |
| m[i, 1] <- m[i - 1, 1] | |
| } | |
| m[m == ""] <- NA | |
| fileName <- paste("shfe", date, ".csv", sep = "") | |
| if(!file.exists(fileName)){ | |
| write.csv(m, fileName, row.names = FALSE) | |
| } | |
| shfeData <- read.csv(fileName) | |
| if (is.null(shfeDatabase)) { | |
| shfeDatabase <- shfeData | |
| } else { | |
| shfeDatabase <- rbind(shfeDatabase, shfeData) | |
| } | |
| } | |
| } | |
| } |
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但是网页的格式也一直在变，不能保证每天的数据都能扒下来