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@zachmayer
Last active May 31, 2017 21:01
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Get News
getNews <- function(symbol, number){
# Warn about length
if (number>300) {
warning("May only get 300 stories from google")
}
# load libraries
library(XML); library(plyr); library(stringr); library(lubridate);
library(xts); library(RDSTK)
# construct url to news feed rss and encode it correctly
url.b1 = 'http://www.google.com/finance/company_news?q='
url = paste(url.b1, symbol, '&output=rss', "&start=", 1,
"&num=", number, sep = '')
url = URLencode(url)
# parse xml tree, get item nodes, extract data and return data frame
doc = xmlTreeParse(url, useInternalNodes = TRUE)
nodes = getNodeSet(doc, "//item")
mydf = ldply(nodes, as.data.frame(xmlToList))
# clean up names of data frame
names(mydf) = str_replace_all(names(mydf), "value\\.", "")
# convert pubDate to date-time object and convert time zone
pubDate = strptime(mydf$pubDate,
format = '%a, %d %b %Y %H:%M:%S', tz = 'GMT')
pubDate = with_tz(pubDate, tz = 'America/New_york')
mydf$pubDate = NULL
#Parse the description field
mydf$description <- as.character(mydf$description)
parseDescription <- function(x) {
out <- html2text(x)$text
out <- strsplit(out,'\n|--')[[1]]
#Find Lead
TextLength <- sapply(out,nchar)
Lead <- out[TextLength==max(TextLength)]
#Find Site
Site <- out[3]
#Return cleaned fields
out <- c(Site,Lead)
names(out) <- c('Site','Lead')
out
}
description <- lapply(mydf$description,parseDescription)
description <- do.call(rbind,description)
mydf <- cbind(mydf,description)
#Format as XTS object
mydf = xts(mydf,order.by=pubDate)
# drop Extra attributes that we don't use yet
mydf$guid.text = mydf$guid..attrs = mydf$description = mydf$link = NULL
return(mydf)
}
news <- getNews('SPY',10)
news
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