R (rusquant)



  • The problem was that when the data were downloaded to Finham by the linewriters (MICEXOG, MICEXMUM) by the symbol "The" is recognized as the choice of column (The error in [.data.frame`(fr, (5:9)) : undefined columns selected(*)). Is there any way to cancel this symbol for a while?

    library(rusquant)
    date <- '2016-01-01'
    

    getSymbols("MICEXM&M",from=date, src = "Finam")
    Industry <- MICEXMM #Не скачивается и выдает ошибку(*)

    getSymbols('MICEXFNL',from=date, src = "Finam")
    Finance <- MICEXFNL #Все проходит идеально



  • It's like this.

        > getSymbols.Finam(Symbols = 'MICEXM&M',  verbose = FALSE,  warnings = TRUE, auto.assign = TRUE, from = "2016-01-01") 
     Ошибка в `[.data.frame`(fr, , (5:9)) :undefined columns selected
    > traceback()
    7: stop("undefined columns selected")
    6: `[.data.frame`(fr, , (5:9))
    5: fr[, (5:9)]
    4: as.matrix(fr[, (5:9)])
    3: apply(as.matrix(fr[, (5:9)]), 2, as.numeric)
    2: xts(apply(as.matrix(fr[, (5:9)]), 2, as.numeric),     as.Date(strptime(fr[, 
       3], "%Y%m%d")), src = "finam", updated = Sys.time())
    1: getSymbols.Finam(Symbols = "MICEXM&M", verbose = FALSE, warnings = TRUE, 
       auto.assign = TRUE, from = "2016-01-01")
    

    Let's turn it on.

    > getSymbols.Finam(Symbols = 'MICEXM&M',  verbose = TRUE,  warnings = TRUE, auto.assign = TRUE, from = "2016-01-01")
    downloading  MICEXM&M .....
    

    /table.csv?d=d&market=1&f=table&e=.csv&dtf=1&tmf=1&MSOR=0&sep=1&sep2=1&at=1&p=8&em=18886&df=1&mf=0&yf=2016&dt=18&mt=10&yt=2016&cn=MICEXM&Mпробую URL 'http://export.finam.ru/table.csv?d=d&market=1&f=table&e=.csv&dtf=1&tmf=1&MSOR=0&sep=1&sep2=1&at=1&p=8&em=18886&df=1&mf=0&yf=2016&dt=18&mt=10&yt=2016&cn=MICEXM&M&datf=1'
    Content type 'finam/expotfile' length unknown
    .......... .......
    downloaded 17 KB

    done.
    Ошибка в [.data.frame(fr, , (5:9)) :undefined columns selected

    Turning to the established url, it is true that a file of _ is received without the name of the indicators (less first line) with 7 columns.

    20160104,000000,3775.4600000,3780.5300000,3732.3100000,3732.9500000,1790746616
    20160105,000000,3723.6200000,3793.4300000,3718.2100000,3793.4300000,2108887779
    20160106,000000,3786.8100000,3829.9700000,3782.0200000,3818.0500000,3002195690
    -----8<-----

    "The Free Place" is an indication at the end of the url of the non-mandatory "cn=MICEXM GuideM"

    It's supposed to be "treat" by name, because there's a line in the code getSymbols. Finam

    Symbols.name <- getSymbolLookup()[[Symbols[[i]]]]$name

    That's what it's supposed to be:

     setSymbolLookup(QQQQ='yahoo',DIA='MySQL')

    PS Unless I'm confused with the logic of using pseudonyms. It's logical to take them out instead of originals as a mark... To the worst end, just throwing that name out, the downloaded file remains the name of the turf-table indicator.


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