Re: [R] quantmod getOptionChain Not Work
On a Unix-alike system, if you have an svn client installed, it
suffices to type
svn checkout svn://svn.r-forge.r-project.org/svnroot/quantmod/
at a command prompt -- then use R CMD install on the pkg/ directory to
install the new version. No idea how to do it on Windows
Michael
On Sun, Apr 8, 2012 at 7:11 PM, Sparks, John James jspa...@uic.edu wrote:
Michael,
I have not had time to look at this for a while but still wanted to say
thanks for looking into it and sending this solution.
By the way, Jeff mentioned that the version of quantmod on the SVN
(0.3.18) works for this. I tried to figure out how to download that
version, but found the documentation on SVN's quite confusing. Is there
anyway that you could make that version available?
Much appreciated.
--John Sparks
On Fri, March 23, 2012 5:55 pm, R. Michael Weylandt wrote:
Sorry about that: two small mistakes and I imagine there are a few
more I've missed. This should actually work:
###
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - sapply(tableIn[,-2], function(x)
as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
tableOut
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems useless ?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
list(calls = clean.opt.table(optURL[[10]]),
puts = clean.opt.table(optURL[[14]]),
symbol = Symbols)
}
On Fri, Mar 23, 2012 at 6:44 PM, R. Michael Weylandt
michael.weyla...@gmail.com wrote:
I just got around to taking a look at this, but below is a fix. It
seems like yahoo finance redesigned the page and rather than reparsing
all their HTML, I'll use Duncan TL's XML package to make life happier.
(I loathe HTML parsing)
This isn't thoroughly tested and it'll break if yahoo redesigns things
again (I hardcode the table numbers for now) but it seems to work well
enough. Let me know if you have any errors with it. If Jeff likes it,
it should be a drop-in replacement for the getOptionChain.yahoo for
quantmod with a name change.
Feedback welcome,
Michael
#
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
áparse.expiry - function(x) {
á áif(is.null(x))
á á áreturn(NULL)
á áif(inherits(x, Date) || inherits(x, POSIXt))
á á áreturn(format(x, %Y-%m))
á áif (nchar(x) == 5L) {
á á áx - sprintf(substring(x, 4, 5), match(substring(x,
á á á á á á á á á á á á á á á á á á á á á á á á á á á 1, 3),
month.abb), fmt = 20%s-%02i)
á á}
á áelse if (nchar(x) == 6L) {
á á áx - paste(substring(x, 1, 4), substring(x, 5, 6),
á á á á á á á á sep = -)
á á}
á áreturn(x)
á}
áclean.opt.table - function(tableIn){
á átableOut - lapply(tableIn[,-2], function(x)
as.numeric(gsub(,,,x)))
á árownames(tableOut) - tableIn[,2]
á}
áif(missing(Exp))
á áoptURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
áelse
á áoptURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
áif(!missing(Exp) is.null(Exp)) {
á áoptPage - readLines(optURL)
á áoptPage - optPage[grep(View By Expiration, optPage)]
á áallExp - gregexpr(m=, optPage)[[1]][-1] + 2
á áallExp - substring(optPage, allExp, allExp + 6)
á áallExp - allExp[seq_len(length(allExp)-1)] # Last one seems
useless ? Always true?
á áreturn(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
á}
ástopifnot(require(XML))
áoptURL - readHTMLTable(optURL)
á# Not smart to hard code these but it's a 'good-enough' hack for now
á# Also, what is table 9 on this page?
áCALLS - optURL[[10]]
áPUTS - optURL[[14]]
álist(calls =
Re: [R] quantmod getOptionChain Not Work
Michael,
I have not had time to look at this for a while but still wanted to say
thanks for looking into it and sending this solution.
By the way, Jeff mentioned that the version of quantmod on the SVN
(0.3.18) works for this. I tried to figure out how to download that
version, but found the documentation on SVN's quite confusing. Is there
anyway that you could make that version available?
Much appreciated.
--John Sparks
On Fri, March 23, 2012 5:55 pm, R. Michael Weylandt wrote:
Sorry about that: two small mistakes and I imagine there are a few
more I've missed. This should actually work:
###
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - sapply(tableIn[,-2], function(x)
as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
tableOut
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems useless ?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
list(calls = clean.opt.table(optURL[[10]]),
puts = clean.opt.table(optURL[[14]]),
symbol = Symbols)
}
On Fri, Mar 23, 2012 at 6:44 PM, R. Michael Weylandt
michael.weyla...@gmail.com wrote:
I just got around to taking a look at this, but below is a fix. It
seems like yahoo finance redesigned the page and rather than reparsing
all their HTML, I'll use Duncan TL's XML package to make life happier.
(I loathe HTML parsing)
This isn't thoroughly tested and it'll break if yahoo redesigns things
again (I hardcode the table numbers for now) but it seems to work well
enough. Let me know if you have any errors with it. If Jeff likes it,
it should be a drop-in replacement for the getOptionChain.yahoo for
quantmod with a name change.
Feedback welcome,
Michael
#
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - lapply(tableIn[,-2], function(x)
as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems
useless ? Always true?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
CALLS - optURL[[10]]
PUTS - optURL[[14]]
list(calls = CALLS, puts = PUTS, symbol = Symbols)
}
###
On Sun, Mar 4, 2012 at 2:18 PM, Sparks, John James jspa...@uic.edu
wrote:
Dear R Helpers,
I am still having trouble with the getOptionChain command in quantmod.
I
have the latest version of quantmod, etc. so I was under the impression
that the problem was
Re: [R] quantmod getOptionChain Not Work
I just got around to taking a look at this, but below is a fix. It
seems like yahoo finance redesigned the page and rather than reparsing
all their HTML, I'll use Duncan TL's XML package to make life happier.
(I loathe HTML parsing)
This isn't thoroughly tested and it'll break if yahoo redesigns things
again (I hardcode the table numbers for now) but it seems to work well
enough. Let me know if you have any errors with it. If Jeff likes it,
it should be a drop-in replacement for the getOptionChain.yahoo for
quantmod with a name change.
Feedback welcome,
Michael
#
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - lapply(tableIn[,-2], function(x) as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems
useless ? Always true?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
CALLS - optURL[[10]]
PUTS - optURL[[14]]
list(calls = CALLS, puts = PUTS, symbol = Symbols)
}
###
On Sun, Mar 4, 2012 at 2:18 PM, Sparks, John James jspa...@uic.edu wrote:
Dear R Helpers,
I am still having trouble with the getOptionChain command in quantmod. I
have the latest version of quantmod, etc. so I was under the impression
that the problem was solved with updates to the package.
If someone could let me know what I need to install in order to make this
work, I would really appreciate it.
My error message as session info are shown below. Thanks a bunch.
--John Sparks
R version 2.14.2 (2012-02-29)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
States.1252 LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] pomp_0.40-2 deSolve_1.10-3 subplex_1.1-3 mvtnorm_0.9-9992
quantmod_0.3-17 TTR_0.21-0 xts_0.8-2 zoo_1.7-7
Defaults_1.1-1
loaded via a namespace (and not attached):
[1] grid_2.14.2 lattice_0.20-0 tools_2.14.2
AAPL.OPT-getOptionChain(AAPL)
Error in puts[, 2] : incorrect number of dimensions
AAPL.OPT-getOptionChain(AAPL,NULL)
Error in puts[, 2] : incorrect number of dimensions
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] quantmod getOptionChain Not Work
Sorry about that: two small mistakes and I imagine there are a few
more I've missed. This should actually work:
###
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - sapply(tableIn[,-2], function(x) as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
tableOut
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems useless ?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
list(calls = clean.opt.table(optURL[[10]]),
puts = clean.opt.table(optURL[[14]]),
symbol = Symbols)
}
On Fri, Mar 23, 2012 at 6:44 PM, R. Michael Weylandt
michael.weyla...@gmail.com wrote:
I just got around to taking a look at this, but below is a fix. It
seems like yahoo finance redesigned the page and rather than reparsing
all their HTML, I'll use Duncan TL's XML package to make life happier.
(I loathe HTML parsing)
This isn't thoroughly tested and it'll break if yahoo redesigns things
again (I hardcode the table numbers for now) but it seems to work well
enough. Let me know if you have any errors with it. If Jeff likes it,
it should be a drop-in replacement for the getOptionChain.yahoo for
quantmod with a name change.
Feedback welcome,
Michael
#
library(XML)
readYahooOptions - function(Symbols, Exp, ...){
parse.expiry - function(x) {
if(is.null(x))
return(NULL)
if(inherits(x, Date) || inherits(x, POSIXt))
return(format(x, %Y-%m))
if (nchar(x) == 5L) {
x - sprintf(substring(x, 4, 5), match(substring(x,
1, 3),
month.abb), fmt = 20%s-%02i)
}
else if (nchar(x) == 6L) {
x - paste(substring(x, 1, 4), substring(x, 5, 6),
sep = -)
}
return(x)
}
clean.opt.table - function(tableIn){
tableOut - lapply(tableIn[,-2], function(x) as.numeric(gsub(,,,x)))
rownames(tableOut) - tableIn[,2]
}
if(missing(Exp))
optURL -
paste(paste(http://finance.yahoo.com/q/op?s,Symbols,sep==;),Options,sep=+)
else
optURL -
paste(paste(http://finance.yahoo.com/q/op?s=,Symbols,m=,parse.expiry(Exp),sep=),Options,sep=+)
if(!missing(Exp) is.null(Exp)) {
optPage - readLines(optURL)
optPage - optPage[grep(View By Expiration, optPage)]
allExp - gregexpr(m=, optPage)[[1]][-1] + 2
allExp - substring(optPage, allExp, allExp + 6)
allExp - allExp[seq_len(length(allExp)-1)] # Last one seems
useless ? Always true?
return(structure(lapply(allExp, readYahooOptions,
Symbols=Symbols), .Names=format(as.yearmon(allExp
}
stopifnot(require(XML))
optURL - readHTMLTable(optURL)
# Not smart to hard code these but it's a 'good-enough' hack for now
# Also, what is table 9 on this page?
CALLS - optURL[[10]]
PUTS - optURL[[14]]
list(calls = CALLS, puts = PUTS, symbol = Symbols)
}
###
On Sun, Mar 4, 2012 at 2:18 PM, Sparks, John James jspa...@uic.edu wrote:
Dear R Helpers,
I am still having trouble with the getOptionChain command in quantmod. I
have the latest version of quantmod, etc. so I was under the impression
that the problem was solved with updates to the package.
If someone could let me know what I need to install in order to make this
work, I would really appreciate it.
My error message as session info are shown below. Thanks a bunch.
--John Sparks
R version 2.14.2 (2012-02-29)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
States.1252 LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics
[R] quantmod getOptionChain Not Work
Dear R Helpers, I am still having trouble with the getOptionChain command in quantmod. I have the latest version of quantmod, etc. so I was under the impression that the problem was solved with updates to the package. If someone could let me know what I need to install in order to make this work, I would really appreciate it. My error message as session info are shown below. Thanks a bunch. --John Sparks R version 2.14.2 (2012-02-29) Platform: i386-pc-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] pomp_0.40-2 deSolve_1.10-3 subplex_1.1-3mvtnorm_0.9-9992 quantmod_0.3-17 TTR_0.21-0 xts_0.8-2zoo_1.7-7 Defaults_1.1-1 loaded via a namespace (and not attached): [1] grid_2.14.2lattice_0.20-0 tools_2.14.2 AAPL.OPT-getOptionChain(AAPL) Error in puts[, 2] : incorrect number of dimensions AAPL.OPT-getOptionChain(AAPL,NULL) Error in puts[, 2] : incorrect number of dimensions __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
