This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
#歷史年度行情下載網址 https://www.taifex.com.tw/chinese/3/dl_3_1_2.asp | |
#臺股期貨:TX、小型臺指期貨:MTX、櫃買期貨:GTF、電子期貨:TE、金融期貨:TF、非金電期貨:XIF | |
#MSCI臺指期貨:MSF、東證期貨:TJF、美元兌人民幣期貨:RHF、小型美元兌人民幣期貨:RTF | |
#元大台灣50ETF期貨:NYF、台積電期貨:CDF、台達電期貨:FRF、宏達電:HCF、大立光期貨:IJF、小型大立光期貨:OLF | |
#商品代號以期交所網站為主 https://www.taifex.com.tw/chinese/5/SSFFSP.asp | |
## 參數設定 ## | |
#年度 | |
YYYY<-"2015" | |
#商品代號 | |
C = "TX" | |
#檔案路徑 | |
FILEPATH="C:\\RDATA\\2015_fut.csv" | |
## 以下不需要修改 ## | |
FULLDATA<-read.csv(FILEPATH) | |
colnames(FULLDATA)<-c("TDATE","CNAME","CMONTH","OPEN","HIGH","LOW","CLOSE","漲跌","漲跌幅","VOLUME","結算價","未沖銷契約數","最後最佳買價","最後最佳賣價","歷史最高價","歷史最低價","是否因訊息面暫停交易") | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/1/", sep = "") & CMONTH==paste(YYYY,"01", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/2/", sep = "") & CMONTH==paste(YYYY,"02", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/3/", sep = "") & CMONTH==paste(YYYY,"03", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/4/", sep = "") & CMONTH==paste(YYYY,"04", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/5/", sep = "") & CMONTH==paste(YYYY,"05", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/6/", sep = "") & CMONTH==paste(YYYY,"06", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/7/", sep = "") & CMONTH==paste(YYYY,"07", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/8/", sep = "") & CMONTH==paste(YYYY,"08", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/9/", sep = "") & CMONTH==paste(YYYY,"09", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/10", sep = "") & CMONTH==paste(YYYY,"10", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/11", sep = "") & CMONTH==paste(YYYY,"11", sep = "")) | |
head(RESULT,30) | |
RESULT<-subset(FULLDATA,select=c(TDATE,CNAME,CMONTH,OPEN,HIGH,LOW,CLOSE,漲跌,漲跌幅,VOLUME,未沖銷契約數),CNAME==C & substr(TDATE,1,7)==paste(YYYY,"/12", sep = "") & CMONTH==paste(YYYY,"12", sep = "")) | |
head(RESULT,30) |
第三個星期三已經結算,所以結算日之後會沒有資料,我沒有特別再處理這部分
沒有留言:
張貼留言