Json 使用R从Google Finance抓取期权数据

我最近看到了一个函数，它将

它工作得很好，但我正在尝试使用该函数调用20种不同的股票（尽管其中一些股票没有期权数据），并将它们保存为列表

我已修改了

getOptionQuote

功能以满足我的需要：

上述站点提供的功能：

# installs RCurl and jsonlite packages. will prompt you to select mirror for download
install.packages("RCurl");library("RCurl")
install.packages("jsonlite");library("jsonlite")
# ******************************************************************

getOC2 <- function(symbol){
  output = list()
  url = paste('http://www.google.com/finance/option_chain?q=', symbol, '&output=json', sep = "")
  x = getURL(url)
  fix = fixJSON(x)
  json = fromJSON(fix)
  numExp = dim(json$expirations)[1]
if(length(numExp)!= 0){
    for(i in 1:numExp){
    # download each expirations data
    y = json$expirations[i,]$y
    m = json$expirations[i,]$m
    d = json$expirations[i,]$d
    expName = paste(y, m, d, sep = "_")
    if (i > 1){
      url = paste('http://www.google.com/finance/option_chain?q=', symbol, '&output=json&expy=', y, '&expm=', m, '&expd=', d, sep = "")
      json = fromJSON(fixJSON(getURL(url)))
    }
    output[[paste(expName, "calls", sep = "_")]] = json$calls
    output[[paste(expName, "puts", sep = "_")]] = json$puts
  }}
  assign(paste(symbol),do.call(rbind,output))
}




fixJSON <- function(json_str){
  stuff = c('cid','cp','s','cs','vol','expiry','underlying_id','underlying_price',
            'p','c','oi','e','b','strike','a','name','puts','calls','expirations',
            'y','m','d')

  for(i in 1:length(stuff)){
    replacement1 = paste(',"', stuff[i], '":', sep = "")
    replacement2 = paste('\\{"', stuff[i], '":', sep = "")
    regex1 = paste(',', stuff[i], ':', sep = "")
    regex2 = paste('\\{', stuff[i], ':', sep = "")
    json_str = gsub(regex1, replacement1, json_str)
    json_str = gsub(regex2, replacement2, json_str)
  }
  return(json_str)
}

我没有收到任何错误，但是

OC

的长度应该是20，但是它的长度只有1，并且生成：

list（NULL）

会话信息：

R version 3.2.2 (2015-08-14)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.5 (Yosemite)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] stringr_1.0.0    plyr_1.8.3       doMC_1.3.3       doParallel_1.0.8 iterators_1.0.7  foreach_1.4.2    pbapply_1.1-1    jsonlite_0.9.17 
 [9] RCurl_1.95-4.7   bitops_1.0-6    

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.0                   lattice_0.20-33               codetools_0.2-14              zoo_1.7-12                   
 [5] grid_3.2.2                    magrittr_1.5                  PerformanceAnalytics_1.4.3541 stringi_0.5-5                
 [9] PortfolioAnalytics_1.0.3636   xts_0.9-7                     blotter_0.8.19                tools_3.2.2                  
[13] compiler_3.2.2                quantstrat_0.8.2             

---

最近的函数是通过Quantmod，但当前仅支持来自yahoo@hrbrmstr的调用选项数据最近的函数是通过Quantmod，但当前仅支持来自yahoo@hrbrmstr的调用选项数据

R version 3.2.2 (2015-08-14)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.5 (Yosemite)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] stringr_1.0.0    plyr_1.8.3       doMC_1.3.3       doParallel_1.0.8 iterators_1.0.7  foreach_1.4.2    pbapply_1.1-1    jsonlite_0.9.17 
 [9] RCurl_1.95-4.7   bitops_1.0-6    

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.0                   lattice_0.20-33               codetools_0.2-14              zoo_1.7-12                   
 [5] grid_3.2.2                    magrittr_1.5                  PerformanceAnalytics_1.4.3541 stringi_0.5-5                
 [9] PortfolioAnalytics_1.0.3636   xts_0.9-7                     blotter_0.8.19                tools_3.2.2                  
[13] compiler_3.2.2                quantstrat_0.8.2