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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,84 +1,36 @@ | ||
| # Get data from vndirect API | ||
|
|
||
| ## Installation | ||
|
|
||
| ```{r} | ||
| # install.packages("devtools") | ||
| devtools::install_github("nguyenngocbinh/vnstock") | ||
| ``` | ||
|
|
||
| ## Get data | ||
|
|
||
| ``` r | ||
| library(vnstock) | ||
| dt <- getData('VCB', 100) | ||
| head(dt) | ||
| ``` | ||
|
|
||
| ## # A tibble: 6 x 25 | ||
| ## ticker_name date time floor type basicPrice ceilingPrice floorPrice | ||
| ## <chr> <date> <chr> <chr> <chr> <dbl> <dbl> <dbl> | ||
| ## 1 VCB 2022-03-01 14:44:58 HOSE STOCK 84.5 90.4 78.6 | ||
| ## 2 VCB 2022-02-28 15:02:03 HOSE STOCK 85.1 91 79.2 | ||
| ## 3 VCB 2022-02-25 15:02:04 HOSE STOCK 85.3 91.2 79.4 | ||
| ## 4 VCB 2022-02-24 15:02:03 HOSE STOCK 86.9 92.9 80.9 | ||
| ## 5 VCB 2022-02-23 15:02:03 HOSE STOCK 86.8 92.8 80.8 | ||
| ## 6 VCB 2022-02-22 15:02:02 HOSE STOCK 87.4 93.5 81.3 | ||
| ## # ... with 17 more variables: open <dbl>, high <dbl>, low <dbl>, close <dbl>, | ||
| ## # average <dbl>, adOpen <dbl>, adHigh <dbl>, adLow <dbl>, adClose <dbl>, | ||
| ## # adAverage <dbl>, nmVolume <dbl>, nmValue <dbl>, ptVolume <dbl>, | ||
| ## # ptValue <dbl>, change <dbl>, adChange <dbl>, pctChange <dbl> | ||
|
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| ``` r | ||
| dplyr::glimpse(dt) | ||
| ``` | ||
|
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||
| ## Rows: 100 | ||
| ## Columns: 25 | ||
| ## $ ticker_name <chr> "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "~ | ||
| ## $ date <date> 2022-03-01, 2022-02-28, 2022-02-25, 2022-02-24, 2022-02-~ | ||
| ## $ time <chr> "14:44:58", "15:02:03", "15:02:04", "15:02:03", "15:02:03~ | ||
| ## $ floor <chr> "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "~ | ||
| ## $ type <chr> "STOCK", "STOCK", "STOCK", "STOCK", "STOCK", "STOCK", "ST~ | ||
| ## $ basicPrice <dbl> 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.0, 87.~ | ||
| ## $ ceilingPrice <dbl> 90.4, 91.0, 91.2, 92.9, 92.8, 93.5, 93.3, 93.6, 93.0, 93.~ | ||
| ## $ floorPrice <dbl> 78.6, 79.2, 79.4, 80.9, 80.8, 81.3, 81.1, 81.4, 81.0, 81.~ | ||
| ## $ open <dbl> 84.5, 85.1, 85.3, 86.7, 87.0, 87.0, 86.6, 86.4, 87.0, 87.~ | ||
| ## $ high <dbl> 85.4, 85.1, 85.9, 86.8, 87.0, 87.0, 87.6, 87.5, 87.7, 87.~ | ||
| ## $ low <dbl> 84.1, 84.4, 85.0, 85.0, 85.8, 85.0, 86.6, 86.4, 86.8, 86.~ | ||
| ## $ close <dbl> 85.0, 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.~ | ||
| ## $ average <dbl> 84.8487, 84.7500, 85.2500, 85.7200, 86.7600, 86.0500, 87.~ | ||
| ## $ adOpen <dbl> 84.5, 85.1, 85.3, 86.7, 87.0, 87.0, 86.6, 86.4, 87.0, 87.~ | ||
| ## $ adHigh <dbl> 85.4, 85.1, 85.9, 86.8, 87.0, 87.0, 87.6, 87.5, 87.7, 87.~ | ||
| ## $ adLow <dbl> 84.1, 84.4, 85.0, 85.0, 85.8, 85.0, 86.6, 86.4, 86.8, 86.~ | ||
| ## $ adClose <dbl> 85.0, 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.~ | ||
| ## $ adAverage <dbl> 84.8487, 84.7500, 85.2500, 85.7200, 86.7600, 86.0500, 87.~ | ||
| ## $ nmVolume <dbl> 1295400, 1322100, 1616500, 2078700, 986300, 1540200, 1017~ | ||
| ## $ nmValue <dbl> 109913000000, 112046270000, 137812170000, 178190380000, 8~ | ||
| ## $ ptVolume <dbl> 7900, 0, 60000, 79000, 0, 60000, 79000, 0, 60000, 79000, ~ | ||
| ## $ ptValue <dbl> 6.588400e+03, 0.000000e+00, 5.217000e+09, 6.768100e+09, 0~ | ||
| ## $ change <dbl> 0.5, -0.6, -0.2, -1.6, 0.1, -0.6, 0.2, -0.3, 0.5, 0.0, 1.~ | ||
| ## $ adChange <dbl> 0.5, -0.6, -0.2, -1.6, 0.1, -0.6, 0.2, -0.3, 0.5, 0.0, 1.~ | ||
| ## $ pctChange <dbl> 0.5917, -0.7051, -0.2345, -1.8412, 0.1152, -0.6865, 0.229~ | ||
|
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|
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| ``` | ||
| vndirect | ||
| ├─ cran-comments.md | ||
| ├─ CRAN-SUBMISSION | ||
| ├─ DESCRIPTION | ||
| ├─ LICENSE | ||
| ├─ man | ||
| │ └─ getData.Rd | ||
| ├─ NAMESPACE | ||
| ├─ R | ||
| │ └─ vnstock.R | ||
| ├─ README.md | ||
| ├─ tests | ||
| │ └─ test-getData.R | ||
| ├─ vignettes | ||
| │ ├─ .gitignore | ||
| │ └─ getdata.Rmd | ||
| └─ vnstock.Rproj | ||
| ``` | ||
| ├─ python-package | ||
| │ ├─ README.md | ||
| │ ├─ requirements.txt | ||
| │ ├─ setup.py | ||
| │ └─ vnstock | ||
| │ ├─ vnstock.py | ||
| │ └─ __init__.py | ||
| ├─ r-package | ||
| │ ├─ cran-comments.md | ||
| │ ├─ CRAN-SUBMISSION | ||
| │ ├─ DESCRIPTION | ||
| │ ├─ doc | ||
| │ │ ├─ getdata.html | ||
| │ │ ├─ getdata.R | ||
| │ │ └─ getdata.Rmd | ||
| │ ├─ LICENSE | ||
| │ ├─ LICENSE.md | ||
| │ ├─ man | ||
| │ │ └─ getData.Rd | ||
| │ ├─ Meta | ||
| │ │ └─ vignette.rds | ||
| │ ├─ NAMESPACE | ||
| │ ├─ R | ||
| │ │ └─ vnstock.R | ||
| │ ├─ README.md | ||
| │ ├─ tests | ||
| │ │ └─ test-getData.R | ||
| │ ├─ vignettes | ||
| │ │ └─ getdata.Rmd | ||
| │ └─ vndirect.Rproj | ||
| └─ README.md | ||
| ``` |
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| ^.*\.Rproj$ | ||
| ^\.Rproj\.user$ | ||
| ^doc$ | ||
| ^Meta$ | ||
| ^CRAN-SUBMISSION$ | ||
| ^LICENSE\.md$ | ||
| ^cran-comments\.md$ |
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| @@ -0,0 +1,7 @@ | ||
| .Rproj.user | ||
| .Rhistory | ||
| .RData | ||
| .Ruserdata | ||
| inst/doc | ||
| /doc/ | ||
| /Meta/ |
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| Version: 0.0.1 | ||
| Date: 2023-10-03 14:48:18 UTC | ||
| SHA: cd3d5c9fdae23f5ad301daf30caf2621c063296a |
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| #' REQUEST THE VNDIRECT API | ||
| #' | ||
| #' Retrieves historical stock data from the VNDIRECT API for multiple tickers. | ||
| #' | ||
| #' @param .tickers A character vector of stock symbols. | ||
| #' @param .size Length of historical data. | ||
| #' @return A data frame containing historical stock data for all tickers. | ||
| #' @importFrom magrittr `%>%` | ||
| #' @importFrom dplyr bind_rows | ||
| #' @import httr | ||
| #' | ||
| #' @examples | ||
| #' getData(c('TPB', 'VCB', 'HCM'), 1000) | ||
| #' | ||
| #' @export | ||
| getData <- function(.tickers = NULL, .size = 100) { | ||
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| # Check if .tickers and .size are valid | ||
| if (is.null(.tickers) || length(.tickers) == 0) { | ||
| stop('.tickers is not set') | ||
| } | ||
|
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| if (.size <= 0) { | ||
| stop('.size must be > 0') | ||
| } | ||
|
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| # Define the base URL | ||
| base <- "https://finfo-api.vndirect.com.vn/v4/stock_prices/" | ||
|
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||
| # Initialize an empty data frame to store the results | ||
| df <- data.frame() | ||
|
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| for (ticker in .tickers) { | ||
|
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||
| # Check if the ticker is valid (e.g., it should be a non-empty string) | ||
| if (!is.character(ticker) || nchar(ticker) != 3) { | ||
| stop('Invalid ticker:', ticker) | ||
| } | ||
|
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| # Define the endpoint for each ticker | ||
| endpoint <- paste0('code:', ticker) | ||
| print(endpoint) | ||
|
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| # Set query parameters | ||
| params <- list( | ||
| sort = "date", | ||
| size = .size, | ||
| page = 1, | ||
| q = endpoint | ||
| ) | ||
|
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| # Send the HTTP request | ||
| res <- httr::GET(url = base, query = params) | ||
|
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| # Check if the HTTP request was successful | ||
| if (httr::http_error(res)) { | ||
| warning(paste('Failed to retrieve data for ticker:', ticker)) | ||
| next # Skip to the next ticker on error | ||
| } | ||
|
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| # Extract and process the data | ||
| list_data <- httr::content(res, "parsed")$data | ||
|
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| # Convert to a data frame | ||
| if (length(list_data) > 0) { | ||
| df_ticker <- purrr::map_dfr(list_data, bind_rows) %>% | ||
| dplyr::mutate(date = as.Date(date)) | ||
|
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| # Add the data for the current ticker to the results | ||
| df <- dplyr::bind_rows(df, df_ticker) | ||
| } else { | ||
| warning(paste('No data available for ticker:', ticker)) | ||
| } | ||
| } | ||
|
|
||
| return(df) | ||
| } | ||
|
|
||
|
|
||
|
|
||
| #' REQUEST THE VNDIRECT API | ||
| #' | ||
| #' Retrieves historical stock data from the VNDIRECT API for multiple tickers. | ||
| #' | ||
| #' @param .tickers A character vector of stock symbols. | ||
| #' @param .size Length of historical data. | ||
| #' @return A data frame containing historical stock data for all tickers. | ||
| #' @importFrom magrittr `%>%` | ||
| #' @importFrom dplyr bind_rows | ||
| #' @import httr | ||
| #' | ||
| #' @examples | ||
| #' getData(c('TPB', 'VCB', 'HCM'), 1000) | ||
| #' | ||
| #' @export | ||
| getData <- function(.tickers = NULL, .size = 100) { | ||
|
|
||
| # Check if .tickers and .size are valid | ||
| if (is.null(.tickers) || length(.tickers) == 0) { | ||
| stop('.tickers is not set') | ||
| } | ||
|
|
||
| if (.size <= 0) { | ||
| stop('.size must be > 0') | ||
| } | ||
|
|
||
| # Define the base URL | ||
| base <- "https://finfo-api.vndirect.com.vn/v4/stock_prices/" | ||
|
|
||
| # Initialize an empty data frame to store the results | ||
| df <- data.frame() | ||
|
|
||
| for (ticker in .tickers) { | ||
|
|
||
| # Check if the ticker is valid (e.g., it should be a non-empty string) | ||
| if (!is.character(ticker) || nchar(ticker) != 3) { | ||
| stop('Invalid ticker:', ticker) | ||
| } | ||
|
|
||
| # Define the endpoint for each ticker | ||
| endpoint <- paste0('code:', ticker) | ||
| print(endpoint) | ||
|
|
||
| # Set query parameters | ||
| params <- list( | ||
| sort = "date", | ||
| size = .size, | ||
| page = 1, | ||
| q = endpoint | ||
| ) | ||
|
|
||
| # Send the HTTP request | ||
| res <- httr::GET(url = base, query = params) | ||
|
|
||
| # Check if the HTTP request was successful | ||
| if (httr::http_error(res)) { | ||
| warning(paste('Failed to retrieve data for ticker:', ticker)) | ||
| next # Skip to the next ticker on error | ||
| } | ||
|
|
||
| # Extract and process the data | ||
| list_data <- httr::content(res, "parsed")$data | ||
|
|
||
| # Convert to a data frame | ||
| if (length(list_data) > 0) { | ||
| df_ticker <- purrr::map_dfr(list_data, bind_rows) %>% | ||
| dplyr::mutate(date = as.Date(date)) | ||
|
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| # Add the data for the current ticker to the results | ||
| df <- dplyr::bind_rows(df, df_ticker) | ||
| } else { | ||
| warning(paste('No data available for ticker:', ticker)) | ||
| } | ||
| } | ||
|
|
||
| return(df) | ||
| } | ||
|
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||
|
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||
|
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,84 @@ | ||
| # Get data from vndirect API | ||
|
|
||
| ## Installation | ||
|
|
||
| ```{r} | ||
| # install.packages("devtools") | ||
| devtools::install_github("nguyenngocbinh/vnstock") | ||
| ``` | ||
|
|
||
| ## Get data | ||
|
|
||
| ``` r | ||
| library(vnstock) | ||
| dt <- getData('VCB', 100) | ||
| head(dt) | ||
| ``` | ||
|
|
||
| ## # A tibble: 6 x 25 | ||
| ## ticker_name date time floor type basicPrice ceilingPrice floorPrice | ||
| ## <chr> <date> <chr> <chr> <chr> <dbl> <dbl> <dbl> | ||
| ## 1 VCB 2022-03-01 14:44:58 HOSE STOCK 84.5 90.4 78.6 | ||
| ## 2 VCB 2022-02-28 15:02:03 HOSE STOCK 85.1 91 79.2 | ||
| ## 3 VCB 2022-02-25 15:02:04 HOSE STOCK 85.3 91.2 79.4 | ||
| ## 4 VCB 2022-02-24 15:02:03 HOSE STOCK 86.9 92.9 80.9 | ||
| ## 5 VCB 2022-02-23 15:02:03 HOSE STOCK 86.8 92.8 80.8 | ||
| ## 6 VCB 2022-02-22 15:02:02 HOSE STOCK 87.4 93.5 81.3 | ||
| ## # ... with 17 more variables: open <dbl>, high <dbl>, low <dbl>, close <dbl>, | ||
| ## # average <dbl>, adOpen <dbl>, adHigh <dbl>, adLow <dbl>, adClose <dbl>, | ||
| ## # adAverage <dbl>, nmVolume <dbl>, nmValue <dbl>, ptVolume <dbl>, | ||
| ## # ptValue <dbl>, change <dbl>, adChange <dbl>, pctChange <dbl> | ||
|
|
||
| ``` r | ||
| dplyr::glimpse(dt) | ||
| ``` | ||
|
|
||
| ## Rows: 100 | ||
| ## Columns: 25 | ||
| ## $ ticker_name <chr> "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "VCB", "~ | ||
| ## $ date <date> 2022-03-01, 2022-02-28, 2022-02-25, 2022-02-24, 2022-02-~ | ||
| ## $ time <chr> "14:44:58", "15:02:03", "15:02:04", "15:02:03", "15:02:03~ | ||
| ## $ floor <chr> "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "HOSE", "~ | ||
| ## $ type <chr> "STOCK", "STOCK", "STOCK", "STOCK", "STOCK", "STOCK", "ST~ | ||
| ## $ basicPrice <dbl> 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.0, 87.~ | ||
| ## $ ceilingPrice <dbl> 90.4, 91.0, 91.2, 92.9, 92.8, 93.5, 93.3, 93.6, 93.0, 93.~ | ||
| ## $ floorPrice <dbl> 78.6, 79.2, 79.4, 80.9, 80.8, 81.3, 81.1, 81.4, 81.0, 81.~ | ||
| ## $ open <dbl> 84.5, 85.1, 85.3, 86.7, 87.0, 87.0, 86.6, 86.4, 87.0, 87.~ | ||
| ## $ high <dbl> 85.4, 85.1, 85.9, 86.8, 87.0, 87.0, 87.6, 87.5, 87.7, 87.~ | ||
| ## $ low <dbl> 84.1, 84.4, 85.0, 85.0, 85.8, 85.0, 86.6, 86.4, 86.8, 86.~ | ||
| ## $ close <dbl> 85.0, 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.~ | ||
| ## $ average <dbl> 84.8487, 84.7500, 85.2500, 85.7200, 86.7600, 86.0500, 87.~ | ||
| ## $ adOpen <dbl> 84.5, 85.1, 85.3, 86.7, 87.0, 87.0, 86.6, 86.4, 87.0, 87.~ | ||
| ## $ adHigh <dbl> 85.4, 85.1, 85.9, 86.8, 87.0, 87.0, 87.6, 87.5, 87.7, 87.~ | ||
| ## $ adLow <dbl> 84.1, 84.4, 85.0, 85.0, 85.8, 85.0, 86.6, 86.4, 86.8, 86.~ | ||
| ## $ adClose <dbl> 85.0, 84.5, 85.1, 85.3, 86.9, 86.8, 87.4, 87.2, 87.5, 87.~ | ||
| ## $ adAverage <dbl> 84.8487, 84.7500, 85.2500, 85.7200, 86.7600, 86.0500, 87.~ | ||
| ## $ nmVolume <dbl> 1295400, 1322100, 1616500, 2078700, 986300, 1540200, 1017~ | ||
| ## $ nmValue <dbl> 109913000000, 112046270000, 137812170000, 178190380000, 8~ | ||
| ## $ ptVolume <dbl> 7900, 0, 60000, 79000, 0, 60000, 79000, 0, 60000, 79000, ~ | ||
| ## $ ptValue <dbl> 6.588400e+03, 0.000000e+00, 5.217000e+09, 6.768100e+09, 0~ | ||
| ## $ change <dbl> 0.5, -0.6, -0.2, -1.6, 0.1, -0.6, 0.2, -0.3, 0.5, 0.0, 1.~ | ||
| ## $ adChange <dbl> 0.5, -0.6, -0.2, -1.6, 0.1, -0.6, 0.2, -0.3, 0.5, 0.0, 1.~ | ||
| ## $ pctChange <dbl> 0.5917, -0.7051, -0.2345, -1.8412, 0.1152, -0.6865, 0.229~ | ||
|
|
||
|
|
||
| ``` | ||
| vndirect | ||
| ├─ cran-comments.md | ||
| ├─ CRAN-SUBMISSION | ||
| ├─ DESCRIPTION | ||
| ├─ LICENSE | ||
| ├─ man | ||
| │ └─ getData.Rd | ||
| ├─ NAMESPACE | ||
| ├─ R | ||
| │ └─ vnstock.R | ||
| ├─ README.md | ||
| ├─ tests | ||
| │ └─ test-getData.R | ||
| ├─ vignettes | ||
| │ ├─ .gitignore | ||
| │ └─ getdata.Rmd | ||
| └─ vnstock.Rproj | ||
| ``` |
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