R 读取通达信V5.92 日数据文件 *.day 代码

最新推荐文章于 2025-10-03 19:59:11 发布

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最新推荐文章于 2025-10-03 19:59:11 发布 · 2.5k 阅读

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#R #通达信

本文介绍了一种使用R语言从通达信V5.92读取股票历史数据的方法，详细解释了如何通过自定义函数getHS1DayDataFromRaw解析原始数据文件，获取包括日期、开盘价、最高价、最低价、收盘价、成交量和成交额在内的数据，并将其转换为时间序列格式。值得注意的是，该数据为未复权的真实价格数据。

getHS1DayDataFromRaw <- function(theFile,sPeriod="/"){
    dat <- readBin(theFile, 'raw', n=100000000)
    mat <- matrix(dat, byrow=T, ncol=32)

    dt <- as.Date(as.character(apply(mat[, 1:4, drop=FALSE], 1, function(x) readBin(x,"integer",size=4) )), '%Y%m%d')
    op <- apply(mat[, 5:8, drop=FALSE], 1, function(x) readBin(x,"integer",size=4)/100 )
    hi <- apply(mat[, 9:12, drop=FALSE], 1, function(x) readBin(x,"integer",size=4)/100 )
    lo <- apply(mat[, 13:16, drop=FALSE], 1, function(x) readBin(x,"integer",size=4)/100 )
    cl <- apply(mat[, 17:20, drop=FALSE], 1, function(x) readBin(x,"integer",size=4)/100 )
    am <- apply(mat[, 21:24, drop=FALSE], 1, function(x) readBin(x,"double",size=4) )
    vo <- apply(mat[, 25:28, drop=FALSE], 1, function(x) readBin(x,"integer",size=4))
    theData <- data.frame(dt, op, hi, lo, cl, vo, am,stringsAsFactors=FALSE)
    theData <- try.xts(theData[,c(2,3,4,5,6,7)],as.POSIXct(theData[,