R语言用getSymbol从csv中获取行情数据

获取沪深300、中证500、创业板指和国债指数的行情

> index_symbols <- c("HS300","ZZ500","CYBZ","GZZS")
> index_symbols
[1] "HS300" "ZZ500" "CYBZ"  "GZZS" 
> getSymbols(Symbols = index_symbols, src = "csv", dir = "data/symbol_data")
[1] "HS300" "ZZ500" "CYBZ"  "GZZS" 
> head(HS300)
           HS300.Open HS300.High HS300.Low HS300.Close HS300.Volume
2008-01-02   5349.763   5404.928  5283.448    5385.103     45668710
2008-01-03   5381.147   5422.673  5315.948    5422.034     64645878
2008-01-04   5430.630   5499.085  5422.456    5483.650     51746420
2008-01-07   5480.442   5569.152  5455.501    5556.593     53485409
2008-01-08   5575.950   5630.624  5485.234    5528.054     64899501
2008-01-09   5507.116   5614.678  5490.305    5613.758     46796872
           HS300.Adjusted
2008-01-02       5385.103
2008-01-03       5422.034
2008-01-04       5483.650
2008-01-07       5556.593
2008-01-08       5528.054
2008-01-09       5613.758
> 

csv的存储路径

当前工作目录
|---data
     |---symbol_data
          |---HS300.csv
          |---ZZ500.csv
          |---CYBZ.csv
          |---GZZS.csv

csv内容结构

date,o,h,l,c,v,a
2018-10-19,3017.749,3137.747,3009.498,3134.945,98839688.000,3134.945
2018-10-18,3097.790,3097.790,3043.382,3044.392,73771968.000,3044.392
2018-10-17,3140.684,3149.134,3062.554,3118.246,76837138.000,3118.246
2018-10-16,3128.576,3166.092,3089.367,3100.974,68887721.000,3100.974
2018-10-15,3173.847,3183.130,3120.231,3126.452,69605023.000,3126.452

表头的含义：

• date 交易日期
• o 开盘价
• h 最高价
• l 最低价
• c 收盘价
• v 成交量
• a 调整后收盘价，没有就直接赋值为收盘价