R/getSplits.R

In arbuzovv/rusquant: Quantitative Trading Framework

#' @title Get stock split calendar data from investing.com
#'
#' @description This function retrieves the stock split calendar data from investing.com between two given dates.
#'
#' @param from A date in the format 'YYYY-MM-DD' representing the start of the date range to retrieve data for (default is Sys.Date()-10).
#' @param to A date in the format 'YYYY-MM-DD' representing the end of the date range to retrieve data for (default is Sys.Date()).
#' @return A data.table object containing the stock split calendar data from investing.com.
#' @note Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.
#' @author Vyacheslav Arbuzov
#'
#' @examples
#' getSplits(from=Sys.Date(),to=Sys.Date()+3)
#' @export

"getSplits" <- function(from=Sys.Date()-10,to=Sys.Date())
{
url = 'https://www.investing.com/stock-split-calendar/Service/getCalendarFilteredData'
end_date = to
date = from
data = paste0('country%5B%5D=29&country%5B%5D=25&country%5B%5D=54&country%5B%5D=145&country%5B%5D=34&country%5B%5D=174&country%5B%5D=163&country%5B%5D=32&country%5B%5D=70&country%5B%5D=6&country%5B%5D=27&country%5B%5D=37&country%5B%5D=122&country%5B%5D=15&country%5B%5D=113&country%5B%5D=107&country%5B%5D=55&country%5B%5D=24&country%5B%5D=59&country%5B%5D=71&country%5B%5D=22&country%5B%5D=17&country%5B%5D=51&country%5B%5D=39&country%5B%5D=93&country%5B%5D=106&country%5B%5D=14&country%5B%5D=48&country%5B%5D=33&country%5B%5D=23&country%5B%5D=10&country%5B%5D=35&country%5B%5D=92&country%5B%5D=57&country%5B%5D=94&country%5B%5D=68&country%5B%5D=103&country%5B%5D=42&country%5B%5D=109&country%5B%5D=188&country%5B%5D=7&country%5B%5D=105&country%5B%5D=172&country%5B%5D=21&country%5B%5D=43&country%5B%5D=20&country%5B%5D=60&country%5B%5D=87&country%5B%5D=44&country%5B%5D=193&country%5B%5D=125&country%5B%5D=45&country%5B%5D=53&country%5B%5D=38&country%5B%5D=170&country%5B%5D=100&country%5B%5D=56&country%5B%5D=52&country%5B%5D=238&country%5B%5D=36&country%5B%5D=90&country%5B%5D=112&country%5B%5D=110&country%5B%5D=11&country%5B%5D=26&country%5B%5D=162&country%5B%5D=9&country%5B%5D=12&country%5B%5D=46&country%5B%5D=41&country%5B%5D=202&country%5B%5D=63&country%5B%5D=123&country%5B%5D=61&country%5B%5D=143&country%5B%5D=4&country%5B%5D=5&country%5B%5D=138&country%5B%5D=178&country%5B%5D=75&',
              'dateFrom=',date,'&dateTo=',end_date,'&currentTab=custom&submitFilters=1&limit_from=0')

headers = add_headers('Host' = 'www.investing.com',
  'Origin' = 'https://www.investing.com',
  'Referer' = 'https://www.investing.com/stock-split-calendar/',
  'X-Requested-With' = 'XMLHttpRequest',
  'Content-Type' = 'application/x-www-form-urlencoded',
  'Connection' = 'keep-alive',
  'Accept-Language' = 'en-US,en;q=0.9,fr;q=0.8,ja;q=0.7,es;q=0.6',
  'Accept-Encoding' = 'Encoding:gzip, deflate',
  'Accept' = '*/*',
  'User-Agent'= 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/63.0.3239.108 Safari/537.36')

r <- POST(url,headers,body = data,encode = "raw")

if(status_code(r) == 200)
{
  cr <- content(r,as = 'text')
  json_data <- fromJSON(cr)
  json_data2 <- gsub('\n','',json_data$data)
  json_data2 <- gsub('\t','',json_data2)
  json_data2 <- gsub('\"','',json_data2)

  ### each row
  html_rvest <- read_html(json_data2)
  symbols <- html_nodes(html_rvest, "tr")
  for(i in 1:length(symbols))
  {
    country <- as.character(html_nodes(symbols[i], "span")[1])
    date <- as.character(html_nodes(symbols[i], "td")[1])
    symbol_name <- as.character(html_nodes(symbols[i], "td")[2])
    split_ratio <- as.character(html_nodes(symbols[i], "td")[3])
    symbol_ticker <- as.character(html_nodes(symbols[i], "a"))
    #spliting
    country <- strsplit(country, ' ')[[1]][3]
    date <- strsplit(date, '>|<')[[1]][3]
    if(date!='') last_date <- date
    if(date=='') date <- last_date
    date <- as.Date(date,'%b %d, %Y')
    symbol_name <- strsplit(symbol_name, '>|<')[[1]][9]
    split_ratio <- strsplit(split_ratio, '>|<')[[1]][3]
    symbol_ticker <- strsplit(symbol_ticker, '>|<')[[1]][3]
    record = data.table(name=symbol_name,
                    symbol=symbol_ticker,
                    country=country,
                    split_ratio=split_ratio,
                    date=date)
    if(i==1)
      Records <- record
    if(i!=1)
      Records <- rbind(Records,record)
   }
}
if(status_code(r) != 200)
{
  Records <- 'cannot connect to server'
}
return(Records)
}