R/kosd_stock2.R

In skylics/stock_analysis: Predict how price of specific financial asset will change.

#' Get price history of KOSDAQ stock
#'
#' \code{kosd_stock2} returns price history of a given KOSDAQ stock from naver finance
#'
#' @param ticker a ticker code in the format as 000000
#' @param start_date should be given as a format "2011-01-01"
#' @param end_date should be given as a format "2012-01-01"
#'
#' @return a df in the format as OHLC
#' @export
#'
#' @examples
#' kosd_stock2("011000", "2014-01-01", "2017-09-22")
kosd_stock2 <- function (ticker, start_date, end_date) {

  library(dplyr, quietly = TRUE)
  library(rvest, quietly = TRUE)
  library(stringr, quietly = TRUE)
  library(rebus, quietly = TRUE)
  library(purrr, quietly = TRUE)
  library(xts, quietly = TRUE)

  scrap_page <- function(i) {

    url_code <- paste("http://finance.naver.com/item/sise_day.nhn?code=", ticker, "&page=", i, sep = "")
    tem_code <- read_html(url_code)
    text_code <- tem_code %>% html_node("body") %>% html_node("table") %>% html_nodes("td") %>% html_text
    place_date <- text_code %>% str_detect(dgt(4) %R% "." %R% dgt(2) %R% "." %R% dgt(2)) %>% which()

    c(1:length(place_date)) %>% map_df(function(num) {

      anchor <- c(place_date, length(text_code) + 1)
      raw <- (anchor[num] + 1):(anchor[num + 1] - 1) %>% text_code[.]
      cleaned <- raw %>% str_detect(START %R% one_or_more(DGT) %R% optional(",") %R% zero_or_more(DGT)) %>%
        raw[.] %>% str_replace_all(",", "") %>% as.numeric

      cleaned %>% t %>% as.data.frame %>% (function(df) {
        colnames(df) <- c("Close", "Open", "High", "Low", "Volumn")
        rownames(df) <- num
        df$date <- place_date[num] %>% text_code[.] %>% str_replace_all(fixed("."), "-") %>% as.Date
        df})

    }) %>% (function(df) {

      if(nrow(df) == 1) {
        xts(df[, -6] %>% apply(2, as.numeric) %>% t %>% as.data.frame(stringsAsFactors = TRUE), order.by = df$date)
      } else {
        xts(df[, -6] %>% apply(2, as.numeric), order.by = df$date)
      }
    })
  }

  i <- 1
  scrap <- scrap_page(i)

  while (scrap %>% index %>% first > start_date) {
    i <- i + 1
    scrap <- rbind(scrap, scrap_page(i))
  }

  final_data <- scrap[(scrap %>% index >= start_date) & (scrap %>% index <= end_date), ]
  final_data
}