README.md

In vohai611/vnstockr: Retrieve Vietnam stock price

vnstockr package

Haivo 2021-10-04

This is a simple package that allow user to get the Vietnam stock datas from cafef.vn and vndirect.

Install

To install this package, use:

devtools::install_github("https://github.com/vohai611/vnstockr")

Usage

This package only contain two function get_cafeF() and get_vndirect(). User just need to specify stock code (symbol) and time frame. For example:

library(vnstockr)
get_vndirect('ACB', '1/1/2021', '1/12/2021')

## # A tibble: 186 × 25
##    code  date       time    floor type  basicPrice ceilingPrice floorPrice  open
##    <chr> <date>     <chr>   <chr> <chr>      <dbl>        <dbl>      <dbl> <dbl>
##  1 ACB   2021-10-04 14:44:… HOSE  STOCK       31.5         33.7       29.3  31.3
##  2 ACB   2021-10-01 15:10:… HOSE  STOCK       31.6         33.8       29.4  31.5
##  3 ACB   2021-09-30 15:09:… HOSE  STOCK       31.4         33.5       29.2  31.4
##  4 ACB   2021-09-29 15:09:… HOSE  STOCK       31.6         33.8       29.4  31.6
##  5 ACB   2021-09-28 15:09:… HOSE  STOCK       31.5         33.7       29.3  31.5
##  6 ACB   2021-09-27 15:09:… HOSE  STOCK       32           34.2       29.8  32.2
##  7 ACB   2021-09-24 15:09:… HOSE  STOCK       31.6         33.8       29.4  31.8
##  8 ACB   2021-09-23 15:09:… HOSE  STOCK       31.6         33.8       29.4  31.7
##  9 ACB   2021-09-22 15:09:… HOSE  STOCK       31.8         34         29.6  31.8
## 10 ACB   2021-09-21 15:09:… HOSE  STOCK       32.1         34.3       29.9  31.8
## # … with 176 more rows, and 16 more variables: 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>

Note

get_cafeF() use POST request to cafef.vn, hence the speed is much slower than get_vndirect(). It also have high chance of break in the future.

Package now include function get_cafeF2() which using async request (from {crulx} package). The new function might be twice as fast compare with the old one.

Below is the benchmark of these two:

# get_cafeF
system.time(
get_cafeF("ACB", "1/1/2020", "1/1/2021")
)

##    user  system elapsed 
##   0.867   0.062  14.338

#get_cafeF2
system.time(
  get_cafeF2("ACB", "1/1/2020", "1/1/2021")
)

##    user  system elapsed 
##   0.927   0.027   4.913

vohai611/vnstockr documentation built on March 20, 2022, 10:46 p.m.