基金数据的整理

etf-and-lof.r

# 数据文件的下载地址 http://dl.vmall.com/c0a13rrt7p
# 基金基本信息数据来自 http://quote.eastmoney.com/center/fund.html
# 历史行情数据来自天相

setwd("C:/etf/data")
etf <- read.csv("etf.csv")
lof <- read.csv("lof.csv")
colnames(etf) <- c("jjdm","jjmc","bdzs","glr","clgm","zcgm","clsj","tgr")
colnames(lof) <- c("jjdm","jjmc","bdzs","glr","clgm","zcgm","clsj","tgr","tgfl","glfl")

#priceDataFile <- dir(pattern="\\.txt")
#dataName <- substr(priceDataFile,1,6)
dataName <- c(etf$jjdm,lof$jjdm) 
dataList <- vector("list",length(dataName))
for (i in 1:length(dataName)) {
    xlsFileName <- paste(dataName[i], ".xls", sep = "")
    CsvFileName <- paste(dataName[i], ".csv", sep = "")    
    if(file.exists(xlsFileName)) {
        if(file.exists(CsvFileName)) shell(paste("del", CsvFileName,sep=" "))
        shell(paste("st",xlsFileName,CsvFileName,sep=" ")) #安装了数据格式转换工具StatTransfer后才有st命令
        dataList[[i]] <- read.csv(CsvFileName, 
                                  col.names = c("date", "zf","zd","qs","open","high","low","close","meanPrice","cjl","cje","hsl","ltsz","zsz"),
                                  na.strings='-')
    }
}

dataBase <- list(dataName = dataName, dataList = dataList)

dataBase$meanCJL <- sapply(dataBase$dataList,function(x){mean(x$cjl,na.rm=TRUE)})
dataBase$meanCJE <- sapply(dataBase$dataList,function(x){mean(x$cje,na.rm=TRUE)})

CJEdecOrderName <- dataBase$dataName[order(dataBase$meanCJE,decreasing=T)]

etf1 <- etf[,1:8]
etf1$type <- "ETF"
lof1 <- lof[,1:8]
lof1$type <- "LOF"
fundDF <- rbind(etf1,lof1)
fundDF$meanCJL <- dataBase$meanCJL
fundDF$meanCJE <- dataBase$meanCJE
write.csv(fundDF,"fundDF.csv")

安装StatTransfer 真是不得已而为之啊 感觉VBA应该能做转换吧 但不知读取之后效果如何