Created
December 6, 2012 08:59
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获取大商所期货数据
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| # 从大连商品交易所网站抓取价格数据 数据源 http://www.dce.com.cn/PublicWeb/MainServlet?action=Pu00011_search | |
| # 接口举例 http://www.dce.com.cn/PublicWeb/MainServlet?Pu00011_Input.trade_date=20121206&Pu00011_Input.trade_type=0&Pu00011_Input.variety=a&action=Pu00012_download | |
| # Pu00011_Input.trade_date ： 查询的日期 | |
| # Pu00011_Input.trade_type ： 行情类别 0为期货，1为期权（未开通） | |
| # Pu00011_Input.variety ： 期货品种代码，各代码表示的期货品种： | |
| # a ： 豆一 | |
| # b ： 豆二 | |
| # c ： 玉米 | |
| # j ：焦炭 | |
| # l ： 聚乙烯 | |
| # m ： 豆粕 | |
| # p ： 棕榈油 | |
| # v ： 聚氯乙烯 | |
| # y ： 豆油 | |
| # s ： 大豆 | |
| dceDatabase <- NULL | |
| for(date in c("20121205","20121206")){ | |
| for(type in c("a","b","c","j","l","m","p","v","y") ) { | |
| str1 <- "http://www.dce.com.cn/PublicWeb/MainServlet?Pu00011_Input.trade_date=" | |
| str2 <- "&Pu00011_Input.trade_type=0&Pu00011_Input.variety=" | |
| str3 <- "&action=Pu00012_download" | |
| url <- paste(str1,date,str2,type,str3,sep="") | |
| fileName <- paste("dce.",type,date,".txt",sep="") | |
| lines <- readLines(url) | |
| if(any(lines=="<html>")|length(lines)==5){ | |
| next | |
| }else{ | |
| content <- lines[4:(length(lines)-2)] | |
| writeLines(content,fileName) | |
| data <- read.table(fileName,header=T,na.strings="-") | |
| data$date <- date | |
| if(is.null(database)){ | |
| dceDatabase <- data | |
| }else{ | |
| dceDatabase <- rbind(dceDatabase,data) | |
| } | |
| } | |
| } | |
| } |
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