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Quantmod getFX函数错误

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我过去几个月一直在使用这个功能,但最后几天它停止了工作:

library(quantmod)
getFX("USD/JPY")

Error in open.connection(con, "rb") : HTTP error 404.

其他人还有相同的疑问么? R中用于下载外汇数据的任何替代方案?

UPDATE :quantmod创建者为该问题提供了修复,只需复制安装代码:

install.packages("curl")
library(devtools)
devtools::install_github("joshuaulrich/quantmod", ref="225_getsymbols_oanda")

2 回答

  • 1

    我可以重现你的问题 . 您可以使用Yahoo或FRED:

    library(quantmod)
    getSymbols("DEXJPUS", src = "FRED")
    getSymbols("JPY=X", src = "yahoo")
    

    根据https://github.com/joshuaulrich/quantmod/issues/225,这已在一个开发分支中修复 .

  • 1

    可能是Quandl,但你必须注册 . 关键是免费的 .

    library(Quandl)
    
    Quandl.api_key("NEED_FREE_KEY!!")
    
    #q <- Quandl.search(query = "DEXJPUS", database_code = "FRED")
    #Japan / U.S. Foreign Exchange Rate
    #Code: FRED/DEXJPUS
    #Desc: Japanese Yen to One U.S. Dollar Not Seasonally Adjusted, Noon buying     rates in New York City for cable transfers payable in foreign currencies. 
    #Freq: daily
    #Cols: Date | Value
    
    jpus <- Quandl(code = "FRED/DEXJPUS", 
                   type = "raw", 
                   collapse = "monthly", 
                   start_date = "2018-01-01", 
                   end_date = "2018-03-01")
    

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