upload testing codes

.gitignore

@@ -0,0 +1,4 @@
+.Rproj.user
+.Rhistory
+.RData
+.Ruserdata

environment-testing-r.Rproj

@@ -0,0 +1,13 @@
+Version: 1.0
+
+RestoreWorkspace: Default
+SaveWorkspace: Default
+AlwaysSaveHistory: Default
+
+EnableCodeIndexing: Yes
+UseSpacesForTab: Yes
+NumSpacesForTab: 2
+Encoding: UTF-8
+
+RnwWeave: Sweave
+LaTeX: pdfLaTeX

environment_installer_1.R

@@ -0,0 +1,45 @@
+## === install required packages ===
+pkg_list <- c("devtools","xts","magrittr", "dplyr","tidyr","ggplot2","httr", "rvest", "XML", "stringr", "data.table",
+              "jsonlite", "RSQLite","RMySQL", "readr", "Rcpp", "foreach",
+              "PerformanceAnalytics","quantmod","blotter","quantstrat","QuantitativeBacktestingTools",
+              "IKTrading", "lattice", "doSNOW", "reshape", "beepr","partykit","ada","spls","e1071","plyr","randomForest","fpc")
+
+pkg_new <- pkg_list[!(pkg_list %in% installed.packages()[,"Package"])]
+
+for (pkg in pkg_new){
+  if (pkg == "quantmod"){
+    devtools::install_github("joshuaulrich/quantmod")
+  }
+  else if (pkg == "quantstrat"){
+    # https://r-forge.r-project.org/R/?group_id=316
+    # install.packages("quantstrat", repos="http://R-Forge.R-project.org")
+    devtools::install_github("braverock/quantstrat")
+  }
+  else if (pkg == "blotter"){
+    # install.packages("blotter", repos="http://R-Forge.R-project.org")
+    devtools::install_github("braverock/blotter")
+  }
+  else if (pkg == "xts"){
+    devtools::install_github("joshuaulrich/xts")
+  }
+  else if (pkg == "IKTrading"){
+    devtools::install_github("IlyaKipnis/IKTrading")
+  }
+  else if (pkg == "data.table"){
+    install.packages("data.table", type = "source",
+                     repos = "https://Rdatatable.github.io/data.table")
+  }
+  else if (pkg == "xmlview"){
+    devtools::install_github("hrbrmstr/xmlview")
+  }
+  else if (pkg == "QuantitativeBacktestingTools"){
+    devtools::install_github("c3h3/QuantitativeBacktestingTools")
+  }
+  else{
+    install.packages(pkg)  
+  }
+}
+
+rm(pkg_new, pkg_list)
+
+

environment_installer_2.R

@@ -0,0 +1,6 @@
+pkg_list <- c("magrittr", "dplyr", "tidyr", "data.table", "ggplot2",
+              "readr", "lubridate", "extrafont", "ggrepel",
+              "rmarkdown", "shiny", "knitr", "prettydoc", "plotly", "DT","mclust","fpc")
+pkg_new <- pkg_list[!(pkg_list %in% installed.packages()[,"Package"])]
+if(length(pkg_new)) install.packages(pkg_new)
+rm(pkg_new, pkg_list)

getStockMajorData.R

@@ -0,0 +1,54 @@
+library(httr)
+library(XML)
+# library(stringr)
+
+getStockMajorData = function(stockId) {
+  # Connector
+  # url = "http://tw.stock.yahoo.com/d/s/major_2451.html"
+  # stockId = "2451"
+  url = sprintf("http://tw.stock.yahoo.com/d/s/major_%s.html",as.character(stockId))
+  res <- GET(url)
+  content(res, "text", encoding = "big5")
+  html <- htmlParse(content(res, "text", encoding = "big5"), encoding = "utf8")
+
+  # Parser
+  tables <- readHTMLTable(html)
+
+  # figure out filtering condition ... 
+  filter_condition <- (sapply(tables,NCOL)==8)&(sapply(tables,NROW) <= 15)
+  data_table <- tables[filter_condition][[1]]
+
+  # extract date info
+  DataString_source = content(res, "text", encoding = "big5")
+  # DataString_regexp <- "([[:digit:]]{3}) /([[:digit:]]{2}) /([[:digit:]]{2})"
+  # DataString_Location = str_locate_all(DataString_source,DataString_regexp)[[1]]
+  # DataString = str_sub(DataString_source, DataString_Location[1],DataString_Location[2])
+  DateString = regmatches(DataString_source,regexpr("([0-9]+) /([0-9]+) /([0-9]+)",DataString_source))
+  DateVector = as.numeric(unlist(strsplit(DateString,split = " /")))
+  DateVector[1] = DateVector[1] + 1911
+  DataDate = as.Date(paste(DateVector,collapse = "-"))
+
+
+  # change the data type of each column
+  Data_Table = data_table
+  Data_Table[,1] = as.factor(Data_Table[,1])
+  Data_Table[,2] = as.integer(as.character(Data_Table[,2]))
+  Data_Table[,3] = as.integer(as.character(Data_Table[,3]))
+  Data_Table[,4] = as.integer(as.character(Data_Table[,4]))
+  Data_Table[,5] = as.factor(Data_Table[,5])
+  Data_Table[,6] = as.integer(as.character(Data_Table[,6]))
+  Data_Table[,7] = as.integer(as.character(Data_Table[,7]))
+  Data_Table[,8] = as.integer(as.character(Data_Table[,8]))
+
+  # Convert data to table in db
+
+  names(Data_Table)[c(1,5)] <- "Broker"
+  Data_Table <- rbind(Data_Table[,1:3],Data_Table[,5:7])
+
+  names(Data_Table)
+  names(Data_Table)[2:3]<-c("Buy","Sell")
+
+  Data_Table = data.frame(StockId=stockId,Date=DataDate,Data_Table)
+
+  return(Data_Table)
+}

test-exe-getStockMajorData.R

@@ -0,0 +1,71 @@
+USER_LIB_PATH = Sys.getenv("USER_LIB_PATH", "C:/Users/chiachi/Documents/R/win-library/3.4")
+.libPaths(USER_LIB_PATH)
+
+library(httr)
+library(XML)
+# library(stringr)
+
+
+getStockMajorData = function(stockId) {
+  # Connector
+  # url = "http://tw.stock.yahoo.com/d/s/major_2451.html"
+  # stockId = "2451"
+  url = sprintf("http://tw.stock.yahoo.com/d/s/major_%s.html",as.character(stockId))
+  res <- GET(url)
+  content(res, "text", encoding = "big5")
+  html <- htmlParse(content(res, "text", encoding = "big5"), encoding = "utf8")
+
+  # Parser
+  tables <- readHTMLTable(html)
+
+  # figure out filtering condition ... 
+  filter_condition <- (sapply(tables,NCOL)==8)&(sapply(tables,NROW) <= 15)
+  data_table <- tables[filter_condition][[1]]
+
+  # extract date info
+  DataString_source = content(res, "text", encoding = "big5")
+  # DataString_regexp <- "([[:digit:]]{3}) /([[:digit:]]{2}) /([[:digit:]]{2})"
+  # DataString_Location = str_locate_all(DataString_source,DataString_regexp)[[1]]
+  # DataString = str_sub(DataString_source, DataString_Location[1],DataString_Location[2])
+  DateString = regmatches(DataString_source,regexpr("([0-9]+) /([0-9]+) /([0-9]+)",DataString_source))
+  DateVector = as.numeric(unlist(strsplit(DateString,split = " /")))
+  DateVector[1] = DateVector[1] + 1911
+  DataDate = as.Date(paste(DateVector,collapse = "-"))
+
+
+  # change the data type of each column
+  Data_Table = data_table
+  Data_Table[,1] = as.factor(Data_Table[,1])
+  Data_Table[,2] = as.integer(as.character(Data_Table[,2]))
+  Data_Table[,3] = as.integer(as.character(Data_Table[,3]))
+  Data_Table[,4] = as.integer(as.character(Data_Table[,4]))
+  Data_Table[,5] = as.factor(Data_Table[,5])
+  Data_Table[,6] = as.integer(as.character(Data_Table[,6]))
+  Data_Table[,7] = as.integer(as.character(Data_Table[,7]))
+  Data_Table[,8] = as.integer(as.character(Data_Table[,8]))
+
+  # Convert data to table in db
+
+  names(Data_Table)[c(1,5)] <- "Broker"
+  Data_Table <- rbind(Data_Table[,1:3],Data_Table[,5:7])
+
+  names(Data_Table)
+  names(Data_Table)[2:3]<-c("Buy","Sell")
+
+  Data_Table = data.frame(StockId=stockId,Date=DataDate,Data_Table)
+
+  return(Data_Table)
+}
+
+
+library(readr)
+STOCK_ID = Sys.getenv("STOCK_ID", "2330")
+OUTPUT_PATH = Sys.getenv("OUTPUT_PATH", sprintf("%s.csv",STOCK_ID))
+
+df = getStockMajorData(STOCK_ID)
+write_csv(df,OUTPUT_PATH)
+
+
+
+
+

test-getStockMajorData.R

@@ -0,0 +1,2 @@
+source("getStockMajorData.R")
+View(getStockMajorData(2330))

test-pttr.R

@@ -0,0 +1,5 @@
+devtools::install_github("leoluyi/PTTr")
+
+library(PTTr)
+get_post_content("https://www.ptt.cc/bbs/Gossiping/M.1467117389.A.62D.html")
+dt <- get_all_posts("Gossiping", max_post = 10)

test-quantmod.R

@@ -0,0 +1,3 @@
+library(quantmod)
+getSymbols("^TWII")
+chartSeries(TWII)

test-rmd.Rmd

@@ -0,0 +1,31 @@
+---
+title: "test-rmd-pdf"
+output:
+  word_document: default
+  pdf_document: default
+  html_document: default
+---
+
+```{r setup, include=FALSE}
+knitr::opts_chunk$set(echo = TRUE)
+```
+
+## R Markdown
+
+This is an R Markdown document. Markdown is a simple formatting syntax for authoring HTML, PDF, and MS Word documents. For more details on using R Markdown see <http://rmarkdown.rstudio.com>.
+
+When you click the **Knit** button a document will be generated that includes both content as well as the output of any embedded R code chunks within the document. You can embed an R code chunk like this:
+
+```{r cars}
+summary(cars)
+```
+
+## Including Plots
+
+You can also embed plots, for example:
+
+```{r pressure, echo=FALSE}
+plot(pressure)
+```
+
+Note that the `echo = FALSE` parameter was added to the code chunk to prevent printing of the R code that generated the plot.

test-rpart.R

@@ -0,0 +1,2 @@
+library(rpart)
+example("rpart")

test-shiny/app.R

@@ -0,0 +1,50 @@
+#
+# This is a Shiny web application. You can run the application by clicking
+# the 'Run App' button above.
+#
+# Find out more about building applications with Shiny here:
+#
+#    http://shiny.rstudio.com/
+#
+
+library(shiny)
+
+# Define UI for application that draws a histogram
+ui <- fluidPage(
+
+   # Application title
+   titlePanel("Old Faithful Geyser Data"),
+
+   # Sidebar with a slider input for number of bins 
+   sidebarLayout(
+      sidebarPanel(
+         sliderInput("bins",
+                     "Number of bins:",
+                     min = 1,
+                     max = 50,
+                     value = 30)
+      ),
+
+      # Show a plot of the generated distribution
+      mainPanel(
+         plotOutput("distPlot")
+      )
+   )
+)
+
+# Define server logic required to draw a histogram
+server <- function(input, output) {
+
+   output$distPlot <- renderPlot({
+      # generate bins based on input$bins from ui.R
+      x    <- faithful[, 2] 
+      bins <- seq(min(x), max(x), length.out = input$bins + 1)
+
+      # draw the histogram with the specified number of bins
+      hist(x, breaks = bins, col = 'darkgray', border = 'white')
+   })
+}
+
+# Run the application 
+shinyApp(ui = ui, server = server)
+