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<?xml version="1.0" encoding="utf-8"?>
<feed xmlns="http://www.w3.org/2005/Atom">
<title><![CDATA[雁起平沙的网络日志]]></title>
<link href="http://yanping.me/cn/atom.xml" rel="self"/>
<link href="http://yanping.me/cn/"/>
<updated>2013-10-24T00:33:41+08:00</updated>
<id>http://yanping.me/cn/</id>
<author>
<name><![CDATA[ypchen]]></name>
<email><![CDATA[[email protected]]]></email>
</author>
<generator uri="http://octopress.org/">Octopress</generator>
<entry>
<title type="html"><![CDATA[关于Github Pages 视频教程]]></title>
<link href="http://yanping.me/cn/blog/2013/08/12/about-github-pages-step-by-step-video/"/>
<updated>2013-08-12T23:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/08/12/about-github-pages-step-by-step-video</id>
<content type="html"><![CDATA[<p>昨天我发布了《github pages视频教程（1）》，今晚就有童鞋留言反馈，提得很好，对我今后再录视频有很大的促进。同时，我也觉得有必要解释些几点，免得大家产生误解。</p>
<h3 id="section">一、我为什么要录这个视频</h3>
<p>没什么特别原因，就是有几位朋友用github做博客出了点问题，我就说，那我录个视频吧。然后一想，光是你们几个能看到视频还不行，估计还有很多朋友会遇到这些问题，那我就公开吧。</p>
<h3 id="github">二、什么是github？它能做什么？</h3>
<p>推荐大家阅读阳志平老师的<a href="www.yangzhiping.com/tech/github.html">如何高效利用GitHub</a></p>
<h3 id="github-1">三、为什么要用github做博客</h3>
<p>首先，准确地说，应该是用github托管博客。你注册github以后，它提供了这样一种机制，你可以在github上存放静态网站（纯html+css+js）的代码，然后，你可以通过访问一定的url地址来访问网站。而jekyll是一种基于ruby语言的轻量级静态网站生成引擎，请看我以前翻译的一篇<a href="http://yanping.me/cn/blog/2011/12/15/building-static-sites-with-jekyll/">介绍</a>。github的后台还提供jekyll的程序的服务，这样，你把未编译的jekyll博客代码push到github上，它会在后台帮你编译，你也可以本地编译之后再push。听不懂没关系，以后会讲的。</p>
<p>那为什么要用github呢？这纯粹是个人喜好问题，2011年底，我想开个博客，那时候统计之都的几位博主都是wordpress的博客，我也用了几天，然后谢益辉在邮件里提到用github能搭博客，我就研究了好几个星期，完全上瘾了。你可以看看益辉当时写的一篇<a href="http://yihui.name/cn/2011/10/back-into-the-dust/">博文</a>，阐述他为什么要换到jekyll。阳志平老师也有一篇<a href="http://www.yangzhiping.com/tech/wordpress-to-jekyll.html">告别wordpress，拥抱jekyll</a>，去网上搜一下，你会发现，叫这个名字的文章还真不少。</p>
<h3 id="github-pages">四、什么人适合用github pages</h3>
<p>我并没有向大家推销github和jekyll的意思，这套东西真的不适合所有人。如果你跟我一样是代码控、经常用github存放代码、觉得wordpress不灵活、想通过实践学习html/css/js，那么你可以试试用github托管博客。</p>
<p>两年以前，我跟大家一样，不会做网页，不懂html/css/js，之后偶尔学一点，在用中学，现在也能做出像点样子的网站了。</p>
<h3 id="jekyll">五、为什么用jekyll做的网站好看的不多？</h3>
<p>这是个天大的误解，网站好不好看，跟你用什么系统没关系，而是跟你的html/css/js有关，你可以把jekyll当作cms，网站样子好不好看，就要看你的设计了。很多用jekyll做博客的孩子都是程序猿，崇尚简洁，而且不会把大量时间花在设计上，也有网站设得很好的，比如 <a href="http://pizn.github.io">http://pizn.github.io</a> 。如果你能找到一个设计得很好的页面，完全可以用jekyll来做博客，当然，你也可以用wordpress做，跟系统没关系。</p>
<p>在第一期视频里，我举的那个例子用的是jekyll自带的最简单的模板，虽然很难看，但是它很简单，而且该有的都有了。在讲解的时候，我可以迅速定位到关键的代码，排除那些枝枝蔓蔓的影响。</p>
<h3 id="section-1">六、之后的视频教程会有什么？</h3>
<p>视频课程的第一次只是讲了基本概念，教你如何把别人的网站clone到自己的github里，还没有讲如何做一个属于自己的博客主题。这将是后面课程的重点。我先从修改别人的网站代码讲起吧。</p>
<h3 id="section-2">七、这个课不会教什么？</h3>
<p>我们这个课是关于github pages和jekyll的，不会教html/css/js，你需要自己去学，下面有些资源</p>
<ul>
<li><a href="http://www.w3school.com.cn/">W3schol</a></li>
<li><a href="http://zixue.it">自学it网</a></li>
<li><a href="http://wenku.baidu.com/course/list/5">百度文库课程</a></li>
</ul>
<p>当然，网上还有很多资源，不限于上面的，不过我觉得，更重要的是在实践中学习。</p>
<h3 id="section-3">八、不足之处</h3>
<p>第一次录视频，不太熟练，有点紧张，错了就要重来，可是，我发现越是紧张，就越会出错，那天从下午三点一直录到晚上八点，最终还是三段视频拼到一起的，重来一遍的代价太高了。我觉得应该分段录的，十几分钟一段。</p>
<p>另外，我的确应该重新注册个空白帐号的，我帐号里的东西太多，会分散大家注意力。下次我会用新帐号把这次视频的后半部分重讲一遍。</p>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[Github Pages 视频教程（1）]]></title>
<link href="http://yanping.me/cn/blog/2013/08/11/github-pages-step-by-step-video/"/>
<updated>2013-08-11T10:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/08/11/github-pages-step-by-step-video</id>
<content type="html"><![CDATA[<p class="info">去年我写了一篇<a href="http://yanping.me/cn/blog/2012/03/18/github-pages-step-by-step/">《Github Pages极简教程》</a>，一年过去了，很多童鞋反映说在实际操作中遇到了这样那样的问题，而且github页面也改版了，jekyll也升级了，情况和当初有所不同。所以我就录了这个系列的视频，希望能对大家有所帮助。</p>
<div>
<embed src="http://static.youku.com/v/swf/qplayer.swf?winType=adshow&VideoIDS=XNTk0MjYxODQ0&isAutoPlay=false&isShowRelatedVideo=false" wmode="transparent" width="620" align="center" border="0" height="510" />
</div>
<div style="padding-top:20px;padding-bottom:20px;line-height:25px">
<strong><a href="http://yanping.me/cn/blog/2013/08/11/github-pages-step-by-step-video/">Github Pages 视频教程（1）</a></strong><br />
长度: 49 分 58 秒<br />
录制: 陈堰平<br />
<a href="http://v.youku.com/v_show/id_XNTk0MjYxODQ0.html" target="_blank">优酷播放</a> <br />
下载: <a href="http://pan.baidu.com/share/link?shareid=3678776452&uk=3288617424" target="_blank">高清视频文件</a>
</div>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[【广告】上海北京两地的R语言培训]]></title>
<link href="http://yanping.me/cn/blog/2013/06/30/xccds-r-training/"/>
<updated>2013-06-30T19:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/06/30/xccds-r-training</id>
<content type="html"><![CDATA[<p>最近北京和上海有两个R语言培训。</p>
<p>我的朋友<a href="http://www.weibo.com/u/1400524015">肖凯老师</a>最近要在上海开R语言的培训班。他是资深R语言用户，“<a href="http://xccds.github.io">数据科学与R语言</a>”博客博主，第五届R语言大会演讲嘉宾，上市公司（万达信息股份有限公司）数据分析部数据分析师。R语言领域的实战专家。</p>
<p>想要了解详情的请看<a href="http://ww3.sinaimg.cn/large/644c05aejw1e6iz4iuympj20c822qk13.jpg">这里</a>。</p>
<p>另一个培训是SupStat推出的RHadoop的培训，想要玩大数据的童鞋可以了解一下，请看<a href="http://bbs.it-home.org/forum.php?mod=viewthread&tid=1876&page=1&extra=#pid5270">介绍</a>，SupStat的其他培训信息请看<a href="http://ypchen.inwake.com/files/upload/supstat-courses.pdf">这里</a>。</p>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[【译文】软件工程师如何修炼数据科学]]></title>
<link href="http://yanping.me/cn/blog/2013/05/25/software-engineers-guide-to-getting/"/>
<updated>2013-05-25T19:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/05/25/software-engineers-guide-to-getting</id>
<content type="html"><![CDATA[<p class="info">写这篇文章的是位软件工程师，本文是他的数据科学修炼历程，原文在<a href="http://www.rcasts.com/2012/12/software-engineers-guide-to-getting.html">这里</a></p>
<p>很多软件攻城狮朋友问我如何学习数据科学。其实已经有不少有名的数据科学家写过这方面的文章，比如<a href="http://www.dataspora.com/2009/05/sexy-data-geeks/" target="_blank">Dataspora</a>, <a href="http://gigaom.com/data/why-becoming-a-data-scientist-might-be-easier-than-you-think" target="_blank">Gigaom</a>， <a href="http://www.quora.com/Career-Advice/How-do-I-become-a-data-scientist" target="_blank">Quora</a>和<a href="http://www.hilarymason.com/blog/getting-started-with-data-science/" target="_blank">Hilary Mason</a>。 本文讲述的是我作为一名软件工程师学习统计和数据可视化的历程。</p>
<p>我是半路出家的，花了5年时间成为数据科学领域的<a href="http://en.wikipedia.org/wiki/Dreyfus_model_of_skill_acquisition" target="_blank">熟练工（proficient）</a>，在我的学习过程中包括自学 （书籍, 博客, 简单实例）、工作中做项目、课堂培训(Stanford)、教学/演讲、会议（UseR, Strata）。 下面来讲讲到目前为止我做了哪些准备，其中哪些有用，哪些没用。</p>
<h2>1. 入门</h2>
<h3>a) 自学(2 - 4 个月)</h3>
<p><em>考察一下数据科学是否适合自己</em></p>
<p>入门很关键。两年前，我和几个同事组成了学习小组，一起学习<a href="http://stats202.com/" target="_blank">Stats 202</a>的课件。 这让我很兴趣，并且从那开始接触数据分析。 学习小组的5名成员中只有2名选择在这一领域研究的更深入（<a href="http://analytical-solution.com/2012/11/05/data-science-is-not-for-everyone/" target="_blank">数据科学并不适合所有人</a>）。<br /></p>
<ul>
<li><b>学习基础的统计学：</b><a href="http://stats202.com/" target="_blank">Stats 202</a>的课件非常适合入门</li>
<li><b>学习统计工具：</b> 作为一只菜鸟，我花了3个月的时间潜心学习。请看<a href="http://cran.r-project.org/" target="_blank">R</a> ，并获得了不少乐趣 <a href="http://www.rcasts.com/2011/03/why-learn-r.html" target="_blank">为什么学R</a>？</li>
<li><b>解决问题：</b>好奇心是数据科学的关键。如果你对国家经济、犯罪率统计以及体育比赛结果有疑问，那就找找数据自己解答你的疑问吧。</li>
<li><b>学习Unix工具：</b>我选择阅读 <a href="http://shop.oreilly.com/product/9780596802363.do" target="_blank">O'Reilly's Data Analysis with Open Source Tools (A hands-on guide for programmers and data scientists)</a></li>
<li><b>学习SQL和脚本语言：</b> 我会Java, Ruby和SQL。Python也在我的清单上。</li>
</ul>
<p>网上有很多学习资料</p>
<ul>
<li><a href="http://www.stanford.edu/class/stats202/" target="_blank">Stats 202</a></li>
<li><a href="http://work.caltech.edu/telecourse.html" target="_blank">Caltech Data Science course</a></li>
<li><a href="https://www.coursera.org/category/stats" target="_blank">Coursera</a>: <a href="https://www.coursera.org/course/datasci" target="_blank">Introduction to Data Science</a>, <a href="https://www.coursera.org/course/ml" target="_blank">Machine learning</a>, <a href="https://www.coursera.org/course/dataanalysis" target="_blank">Data Analysis</a>, <a href="https://www.coursera.org/course/compdata" target="_blank">Computing for Data Analysis</a></li>
<li><a href="http://datascienc.es/" target="_blank">University of California Berkeley - Introduction to Data Science</a></li>
<li><a href="http://open.journalismcourses.org/" target="_blank">Knight Center for Journalism's course on Introduction to Infographics and Data Visualization</a></li>
<li>Stats 101: <a href="http://www.udacity.com/overview/Course/st101/CourseRev/1" target="_blank">Udacity (Intro to Stats)</a>, <a href="https://www.khanacademy.org/math/probability/statistics" target="_blank">Khan academy</a>, <a href="http://oli.cmu.edu/courses/free-open/statistics-course-details/" target="_blank">Carnegie Mellon's stats course</a></li>
<li><a href="http://tryr.codeschool.com/" target="_blank">Learn R</a></li>
</ul>
<h3>b) 课堂培训 (9 - 12个月)</h3>
<p><em>如果你真的想学好，就参加一门正式的课程</em></p>
<p>如果你很认真地想学这门技术，那么最好参加课程学习。课程的艰难程度要保证我不会松懈。斯坦福提供了很棒的入门课程，比我参加的其他为期一周的培训课程要好很多。</p>
<ul>
<li><a href="http://www.stanford.edu/class/stats202/" target="_blank">Data Mining and Analysis STATS202</a></li>
<li><a href="http://www.stanford.edu/class/msande211/" target="_blank">Linear and Nonlinear Optimization MS&E211</a></li>
<li><a href="http://www.stanford.edu/class/cs246/" target="_blank">Mining Massive Data Sets CS246</a></li>
<li><a href="http://www-stat.stanford.edu/~tibs/stat315a/" target="_blank">Modern Applied Statistics: Learning STATS315A</a></li>
<li>Statistical Methods in Finance STATS240P</li>
<li><a href="http://www.stanford.edu/class/stats315b/" target="_blank">Modern Applied Statistics: Data Mining STATS315B</a></li>
</ul>
<!--more-->
<h2>2. 专注</h2>
<h3>a) 在数据科学方面花100%的时间</h3>
<ul>
<li>当我沉迷于数据科学时，我发现想用20%的时间来构建专业知识是很困难的。 必须花100%的时间在上面， 所以我寻找跟数据科学有关的问题 （大数据分析、医疗、市场营销以及零售分析、 最优化等问题）来解决</li>
</ul>
<h3>b) 研究有趣的问题</h3>
<ul>
<li>我的学习目标总是跟我感兴趣的事物联系起来。当我学习新的技术时，我发现用所学的知识解决有趣的问题是很另人兴趣和着迷的事。我对零售、医疗和体育 （<a href="http://www.rcasts.com/search/label/cricket" target="_blank">板球</a>）方面的数据分析很感兴趣</li>
</ul>
<h3>c) 加速学习</h3>
<ul>
<li><b>教学：</b>我给同事和朋友<a href="http://www.rcasts.com/2010/11/learning-r.html" target="_blank">培训R</a>和<a href="http://www.rcasts.com/2012/03/data-analysis-training.html" target="_blank">数据挖掘的入门课程</a>。这使我所学的知识得到巩固，而且让其他人对这一领域感兴趣。 这是我回馈开源社区的最好方式，写博客也是将我所学知识贡献出来的好办法。</li>
<li><b>关注数据科学领域的领导者：</b><a href="http://www.linkedin.com/in/dpatil" target="_blank">DJ Patil</a>，<a href="http://www.hilarymason.com/" target="_blank">Hillary Mason</a>，<a href="http://jeffhammerbacher.com/" target="_blank">Jeff Hammerbacher</a>，<a href="http://analytical-solution.com/" target="_blank">Carla Gentry</a>，<a href="http://blog.linkedin.com/author/mrogati/" target="_blank">Monica Rogati</a>，<a href="http://mathbabe.org/" target="_blank">Cathy O'Neil</a>。还有其他这方面的领导者。</li>
<li><b>关注有趣的博客：</b><a href="http://datascience101.wordpress.com/">http://datascience101.wordpress.com</a>，<a href="http://columbiadatascience.com/blog">http://columbiadatascience.com/blog</a>，<a href="http://www.r-bloggers.com/">http://www.r-bloggers.com</a>，<a href="http://www.datawrangling.com/">http://www.datawrangling.com</a>，<a href="http://flowingdata.com/">http://flowingdata.com</a>（<a href="http://www.quora.com/What-are-the-best-blogs-about-data-Why" target="_blank">Quora的最佳博客列表</a>）</li>
<li><b>定期参加会议和聚会：</b>本地的数据科学/R语言方面的聚会，<a href="http://strata.oreilly.com/" target="_blank">O'Reilly Strata</a>非常棒！ 由于这个领域更新很快，所以我至少每隔一年去一次这个会议。<a href="http://www.r-project.org/conferences.html" target="_blank">UseR</a>会议 也很精彩，可以看看R语言世界发生了什么有趣的事。</li>
<li><b>学习大数据技术：</b>MapReduce/Hadoop，Cloud computing. 我避免选择商业软件 。现在看来，这是正确的决定。</li>
</ul>
<h3>d) 学习行业知识</h3>
<p>我很幸运，能够接触到数据科学内外的专家， 他们帮我理解他们处理数据科学问题的方法 （他们如何思考、 假设以及 test/access/reject解决方案)。我从他那里学到， “Hypothesis-driven data analysis”比”blind/brute-force data analysis”更加重要。这强调的重点是，对业务的理解要先于试图从数据中获取有意义的结论。 这引导我了解运筹、营销、零售、 旅行和物流（利润管理）以及医疗行业。 <a href="http://www.nytimes.com/2012/12/30/technology/big-data-is-great-but-dont-forget-intuition.html" target="_blank">纽约时报最近发表了一篇文章强调直觉的必要性</a>。</p>
<h2>
3. 数据科学方面有用的图书</h2>
<ul>
<li><a href="http://www.amazon.com/Introduction-Data-Mining-Pang-Ning-Tan/dp/0321321367" target="_blank">Introduction to Data Mining by Tan, Steinback and Kumar</a> 这本教材被很多入门级数据科学课程采用，比如Stanford的Stats 202</li>
<li><a href="http://www.amazon.com/Nutshell-Desktop-Quick-Reference-OReilly/dp/059680170X" target="_blank">R in a nutshell</a></li>
<li><a href="http://www.amazon.com/Data-Analysis-Open-Source-Tools/dp/0596802358" target="_blank">Data Analysis by using Open Source tools</a></li>
<li><a href="http://www.amazon.com/Beautiful-Visualization-Looking-through-Practice/dp/1449379869" target="_blank">Beautiful visualization</a></li>
<li>其他数据科学领域的图书：<a href="http://shop.oreilly.com/category/get/data-science-kit.do" target="_blank">O'Reilly</a>, <a href="http://myemail.constantcontact.com/Data-Science-books-at-Manning.html?soid=1101335703814&aid=F6MCzlEavBM" target="_blank">Manning</a></li>
</ul>
<h2>4. 对我没什么用的东西</h2>
<ul>
<li><b>学习多种统计工具：</b>一年以前，我接手的工作需要用到SAS编程，所以我想学SAS。我尝试了一个月，不过最终还是放弃了。主要原因是学习的惰性，以及我对另一种统计工具R的热爱。我实在不需要其他统计软件。我可以用R和其他我了解的软件<a href="http://cran.r-project.org/web/views/" target="_blank">解决数据科学里几乎所有的问题</a> 。所以我的建议是如果你已经对SAS，Stata，Matlab，SPSS，Statistica很熟悉，那就继续使用。如果你要学习新的统计工具，那就选R。 R 是开源软件，而其他软件是商业软件（昂贵且复杂）</li>
</ul>
<ul>
<li><b>在线公开课：</b>我曾经尝试在Coursera或其他 <a href="http://en.wikipedia.org/wiki/Massive_open_online_course" target="_blank">MOOC（在线公开课）</a>平台上自学，但是对于来说这样做效果并不理想。 我需要常规的、有压力的正式课程，经过艰苦的学习后能拿到学分</li>
</ul>
<ul>
<li><b>增加学术方面的工作量：</b>需要注意工作与生活的平衡。 今年早些时候，我尝试同时学习好几门很难的课程，后来很快意识到，我并不享受学习的过程。</li>
<li><b>只阅读课程教材：</b>很多课程的教材对我这样的软件工程师来说过于艰深了。所以我用其他资料来理解概念。比如，用<a href="http://www.stat.cmu.edu/~roeder/stat707/lectures.pdf" target="_blank">卡内基梅隆大学的笔记</a>学习回归</li>
</ul>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[《R语言编程艺术》即将上市]]></title>
<link href="http://yanping.me/cn/blog/2013/05/15/the-art-of-r-programming-published/"/>
<updated>2013-05-15T19:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/05/15/the-art-of-r-programming-published</id>
<content type="html"><![CDATA[<p style="height:0">
<a class="fancybox" style="text-decoration: none;" rel="gallery1" href="http://cos.name/wp-content/uploads/2013/05/art-of-r-big.jpg" title="The Art of R Programming">
<img src="http://cos.name/wp-content/uploads/2013/05/art-of-r-235x300.jpg" title="Hosted by imgur.com" style="float:right;margin:0 0 10px 20px" />
</a>
</p>
<p>经历千辛万苦之后，<em>The Art of R Programming</em>这本书终于被我们翻译成了《R语言编程艺术》。去年五月份机械工业出版社的<a href="http://weibo.com/maywuyi">吴怡</a>编辑与统计之都洽谈翻译本书，到现在已经整整一年了。这本书与其他R语言图书有很大的不同，它是由著名计算机科学家兼统计学家Norman Matloff撰写，从编程的角度来讲解R语言，并且深入浅出，非常适合入门，也可作为有R语言使用经验的人进阶。也正由于这本书的特别之处，使得翻译过程异常艰难，好在我们还有统计之都各位大佬的支持，很多把握不准的术语都是求助于他们，在此表示感谢。我在译者序中对本书做了详细介绍。</p>
<h2 id="section">译者序</h2>
<p>R是一种用于统计计算和统计作图的开源软件，同时也是种编程语言，它广泛应用于企业和学术界的数据分析领域，正在成为最通用语言之一。由于近几年数据挖掘、大数据等概念的走红，R也越来越多地被人关注。截止到本文完成之日，CRAN（<a href="http://cran.r-project.org/">http://cran.r-project.org/</a>）上共有4383个包，涉及统计、化学、经济、生物、医学、心理、社会学等各个学科。不同类型的公司，比如Google、辉瑞、默克、美国银行、洲际酒店集团和壳牌公司都在使用它，同时以S语言环境为基础的R语言由于其鲜明的特色，一出现就受到了统计专业人士的青睐，成为国外大学里相当标准的统计软件。</p>
<p>一直以来，国内外关于R语言的著作都是以统计学专业的视角来介绍R语言的，对R语言本身的特性讲解得并不详尽，而软件自带的官方文档又显得过于技术，不那么亲民。另一方面，很多接触R的朋友都来自非计算机专业，没有接受过编程训练，他们使用R的时候，写出来的代码通常只能算是一条条命令的集合，面对更复杂的问题，常常束手无策。记得在某届R语言大会上，有位SAS阵营的朋友说，他看到演讲者所展示的代码里只有函数调用，没有编程的东西，所以他觉得R不能算一种编程语言。其实，他错了，此时你手里这本《R语言编程艺术》，覆盖了其他大部分R语言图书没有涉及到的编程主题。这本书就如同R语言的九阳神功秘籍，当神功练成，任督二脉一旦打通，再学习针对某一领域应用的函数或包就如庖丁解牛一般。顺便提一下，据微博上的小道消息，前面提到的那位朋友最近也开始学R了。</p>
<p><strong>本书的特点表现在以下几个方面：</strong></p>
<ul>
<li>第一，对读者的统计学知识和编程水平要求并不高。与很多R语言书籍不同，这本书并不需要很深的统计学功底，它从纯语言的角度入手来讲解R。对于有一定编程经验却没什么统计学背景的人来说，读这本书会比较顺畅，读者就可以重点专注R语言的特性在数据分析方面的应用。在有的地方，作者也会提醒那些有其他语言编程经验的人应该注意R语言有什么不同之处。而对于没有编程经验又想使用R做数据分析的人来说，这本书也是学习编程的绝佳教材。</li>
<li>第二，专注于R语言编程。作者没有把这本书定位为菜谱式的手册，也不像有些R语言图书那样介绍完统计学某方面应用之后简单地把R语言代码摆出来。翻开这本书的目录，你几乎看不到统计学的术语。本书系统介绍了R语言的各种数据结构和编程结构、面向对象编程方法、socket网络编程、并行计算、代码调试、程序性能提升以及R语言与其他语言的接口等主题。书中也提到了不少编程的小技巧，这都是作者多年编程经验的总结。</li>
<li>第三，丰富的案例分析。作者Matloff教授是位计算机科学家，同时他也是位统计学家，有多年的教学经验，也做过统计学方法论的顾问。除了正文中的例子之外，本书还有44个扩展案例，很多案例源自作者亲身参与过的咨询项目。虽然本书没有讲解任何统计模型，但是扩展案例都是和数据分析相关的，比如鲍鱼数据的重编码（第二章）、寻找离群值（第三章）、文本词汇索引表（第四章）、汉语方言学习助手（第五章）等等。通过学习这些案例，读者不仅能学到R语言的每种概念如何运作，也会学到如何把这些概念组合到一起成为有用的程序。比如第十章介绍了socket网络编程之后，就用一个扩展案例讲解如何用socket实现并行计算，这为第十六章详细讲解并行计算做好了铺垫。在很多案例里，作者讨论了好几种设计方案，并比较了这几种方案的不同之处，以回答“为什么这样做？”，这对于缺少编程经验的人来说，是非常好的安排。</li>
</ul>
<!--more-->
<p>本书第一章简要介绍了R语言的几种数据结构和编程基础，其余章节可分为三大部分。</p>
<ul>
<li>第一部分 （第二至六章）详细介绍R的几种主要的数据结构：向量、矩阵、列表、数据框和因子。对很多人来说，R复杂多变的数据结构真的是一只拦路虎。而本书从最简单的向量开始，一步一步引导读者认识并掌握各种数据结构。</li>
<li>第二部分（第七至十三章）涉及编程方面： 编程结构和面向对象特性、输入/输出、 字符串处理以及绘图。值得一提的是第十三章，这章主要讲解的是R语言的调试。很多朋友在实际工作中有这样的经历，你可能用了一个小时就写好代码，却用了一天的时间来调试。可是到目前为止还没有在其他图书上看到与R语言调试相关的内容，甚至也很少见到关于其他编程语言调试的图书。本书刚好填补了这方面的空白。如果读者仔细读完第十三章，并实践其中的调试技巧，一定能事半功倍，也就能少熬点儿夜，有延长寿命的功效。本书的作者同时也著有《调式的艺术》（The Art of Debugging），相信他在R语言调试方面的功力也是相当深厚的。</li>
<li>第三部分介绍的是更高级的内容，比如执行速度和性能的提升（第十四章）、R语言与C/C++或python混合编程（第十五章）以及R语言并行计算（第十六章） ，虽然最后一部分属于编程的高级内容，但如果读者从前往后一直学下来，随着能力的提高，也是可以读懂的。</li>
</ul>
<p>本人从2007年开始接触R语言，那时候市面上几乎没有R语言方面的书籍。当时我关于R语言的所有信息几乎都是来自统计之都（<a href="http://cos.name">http://cos.name</a>）和谢益辉的博客（<a href="http://yihui.name">http://yihui.name</a>）。2008年冬天，统计之都成功举办了“第一届中国R语言会议”，来自各地的R语言用户们齐聚一堂，交流心得。从那以后，每年的R语言会议都会在北京和上海举办。这几年来统计之都的队伍也逐渐壮大，比如本书的其他三位主要译者：邱怡轩、潘岚锋和熊熹，当年他们参加R语言会议的时候还是人大统计学院大一大二的学生，后来也成为R语言社区的领军人物。去年我们接到本书的翻译任务时，他们三人分别收到了普度大学、爱荷华州立大学以及明尼苏达大学的录取通知，现在已经在美国留学深造。希望有越来越多的人加入统计之都的大家庭，和大家一起成长，为中国统计事业的发展尽自己的一份力。</p>
<p>在翻译过程中，几位译者力求忠实于原文，同时也兼顾中文表达的流畅，不过译文中仍可能有不当之处，欢迎读者予以指正。</p>
<p>除了本人以及前面提到的三位译者之外，统计之都的三位老朋友林宇、严紫丹和程豪也参与了本书部分章节的校审和初稿翻译，在此表示感谢。全书译文最后由本人统稿，如有错误之处，均由本人承担。</p>
<p>也感谢机械工业出版社的吴怡女士，她给予了我们细心帮助。</p>
<p>读者可以在统计之都的图书出版栏目（网址是<a href="http://cos.name/books/">http://cos.name/books/</a>）查看本书的页面，您可以在这里下载本书的数据和代码，也可以留言提问。</p>
<div style="width:300px;text-align:right;float:right">
陈堰平<br />
2013年3月于新华通讯社第三工作区
</div>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[用js在jekyll博客中实现标签云和标签页]]></title>
<link href="http://yanping.me/cn/blog/2013/02/13/generate-tags-with-js-in-jekyll-blog/"/>
<updated>2013-02-13T15:30:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/02/13/generate-tags-with-js-in-jekyll-blog</id>
<content type="html"><![CDATA[<p class="info">本文主要讨论在jekyll博客中借助javascript和json，实现标签云和标签页。标签云可以用jquery.tagcloud.js插件实现，标签页则使用jQuery读取json数据文件，用地址传递参数给js函数，使用的是异步加载技术，请看<a href="http://art.yanping.me/tags/">演示页面</a>。</p>
<h2 id="section">标签云</h2>
<p>先做点准备工作，加载jquery。因为我的博客里还加载了其他的js库，在另外一个js库中也定义了$符号的话，那么我们在使用$符号时就发生了冲突。所以在加载jquery时还要解决$命名冲突。请看<a href="http://www.cnblogs.com/RascallySnake/archive/2010/05/07/1729417.html">这篇文章</a>，我用的办法是定义jQuery的别名：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><script </span><span class="na">src=</span><span class="s">"/js/jquery-1.7.1.min.js"</span> <span class="na">type=</span><span class="s">"text/javascript"</span> <span class="na">charset=</span><span class="s">"utf-8"</span><span class="nt">></script></span>
</span><span class="line"><span class="nt"><script </span><span class="na">type=</span><span class="s">"text/javascript"</span><span class="nt">></span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">jq</span> <span class="o">=</span> <span class="nx">jQuery</span><span class="p">.</span><span class="nx">noConflict</span><span class="p">();</span>
</span><span class="line"><span class="nt"></script></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>下面是标签云的代码：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><script </span><span class="na">src=</span><span class="s">"/js/jquery.tagcloud.js"</span> <span class="na">type=</span><span class="s">"text/javascript"</span> <span class="na">charset=</span><span class="s">"utf-8"</span><span class="nt">></script></span>
</span><span class="line"><span class="nt"><script </span><span class="na">language=</span><span class="s">"javascript"</span><span class="nt">></span>
</span><span class="line"> <span class="nx">jq</span><span class="p">.</span><span class="nx">fn</span><span class="p">.</span><span class="nx">tagcloud</span><span class="p">.</span><span class="nx">defaults</span> <span class="o">=</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">size</span><span class="o">:</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">start</span><span class="o">:</span> <span class="mi">12</span><span class="p">,</span>
</span><span class="line"> <span class="nx">end</span><span class="o">:</span> <span class="mi">22</span><span class="p">,</span>
</span><span class="line"> <span class="nx">unit</span><span class="o">:</span> <span class="s1">'px'</span>
</span><span class="line"> <span class="p">},</span>
</span><span class="line"> <span class="nx">color</span><span class="o">:</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">start</span><span class="o">:</span> <span class="s1">'#7CCD7C'</span><span class="p">,</span>
</span><span class="line"> <span class="nx">end</span><span class="o">:</span> <span class="s1">'#CD0000'</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> <span class="p">};</span>
</span><span class="line">
</span><span class="line"> <span class="nx">jq</span><span class="p">(</span><span class="kd">function</span><span class="p">()</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">(</span><span class="s1">'#tag_cloud a'</span><span class="p">).</span><span class="nx">tagcloud</span><span class="p">();</span>
</span><span class="line"> <span class="p">});</span>
</span><span class="line"><span class="nt"></script></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<h2 id="section-1">标签页</h2>
<p>最初，我是在谢益辉的博客里看到的<a href="http://yihui.name/cn/tags/">用js实现标签云</a>。可以看到，这个标签页上，在标签云之后跟着各个标签的文章列表，如果我只想看到某个标签的文章列表，要怎么做呢？</p>
<p>前面我写了篇文章<a href="http://yanping.me/cn/blog/2012/10/10/asynchronous-loading-post-list-with-jekyll-and-jQuery/">《用jekyll和jQuery实现异步加载文章列表》</a>，使用jQuery异步加载文章列表。同样的，我们也可以编写个函数加载某个标签的所有文章的列表。</p>
<!--more-->
<p>首先，生成文章列表数据的json模板是：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line">---
</span><span class="line">layout: nil
</span><span class="line">---
</span><span class="line">
</span><span class="line">[
</span><span class="line">{% for post in site.posts %}
</span><span class="line"> {"title":"{{post.title}}",
</span><span class="line"> "url":"{{site.url}}{{post.url}}",
</span><span class="line"> "date":"{{ post.date | date:'%Y-%m-%d' }}",
</span><span class="line"> "tags":[{% for tag in post.tags %}"{{tag}}"{% if forloop.last == false %} ,{% endif %}{% endfor %}]}
</span><span class="line"> {% if forloop.last == false %},{% endif %}{% endfor %}
</span><span class="line">]
</span><span class="line">
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>用jekyll处理之后得到的json文件在<a href="http://art.yanping.me/post.json">这里</a>。</p>
<p>定义javascript函数showTag()，异步加载某一个标签的文章列表</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><script </span><span class="na">type=</span><span class="s">"text/javascript"</span><span class="nt">></span>
</span><span class="line"> <span class="kd">function</span> <span class="nx">showTag</span><span class="p">(</span><span class="nx">tagStr</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">.</span><span class="nx">getJSON</span><span class="p">(</span><span class="s2">"../post.json"</span><span class="p">,</span>
</span><span class="line"> <span class="kd">function</span><span class="p">(</span><span class="nx">data</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">(</span><span class="s1">'#show-tag'</span><span class="p">).</span><span class="nx">empty</span><span class="p">(</span><span class="nx">content</span><span class="p">);</span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">content</span> <span class="o">=</span> <span class="s2">"<h2>分类："</span> <span class="o">+</span> <span class="nx">tagStr</span> <span class="o">+</span> <span class="s2">"</h2><ul class=\"posts\">"</span><span class="p">;</span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">count</span> <span class="o">=</span> <span class="mi">0</span><span class="p">;</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">.</span><span class="nx">each</span><span class="p">(</span><span class="nx">data</span><span class="p">,</span>
</span><span class="line"> <span class="kd">function</span><span class="p">(</span><span class="nx">i</span><span class="p">,</span> <span class="nx">item</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">.</span><span class="nx">each</span><span class="p">(</span><span class="nx">item</span><span class="p">.</span><span class="nx">tags</span><span class="p">,</span>
</span><span class="line"> <span class="kd">function</span><span class="p">(</span><span class="nx">j</span><span class="p">,</span> <span class="nx">tag</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="k">if</span> <span class="p">(</span><span class="nx">tag</span> <span class="o">==</span> <span class="nx">tagStr</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">content</span> <span class="o">+=</span> <span class="s2">"<li class=\"listing-item\"><time datetime=\""</span> <span class="o">+</span> <span class="nx">item</span><span class="p">.</span><span class="nx">date</span> <span class="o">+</span> <span class="s2">"\">"</span> <span class="o">+</span> <span class="nx">item</span><span class="p">.</span><span class="nx">date</span> <span class="o">+</span> <span class="s2">"</time><a href=\""</span> <span class="o">+</span> <span class="nx">item</span><span class="p">.</span><span class="nx">url</span> <span class="o">+</span> <span class="s2">"\">"</span> <span class="o">+</span> <span class="nx">item</span><span class="p">.</span><span class="nx">title</span> <span class="o">+</span> <span class="s2">"</a></li>"</span><span class="p">;</span>
</span><span class="line"> <span class="nx">count</span><span class="o">++</span><span class="p">;</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="p">});</span>
</span><span class="line"> <span class="p">});</span>
</span><span class="line"> <span class="k">if</span> <span class="p">(</span><span class="nx">count</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">content</span> <span class="o">+=</span> <span class="s2">"</ul>"</span><span class="p">;</span>
</span><span class="line"> <span class="nx">postNumStr</span> <span class="o">=</span> <span class="s2">"<span>（"</span> <span class="o">+</span> <span class="nx">count</span> <span class="o">+</span> <span class="s2">"篇文章）</span>"</span><span class="p">;</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">(</span><span class="s1">'#show-tag'</span><span class="p">).</span><span class="nx">append</span><span class="p">(</span><span class="nx">content</span><span class="p">);</span>
</span><span class="line"> <span class="nx">jq</span><span class="p">(</span><span class="s1">'#show-tag>h2'</span><span class="p">).</span><span class="nx">append</span><span class="p">(</span><span class="nx">postNumStr</span><span class="p">);</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> <span class="p">});</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"><span class="nt"></script></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>而标签页的核心代码为</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><div</span> <span class="na">id=</span><span class="s">"tag_cloud"</span><span class="nt">></span>
</span><span class="line"> {% for tag in site.tags %}
</span><span class="line"> <span class="nt"><a</span> <span class="na">href=</span><span class="s">"javascript:;"</span> <span class="na">onclick=</span><span class="s">"showTag('{{ tag[0] }}')"</span> <span class="na">title=</span><span class="s">"{{ tag[0] }}"</span> <span class="na">rel=</span><span class="s">"{{ tag[1].size }}"</span><span class="nt">></span>
</span><span class="line"> {{ tag[0] }}
</span><span class="line"> <span class="nt"></a></span>
</span><span class="line"> {% endfor %}
</span><span class="line"> <span class="nt"></div></span>
</span><span class="line">
</span><span class="line"><span class="nt"><div</span> <span class="na">id=</span><span class="s">"show-tag"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><div</span> <span class="na">style=</span><span class="s">"text-align:center"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><img</span> <span class="na">src=</span><span class="s">"/images/loading.gif"</span><span class="nt">/></span><span class="ni">&nbsp;&nbsp;</span>loading...
</span><span class="line"> <span class="nt"></div></span>
</span><span class="line"><span class="nt"></div></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>戳<a href="https://raw.github.com/yanping/art/gh-pages/tags/index.html">这里</a>查看完整代码。</p>
<p>下面这段代码用url地址来传递参数</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><script </span><span class="na">type=</span><span class="s">"text/javascript"</span><span class="nt">></span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">href</span> <span class="o">=</span> <span class="nb">window</span><span class="p">.</span><span class="nx">location</span><span class="p">.</span><span class="nx">href</span><span class="p">;</span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">pos</span> <span class="o">=</span> <span class="nx">href</span><span class="p">.</span><span class="nx">indexOf</span><span class="p">(</span><span class="s1">'?tag='</span><span class="p">);</span>
</span><span class="line"> <span class="kd">var</span> <span class="nx">paraStr</span> <span class="o">=</span> <span class="nx">href</span><span class="p">.</span><span class="nx">substring</span><span class="p">(</span><span class="nx">pos</span> <span class="o">+</span> <span class="mi">5</span><span class="p">);</span>
</span><span class="line"> <span class="k">if</span> <span class="p">(</span><span class="nx">pos</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">showTag</span><span class="p">(</span><span class="nb">decodeURI</span><span class="p">(</span><span class="nx">paraStr</span><span class="p">));</span>
</span><span class="line"> <span class="p">}</span> <span class="k">else</span> <span class="p">{</span>
</span><span class="line"> <span class="nx">showTag</span><span class="p">(</span><span class="s2">""</span><span class="p">);</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"><span class="nt"></script></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>post模板里的标签列表部分代码：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
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<span class="line-number">5</span>
<span class="line-number">6</span>
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</pre></td><td class="code"><pre><code class="html"><span class="line">{% if page.tags != empty %}
</span><span class="line"><span class="nt"><ul</span> <span class="na">class=</span><span class="s">"tags emphnext"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><li></span>标签：<span class="nt"></li></span>
</span><span class="line"> {% for tag in page.tags %}
</span><span class="line"> <span class="nt"><li></span>
</span><span class="line"> <span class="nt"><a</span> <span class="na">href=</span><span class="s">"{{ site.baseurl }}/tags/?tag={{tag | cgi}}"</span><span class="nt">></span>
</span><span class="line"> {{ tag }}
</span><span class="line"> <span class="nt"></a></span>
</span><span class="line"> {% if forloop.last == false %}, {%endif %}
</span><span class="line"> <span class="nt"></li></span>
</span><span class="line"> {% endfor %}
</span><span class="line"><span class="nt"></ul></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>侧面栏上标签列表的代码：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
<span class="line-number">3</span>
<span class="line-number">4</span>
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<span class="line-number">7</span>
</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><div</span> <span class="na">id=</span><span class="s">"tag_sidebar"</span><span class="nt">></span>
</span><span class="line"> {% for tag in site.tags %}
</span><span class="line"> <span class="nt"><a</span> <span class="na">href=</span><span class="s">"{{site.baseurl}}/tags/?tag={{tag[0] | cgi}}"</span> <span class="na">title=</span><span class="s">"{{ tag[0] }}"</span><span class="nt">></span>
</span><span class="line"> {{ tag[0] }}<span class="nt"><sup></span>{{ tag[1].size }}<span class="nt"></sup></span><span class="ni">&nbsp;</span>
</span><span class="line"> <span class="nt"></a></span>
</span><span class="line"> {% endfor %}
</span><span class="line"><span class="nt"></div></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[用R获取flash中的数据]]></title>
<link href="http://yanping.me/cn/blog/2013/02/10/get-data-from-flash/"/>
<updated>2013-02-10T02:00:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/02/10/get-data-from-flash</id>
<content type="html"><![CDATA[<p class="info">本文主要讨论如何用R语言从flash中获取数据</p>
<p>某天我需要获取<a href="http://ifsfd.fudan.edu.cn/fdurmb/indexchart1.jsp">复旦人民币汇率指数</a>的数据。此前我们介绍过从网页抓取数据的两种方法</p>
<ol>
<li>用url给服务器提交参数获取数据文件，例如<a href="http://yanping.me/cn/blog/2012/12/09/get-dce-data/">用R获取大连商品交易所历史数据</a>这篇文章里提到的方法</li>
<li>解析html代码以获取数据，例如<a href="http://yanping.me/cn/blog/2013/02/09/get-zce-data/">用R获取郑州商品交易所历史数据</a>这篇文章里提到的方法</li>
</ol>
<p>而复旦的这个网页，不提供数据文件的下载，从html中也不能解析出数据。实际上，该网页中的flash向服务器发送请求，服务器返回数据给flash并显示出图形和表格。</p>
<p>用<a href="http://cos.name/cn/topic/107729">http://cos.name/cn/topic/107729</a>中<a href="http://www.road2stat.com/">Xiao Nan版主</a>介绍的办法，我用chrome看了下页面</p>
<p><img src="http://i.imgur.com/OqZSfRa.png" alt="network -> XHR" /></p>
<p>可以看到，上图中的表是从2012年12月12日到2013年2月10日的数据，对应的数据来自<a href="http://ifsfd.fudan.edu.cn/fdurmb/data?type=0%2C1%2C2&df=2012%2F12%2F12&dt=2013%2F02%2F10">http://ifsfd.fudan.edu.cn/fdurmb/data?type=0%2C1%2C2&df=2012%2F12%2F12&dt=2013%2F02%2F10</a>，打开这个链接，可以看出这是JSON格式，用R的rjson和RJSONIO包都可以解析JSON格式的数据。</p>
<p>我们来研究一下上面的这个链接，<code>df=2012%2F12%2F12&dt=2013%2F02%2F10</code>规定了从开始到结束的日期，如果开始日期是YYYY年MM月DD日，结束日期是yyyy年mm月dd日，那么对应的字符串是<code>df=YYYY%2FMM%2FDD&dt=yyyy%2Fmm%2Fdd</code></p>
<p>那么文本开头提出的问题，可用下面的代码解决</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span> (readFudan.r)</span> <a href="http://yanping.me/cn/downloads/code/readFudan.r">download</a></figcaption>
<div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
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</pre></td><td class="code"><pre><code class="r"><span class="line"><span class="c1"># 从复旦人民币汇率指数网站读取数据 http://ifsfd.fudan.edu.cn/fdurmb/indexchart1.jsp</span>
</span><span class="line"><span class="c1"># 更多细节请看 http://cos.name/cn/topic/109132</span>
</span><span class="line">
</span><span class="line">require<span class="p">(</span>RCurl<span class="p">)</span>
</span><span class="line">require<span class="p">(</span>rjson<span class="p">)</span>
</span><span class="line">
</span><span class="line">fdjson <span class="o"><-</span> getURL<span class="p">(</span><span class="s">"http://ifsfd.fudan.edu.cn/fdurmb/data?type=0%2C1%2C2&df=2012%2F12%2F12&dt=2013%2F02%2F10"</span><span class="p">)</span>
</span><span class="line">fdlist <span class="o"><-</span> fromJSON<span class="p">(</span>fdjson<span class="p">)</span>
</span><span class="line">fdm <span class="o"><-</span> matrix<span class="p">(</span>unlist<span class="p">(</span>fdlist<span class="p">),</span>ncol<span class="o">=</span><span class="m">4</span><span class="p">,</span>byrow<span class="o">=</span><span class="k-Variable">T</span><span class="p">)</span>
</span><span class="line">fddf <span class="o"><-</span> data.frame<span class="p">(</span>fdm<span class="p">,</span> stringsAsFactors <span class="o">=</span> <span class="k-Variable">F</span><span class="p">)</span>
</span><span class="line">fddf<span class="p">[,</span><span class="m">2</span>:<span class="m">4</span><span class="p">]</span> <span class="o"><-</span> sapply<span class="p">(</span>fddf<span class="p">[,</span><span class="m">2</span>:<span class="m">4</span><span class="p">],</span>as.numeric<span class="p">)</span>
</span><span class="line">colnames<span class="p">(</span>fddf<span class="p">)</span> <span class="o"><-</span> c<span class="p">(</span><span class="s">"date"</span><span class="p">,</span><span class="s">"人民币名义有效汇率指数"</span><span class="p">,</span><span class="s">"人民币实际有效汇率指数"</span><span class="p">,</span><span class="s">"人民币盯住一篮子货币模拟汇率指数"</span><span class="p">)</span>
</span><span class="line">write.csv<span class="p">(</span>fddf<span class="p">,</span><span class="s">"fudan.csv"</span><span class="p">,</span>row.names <span class="o">=</span> <span class="k-Variable">F</span> <span class="p">)</span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[R语言版的cntrade程序]]></title>
<link href="http://yanping.me/cn/blog/2013/02/10/cntrade-r-version/"/>
<updated>2013-02-10T02:00:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/02/10/cntrade-r-version</id>
<content type="html"><![CDATA[<p class="info">本文展示的是R语言版的cntrade程序</p>
<p>李春涛和张璇两位老师写了个<a href="http://ideas.repec.org/c/boc/bocode/s457580.html">名叫cntrade的stata程序</a>，用来从网易财经网获取沪深两市股票日度行情数据。</p>
<p>我用R重写了这个程序，请看：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span> (cntrade.r)</span> <a href="http://yanping.me/cn/downloads/code/cntrade.r">download</a></figcaption>
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</pre></td><td class="code"><pre><code class="r"><span class="line"><span class="c1"># cntrade R语言版 </span>
</span><span class="line"><span class="c1"># 作者：陈堰平（统计之都，[email protected]） </span>
</span><span class="line"><span class="c1"># 使用网易股票数据接口 原stata版的作者为：</span>
</span><span class="line"><span class="c1"># 李春涛（中南财经政法大学，[email protected]） </span>
</span><span class="line"><span class="c1"># 张璇（中南财经政法大学，[email protected]） </span>
</span><span class="line"><span class="c1"># example: </span>
</span><span class="line"><span class="c1"># cntrade(c('600000', '000008'), path ='D:/stockprice', start = 20010104, end = 20120124)</span>
</span><span class="line">
</span><span class="line">cntrade <span class="o"><-</span> <span class="kr">function</span><span class="p">(</span>tickers<span class="p">,</span> path <span class="o">=</span> <span class="s">""</span><span class="p">,</span> start <span class="o">=</span> <span class="m">19910101</span><span class="p">,</span> end <span class="o">=</span> <span class="s">""</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line">
</span><span class="line"> address <span class="o"><-</span> <span class="s">"http://quotes.money.163.com/service/chddata.html"</span>
</span><span class="line"> field <span class="o"><-</span> <span class="s">"&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP"</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>path <span class="o">==</span> <span class="s">""</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> path <span class="o"><-</span> getwd<span class="p">()</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>!file.exists<span class="p">(</span>path<span class="p">))</span> <span class="p">{</span>
</span><span class="line"> dir.create<span class="p">(</span>path<span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>substr<span class="p">(</span>path<span class="p">,</span> nchar<span class="p">(</span>path<span class="p">),</span> nchar<span class="p">(</span>path<span class="p">))</span> <span class="o">!=</span> <span class="s">"/"</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> path <span class="o"><-</span> paste<span class="p">(</span>path<span class="p">,</span> <span class="s">"/"</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>end <span class="o">==</span> <span class="s">""</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> year <span class="o"><-</span> substr<span class="p">(</span>Sys.time<span class="p">(),</span> <span class="m">1</span><span class="p">,</span> <span class="m">4</span><span class="p">)</span>
</span><span class="line"> month <span class="o"><-</span> substr<span class="p">(</span>Sys.time<span class="p">(),</span> <span class="m">6</span><span class="p">,</span> <span class="m">7</span><span class="p">)</span>
</span><span class="line"> day <span class="o"><-</span> substr<span class="p">(</span>Sys.time<span class="p">(),</span> <span class="m">9</span><span class="p">,</span> <span class="m">10</span><span class="p">)</span>
</span><span class="line"> end <span class="o"><-</span> paste<span class="p">(</span>year<span class="p">,</span> month<span class="p">,</span> day<span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> count <span class="o"><-</span> <span class="m">0</span>
</span><span class="line"> tickers <span class="o"><-</span> as.character<span class="p">(</span>tickers<span class="p">)</span>
</span><span class="line"> <span class="kr">for</span> <span class="p">(</span>name in tickers<span class="p">)</span> <span class="p">{</span>
</span><span class="line"> <span class="kr">while</span> <span class="p">(</span>nchar<span class="p">(</span>name<span class="p">)</span> <span class="o"><</span> <span class="m">6</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> name <span class="o"><-</span> paste<span class="p">(</span><span class="s">"0"</span><span class="p">,</span> name<span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>nchar<span class="p">(</span>name<span class="p">)</span> <span class="o">></span> <span class="m">6</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> warning<span class="p">(</span>paste<span class="p">(</span><span class="s">"invalid stock code: "</span><span class="p">,</span> name<span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">))</span>
</span><span class="line"> next
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>as.numeric<span class="p">(</span>name<span class="p">)</span> <span class="o">></span> <span class="m">600000</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> url <span class="o"><-</span> paste<span class="p">(</span>address<span class="p">,</span> <span class="s">"?code=0"</span><span class="p">,</span> name<span class="p">,</span> <span class="s">"&start="</span><span class="p">,</span> start<span class="p">,</span> <span class="s">"&end="</span><span class="p">,</span> end<span class="p">,</span> field<span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span> <span class="kr">else</span> <span class="p">{</span>
</span><span class="line"> url <span class="o"><-</span> paste<span class="p">(</span>address<span class="p">,</span> <span class="s">"?code=1"</span><span class="p">,</span> name<span class="p">,</span> <span class="s">"&start="</span><span class="p">,</span> start<span class="p">,</span> <span class="s">"&end="</span><span class="p">,</span> end<span class="p">,</span> field<span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> destfile <span class="o"><-</span> paste<span class="p">(</span>path<span class="p">,</span> name<span class="p">,</span> <span class="s">".csv"</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> download.file<span class="p">(</span>url<span class="p">,</span> destfile<span class="p">,</span> quiet <span class="o">=</span> <span class="kc">TRUE</span><span class="p">)</span>
</span><span class="line"> count <span class="o"><-</span> count <span class="o">+</span> <span class="m">1</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>count <span class="o">==</span> <span class="m">0</span><span class="p">)</span> <span class="p">{</span>
</span><span class="line"> cat<span class="p">(</span><span class="s">"一个数据文件都没下载下来！\n"</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span> <span class="kr">else</span> <span class="p">{</span>
</span><span class="line"> cat<span class="p">(</span><span class="s">"数据下载完成！\n"</span><span class="p">)</span>
</span><span class="line"> cat<span class="p">(</span>paste<span class="p">(</span><span class="s">"共下载"</span><span class="p">,</span> count<span class="p">,</span> <span class="s">"个文件\n"</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">))</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"><span class="p">}</span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>调用举例</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
<span class="line-number">3</span>
<span class="line-number">4</span>
<span class="line-number">5</span>
</pre></td><td class="code"><pre><code class="r"><span class="line">cntrade<span class="p">(</span>c<span class="p">(</span><span class="s">'600000'</span><span class="p">,</span> <span class="s">'000001'</span><span class="p">,</span> <span class="s">'600810'</span><span class="p">),</span> path <span class="o">=</span> <span class="s">"d:\temp"</span><span class="p">,</span> start <span class="o">=</span> <span class="m">19990101</span><span class="p">,</span> end <span class="o">=</span> <span class="m">20121231</span><span class="p">)</span>
</span><span class="line">cntrade<span class="p">(</span>c<span class="p">(</span><span class="m">600000</span><span class="p">,</span> <span class="m">000001</span><span class="p">,</span> <span class="m">600810</span><span class="p">))</span>
</span><span class="line">cntrade<span class="p">(</span><span class="s">'000002'</span><span class="p">,</span> start <span class="o">=</span> <span class="m">19990101</span><span class="p">)</span>
</span><span class="line">cntrade<span class="p">(</span><span class="m">000002</span><span class="p">,</span> end <span class="o">=</span> <span class="m">19990101</span><span class="p">)</span>
</span><span class="line">cntrade<span class="p">(</span>c<span class="p">(</span><span class="m">2</span><span class="p">,</span> <span class="m">16</span><span class="p">))</span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>stata版的介绍请看<a href="http://blog.sina.com.cn/s/blog_6af14ae20101ggnz.html">http://blog.sina.com.cn/s/blog_6af14ae20101ggnz.html</a></p>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[用R获取郑州商品交易所历史数据]]></title>
<link href="http://yanping.me/cn/blog/2013/02/09/get-zce-data/"/>
<updated>2013-02-09T20:00:00+08:00</updated>
<id>http://yanping.me/cn/blog/2013/02/09/get-zce-data</id>
<content type="html"><![CDATA[<p class="info">本文主要讨论如何用R语言从郑州商品交易所网站上获取期货合约交易数据</p>
<p>郑商所网站提供了查询每日行情的<a href="http://www.czce.com.cn/portal/jysj/mrhq/A091101index_1.htm">页面</a>，它提供的数据比大商所的要复杂一些，2010年至2013年的网页格式一样，地址也是同样的形式，请看</p>
<ul>
<li><a href="http://www.czce.com.cn/portal/exchange/2010/datadaily/20100105.htm">http://www.czce.com.cn/portal/exchange/2010/datadaily/20100105.htm</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/2011/datadaily/20110105.htm">http://www.czce.com.cn/portal/exchange/2011/datadaily/20110105.htm</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/2012/datadaily/20120104.htm">http://www.czce.com.cn/portal/exchange/2012/datadaily/20120104.htm</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/2013/datadaily/20130104.htm">http://www.czce.com.cn/portal/exchange/2013/datadaily/20130104.htm</a></li>
</ul>
<p>打开网页可以看到，网页提供了“打印”，“Excel”和“txt”三个选项，只要把地址后面的<code>.html</code>改为<code>.txt</code>就可以得到文本格式的数据，那么就可以逐一下载数据文件，读入数据。</p>
<p>这四年的数据可以这样获取：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
<span class="line-number">3</span>
<span class="line-number">4</span>
<span class="line-number">5</span>
<span class="line-number">6</span>
<span class="line-number">7</span>
<span class="line-number">8</span>
<span class="line-number">9</span>
<span class="line-number">10</span>
<span class="line-number">11</span>
<span class="line-number">12</span>
<span class="line-number">13</span>
<span class="line-number">14</span>
<span class="line-number">15</span>
<span class="line-number">16</span>
<span class="line-number">17</span>
<span class="line-number">18</span>
<span class="line-number">19</span>
<span class="line-number">20</span>
<span class="line-number">21</span>
<span class="line-number">22</span>
<span class="line-number">23</span>
<span class="line-number">24</span>
<span class="line-number">25</span>
<span class="line-number">26</span>
<span class="line-number">27</span>
<span class="line-number">28</span>
</pre></td><td class="code"><pre><code class="r"><span class="line">getZceData <span class="o"><-</span> <span class="kr">function</span><span class="p">(</span>dates<span class="p">){</span>
</span><span class="line"> require<span class="p">(</span>RCurl<span class="p">)</span>
</span><span class="line"> zceDatabase <span class="o"><-</span> data.frame<span class="p">()</span>
</span><span class="line"> <span class="kr">for</span> <span class="p">(</span>date in dates<span class="p">)</span> <span class="p">{</span>
</span><span class="line"> str1 <span class="o"><-</span> <span class="s">"http://www.czce.com.cn/portal/exchange/"</span>
</span><span class="line"> str2 <span class="o"><-</span> <span class="s">"/datadaily/"</span>
</span><span class="line"> date <span class="o"><-</span> as.character<span class="p">(</span>date<span class="p">)</span>
</span><span class="line"> year <span class="o"><-</span> substr<span class="p">(</span>date<span class="p">,</span> <span class="m">1</span><span class="p">,</span> <span class="m">4</span><span class="p">)</span>
</span><span class="line"> url <span class="o"><-</span> paste<span class="p">(</span>str1<span class="p">,</span> year<span class="p">,</span> str2<span class="p">,</span> date<span class="p">,</span> <span class="s">".txt"</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>!url.exists<span class="p">(</span>url<span class="p">))</span> <span class="p">{</span>
</span><span class="line"> next
</span><span class="line"> <span class="p">}</span> <span class="kr">else</span> <span class="p">{</span>
</span><span class="line"> colnames <span class="o"><-</span> c<span class="p">(</span><span class="s">"品种月份"</span><span class="p">,</span> <span class="s">"昨结箿"</span><span class="p">,</span> <span class="s">"今开盘"</span><span class="p">,</span> <span class="s">"最高价"</span><span class="p">,</span> <span class="s">"最低价"</span><span class="p">,</span>
</span><span class="line"> <span class="s">"今收盘"</span><span class="p">,</span> <span class="s">"今结算"</span><span class="p">,</span> <span class="s">"涨跌1"</span><span class="p">,</span> <span class="s">"涨跌2"</span><span class="p">,</span> <span class="s">"成交量"</span><span class="p">,</span> <span class="s">"空盘量"</span><span class="p">,</span>
</span><span class="line"> <span class="s">"增减量"</span><span class="p">,</span> <span class="s">"成交额"</span><span class="p">,</span> <span class="s">"交割结算价"</span><span class="p">)</span>
</span><span class="line"> fileName <span class="o"><-</span> paste<span class="p">(</span><span class="s">"zce"</span><span class="p">,</span> date<span class="p">,</span> <span class="s">".txt"</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">""</span><span class="p">)</span>
</span><span class="line">
</span><span class="line"> <span class="kr">if</span> <span class="p">(</span>!file.exists<span class="p">(</span>fileName<span class="p">))</span> <span class="p">{</span>
</span><span class="line"> download.file<span class="p">(</span>url<span class="p">,</span> fileName<span class="p">,</span> quiet <span class="o">=</span> <span class="k-Variable">T</span><span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> zceData <span class="o"><-</span> read.table<span class="p">(</span>fileName<span class="p">,</span> header <span class="o">=</span> <span class="k-Variable">F</span><span class="p">,</span> skip <span class="o">=</span> <span class="m">1</span><span class="p">,</span> sep <span class="o">=</span> <span class="s">","</span><span class="p">,</span> col.names <span class="o">=</span> colnames<span class="p">)</span>
</span><span class="line"> zceData <span class="o"><-</span> zceData<span class="p">[(</span>zceData<span class="p">[,</span> <span class="m">1</span><span class="p">]</span> <span class="o">!=</span> <span class="s">"小计"</span><span class="p">)</span> <span class="o">&</span> <span class="p">(</span>zceData<span class="p">[,</span> <span class="m">1</span><span class="p">]</span> <span class="o">!=</span> <span class="s">"总计"</span><span class="p">),</span> <span class="p">]</span>
</span><span class="line"> zceData<span class="p">$</span>date <span class="o"><-</span> date
</span><span class="line"> zceDatabase <span class="o"><-</span> rbind<span class="p">(</span>zceDatabase<span class="p">,</span> zceData<span class="p">)</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> <span class="p">}</span>
</span><span class="line"> <span class="kr">return</span><span class="p">(</span>zceDatabase<span class="p">)</span>
</span><span class="line"><span class="p">}</span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>但是查询2009年及之前的数据返回的是网页形式，那就需要从网页上读取。</p>
<p>看下面几个链接</p>
<ul>
<li><a href="http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20060106.html">http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20060106.html</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20070104.html">http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20070104.html</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20080104.html">http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20080104.html</a></li>
<li><a href="http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20090105.html">http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20090105.html</a></li>
</ul>
<p>网页格式很统一，数据在被table标签包裹，并且是在第二个table标签中，XML包的<code>readHTMLTable</code>函数可以读取table标签中的内容，但是当网页中有汉字的时候，汉字会变成乱码，慎用！</p>
<p>不过，本文的情况有点特殊，汉字只出现在table的第一行表头，以及“小计”、“总计”的行，这些行本来就是要去掉的，所以对我们没影响。</p>
<p>下面只给出关键代码：</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
<span class="line-number">3</span>
<span class="line-number">4</span>
<span class="line-number">5</span>
<span class="line-number">6</span>
</pre></td><td class="code"><pre><code class="r"><span class="line">require<span class="p">(</span>XML<span class="p">)</span>
</span><span class="line">require<span class="p">(</span>stringr<span class="p">)</span>
</span><span class="line">url <span class="o"><-</span> <span class="s">"http://www.czce.com.cn/portal/exchange/jyxx/hq/hq20060106.html"</span>
</span><span class="line">tb <span class="o"><-</span>readHTMLTable<span class="p">(</span>url<span class="p">)[[</span><span class="m">2</span><span class="p">]]</span>
</span><span class="line">tb <span class="o"><-</span> sapply<span class="p">(</span>tb<span class="p">,</span>str_trim<span class="p">)</span>
</span><span class="line">df <span class="o"><-</span>as.data.frame<span class="p">(</span>apply<span class="p">(</span>tb<span class="p">,</span><span class="m">2</span><span class="p">,</span><span class="kr">function</span><span class="p">(</span>x<span class="p">)</span> iconv<span class="p">(</span>x<span class="p">,</span> from <span class="o">=</span> <span class="s">"gb2312"</span><span class="p">,</span> to <span class="o">=</span> <span class="s">"UTF-8"</span><span class="p">)))</span>
</span></code></pre></td></tr></table></div></figure></notextile></div>
<p>再把第一列为NA的行去除就行了。</p>
]]></content>
</entry>
<entry>
<title type="html"><![CDATA[用R获取大连商品交易所历史数据]]></title>
<link href="http://yanping.me/cn/blog/2012/12/09/get-dce-data/"/>
<updated>2012-12-09T20:00:00+08:00</updated>
<id>http://yanping.me/cn/blog/2012/12/09/get-dce-data</id>
<content type="html"><![CDATA[<p class="info">本文主要讨论如何用R语言从大连商品交易所网站上获取期货合约交易数据</p>
<p>大商所的网站上有提供查询历史的<a href="http://www.dce.com.cn/portal/cate?cid=1261730308135">页面</a>。但是它只能对某一个品种查询某一天的报价，或者某一天所有品种的报价，如果我想批量获取交易数据，应该怎么做呢？</p>
<p>首先剖析一下这个页面，用firefox的firebug查看日行情表的代码</p>
<p><img src="http://i.imgur.com/PFZ4f1k.png" alt="日行情表" /></p>
<p>可以看到，这个表实际上是用iframe实现的，查看页面的源文件可以查出这个iframe引用页面地址为<a href="http://www.dce.com.cn/PublicWeb/MainServlet?action=Data_service">http://www.dce.com.cn/PublicWeb/MainServlet?action=Data_service</a>。用上面的方法继续剖析这个页面，发现它引用了<a href="http://www.dce.com.cn/PublicWeb/MainServlet?action=Pu00011_search">http://www.dce.com.cn/PublicWeb/MainServlet?action=Pu00011_search</a>。</p>
<!--more-->
<p>先忽略无关的代码，只关注下面这部分</p>
<div class="bogus-wrapper"><notextile><figure class="code"><figcaption><span /></figcaption><div class="highlight"><table><tr><td class="gutter"><pre class="line-numbers"><span class="line-number">1</span>
<span class="line-number">2</span>
<span class="line-number">3</span>
<span class="line-number">4</span>
<span class="line-number">5</span>
<span class="line-number">6</span>
<span class="line-number">7</span>
<span class="line-number">8</span>
<span class="line-number">9</span>
<span class="line-number">10</span>
<span class="line-number">11</span>
<span class="line-number">12</span>
<span class="line-number">13</span>
<span class="line-number">14</span>
<span class="line-number">15</span>
<span class="line-number">16</span>
<span class="line-number">17</span>
<span class="line-number">18</span>
<span class="line-number">19</span>
<span class="line-number">20</span>
<span class="line-number">21</span>
<span class="line-number">22</span>
<span class="line-number">23</span>
<span class="line-number">24</span>
<span class="line-number">25</span>
<span class="line-number">26</span>
<span class="line-number">27</span>
<span class="line-number">28</span>
<span class="line-number">29</span>
<span class="line-number">30</span>
<span class="line-number">31</span>
<span class="line-number">32</span>
<span class="line-number">33</span>
<span class="line-number">34</span>
<span class="line-number">35</span>
<span class="line-number">36</span>
<span class="line-number">37</span>
<span class="line-number">38</span>
<span class="line-number">39</span>
<span class="line-number">40</span>
<span class="line-number">41</span>
<span class="line-number">42</span>
<span class="line-number">43</span>
<span class="line-number">44</span>
<span class="line-number">45</span>
<span class="line-number">46</span>
<span class="line-number">47</span>
<span class="line-number">48</span>
<span class="line-number">49</span>
<span class="line-number">50</span>
<span class="line-number">51</span>
<span class="line-number">52</span>
<span class="line-number">53</span>
<span class="line-number">54</span>
<span class="line-number">55</span>
<span class="line-number">56</span>
<span class="line-number">57</span>
</pre></td><td class="code"><pre><code class="html"><span class="line"><span class="nt"><form</span> <span class="na">target=</span><span class="s">"_blank"</span> <span class="na">name=</span><span class="s">"form1"</span> <span class="na">action=</span><span class="s">"/PublicWeb/MainServlet"</span> <span class="na">method=</span><span class="s">"post"</span> <span class="na">onSubmit=</span><span class="s">"return formcheck(this);"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><input</span> <span class="na">type=</span><span class="s">"hidden"</span> <span class="na">name=</span><span class="s">"action"</span> <span class="na">value=</span><span class="s">"Pu00011_result"</span><span class="nt">></span>
</span><span class="line"><span class="nt"><tr</span> <span class="na">valign=</span><span class="s">"top"</span><span class="nt">></span>
</span><span class="line"><span class="nt"><td</span> <span class="na">height=</span><span class="s">"10"</span><span class="nt">></td></span>
</span><span class="line"><span class="nt"></tr></span>
</span><span class="line"> <span class="nt"><tr</span> <span class="na">valign=</span><span class="s">"top"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">height=</span><span class="s">"133"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><div</span> <span class="na">class=</span><span class="s">"title"</span><span class="nt">></span>日 行 情 表<span class="nt"></div></span>
</span><span class="line"><span class="nt"><table</span> <span class="na">border=</span><span class="s">"0"</span> <span class="na">align=</span><span class="s">"center"</span> <span class="na">cellpadding=</span><span class="s">"3"</span> <span class="na">cellspacing=</span><span class="s">"1"</span> <span class="na">width=</span><span class="s">"97%"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><tr></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"nametd"</span><span class="nt">></span> 查询日期:<span class="nt"></td></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"tdjian"</span> <span class="nt">><input</span> <span class="na">name=</span><span class="s">"Pu00011_Input.trade_date"</span> <span class="na">type=</span><span class="s">"text"</span> <span class="na">size=</span><span class="s">"8"</span> <span class="na">maxlength=</span><span class="s">"8"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><img</span> <span class="na">align=</span><span class="s">"absmiddle"</span> <span class="na">src=</span><span class="s">"/PublicWeb/include/images/calendar/show.gif"</span> <span class="na">id=</span><span class="s">"Pu00011_Input.trade_date.img"</span> <span class="na">onClick=</span><span class="s">'swapCalendar(document.all("Pu00011_Input.trade_date"))'</span> <span class="na">valign=</span><span class="s">"bottom"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"></td></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"nametd"</span><span class="nt">></span> 品 种:<span class="nt"></td></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"tdjian"</span><span class="nt">><select</span> <span class="na">name=</span><span class="s">"Pu00011_Input.variety"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">selected</span> <span class="na">value=</span><span class="s">"all"</span><span class="nt">></span>全部<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"a"</span><span class="nt">></span>豆一<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"b"</span><span class="nt">></span>豆二<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"c"</span><span class="nt">></span>玉米<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"j"</span><span class="nt">></span>焦炭<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"l"</span><span class="nt">></span>聚乙烯<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"m"</span><span class="nt">></span>豆粕<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"p"</span><span class="nt">></span>棕榈油<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"v"</span><span class="nt">></span>聚氯乙烯<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"y"</span><span class="nt">></span>豆油<span class="nt"></option></span>
</span><span class="line"> <span class="nt"><option</span> <span class="na">value=</span><span class="s">"s"</span><span class="nt">></span>大豆<span class="nt"></option></span>
</span><span class="line"> <span class="nt"></select></td></span>
</span><span class="line"> <span class="nt"></tr></span>
</span><span class="line"> <span class="nt"><tr></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"nametd"</span><span class="nt">></span> <span class="nt"><p></span> 行情类型:<span class="nt"></p></span> <span class="nt"></td></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">class=</span><span class="s">"tdjian"</span> <span class="na">colspan=</span><span class="s">"3"</span><span class="nt">></span> <span class="nt"><input</span> <span class="na">name=</span><span class="s">"Pu00011_Input.trade_type"</span> <span class="na">type=</span><span class="s">"radio"</span> <span class="na">value=</span><span class="s">"0"</span> <span class="na">checked</span><span class="nt">></span>期货行情
</span><span class="line"> <span class="c"><!--hide option</span>
</span><span class="line"><span class="c"> <input name="Pu00011_Input.trade_type" type="radio" value="1">期权行情</span>
</span><span class="line"><span class="c"> --></span>
</span><span class="line"> <span class="nt"></td></span>
</span><span class="line"> <span class="nt"></tr></span>
</span><span class="line"><span class="nt"></table></span>
</span><span class="line"><span class="nt"><script </span><span class="na">language=</span><span class="s">"javascript"</span><span class="nt">></span>
</span><span class="line"> <span class="nx">calendarImages</span> <span class="o">=</span> <span class="p">[</span><span class="s2">"/PublicWeb/include/images/calendar/prev_year.gif"</span><span class="p">,</span> <span class="s2">"/PublicWeb/include/images/calendar/prev_month.gif"</span><span class="p">,</span> <span class="s2">"/PublicWeb/include/images/calendar/next_month.gif"</span><span class="p">,</span> <span class="s2">"/PublicWeb/include/images/calendar/next_year.gif"</span><span class="p">,</span> <span class="s2">"/PublicWeb/include/images/calendar/show.gif"</span><span class="p">,</span> <span class="s2">"/PublicWeb/include/images/calendar/hide.gif"</span><span class="p">]</span>
</span><span class="line"> <span class="nx">getCalendar</span><span class="p">(</span><span class="nb">document</span><span class="p">.</span><span class="nx">all</span><span class="p">(</span><span class="s2">"Pu00011_Input.trade_date"</span><span class="p">),</span> <span class="s1">'20130208'</span><span class="p">);</span>
</span><span class="line"><span class="nt"></script></span>
</span><span class="line"><span class="nt"><table</span> <span class="na">border=</span><span class="s">"0"</span> <span class="na">align=</span><span class="s">"center"</span> <span class="na">cellpadding=</span><span class="s">"5"</span> <span class="na">cellspacing=</span><span class="s">"0"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><tr></span>
</span><span class="line"> <span class="nt"><td><input</span> <span class="na">name=</span><span class="s">"Submit"</span> <span class="na">type=</span><span class="s">"submit"</span> <span class="na">class=</span><span class="s">"button"</span> <span class="na">value=</span><span class="s">"查 询"</span> <span class="na">onClick=</span><span class="s">"document.form1.action.value='Pu00011_result';document.form1.target='_blank';"</span><span class="nt">></span><span class="ni">&nbsp;&nbsp;</span><span class="nt"><input</span> <span class="na">name=</span><span class="s">"Submit2"</span> <span class="na">type=</span><span class="s">"submit"</span> <span class="na">class=</span><span class="s">"downbutton"</span> <span class="na">value=</span><span class="s">"下载文本格式"</span> <span class="na">onClick=</span><span class="s">"document.form1.action.value='Pu00012_download';document.form1.target='_self';"</span><span class="nt">></span><span class="ni">&nbsp;&nbsp;</span><span class="nt"><input</span> <span class="na">name=</span><span class="s">"Submit2"</span> <span class="na">type=</span><span class="s">"submit"</span> <span class="na">class=</span><span class="s">"button"</span> <span class="na">value=</span><span class="s">"打 印"</span> <span class="na">onClick=</span><span class="s">"document.form1.action.value='Pu00011_result';document.form1.target='_blank';"</span><span class="nt">></td></span>
</span><span class="line"> <span class="nt"></tr></span>
</span><span class="line"><span class="nt"></table></span>
</span><span class="line"><span class="nt"><table</span> <span class="na">border=</span><span class="s">"0"</span> <span class="na">align=</span><span class="s">"center"</span> <span class="na">cellpadding=</span><span class="s">"1"</span> <span class="na">cellspacing=</span><span class="s">"0"</span> <span class="na">width=</span><span class="s">"97%"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><tr</span> <span class="na">align=</span><span class="s">"left"</span><span class="nt">></span>
</span><span class="line"> <span class="nt"><td</span> <span class="na">width=</span><span class="s">20</span> <span class="na">valign=</span><span class="s">top</span><span class="nt">></span>注：<span class="nt"></td></span>
</span><span class="line"> <span class="nt"><td></span>
</span><span class="line"> 日行情信息 在每日“结算后”发布。历史数据始自2000-05-08。
</span><span class="line"> <span class="nt"></td></span>
</span><span class="line"> <span class="nt"></tr></span>
</span><span class="line"><span class="nt"></table></span>
</span><span class="line">
</span><span class="line"> <span class="nt"></form></span>
</span></code></pre></td></tr></table></div></figure></notextile></div>