getOptionChain（）不是R中

Question

返回指数期权数据我想打电话给所有的^SPX选项表并通过quantmod：

library("quantmod") 

# Returns the front month 
getOptionChain("^SPX") 

# does not return all the Option Tables 
getOptionChain("^SPX", Exp=NULL) 

错误消息我得到：

> getOptionChain("^SPX", NULL) 
Error in (function (object = nm, nm) : 
    attempt to set an attribute on NULL 

如何解决这个问题，所以我可以调用所有选项表？

Answer 1

"^SPX"的最后两个到期日期分别没有调用和放入数据。这里有一个补丁可以用来修复问题（以及数字数据中的逗号问题，这会导致它们保留为字符）：

diff --git a/R/getOptionChain.R b/R/getOptionChain.R 
index fb490ef..b3cca51 100644 
--- a/R/getOptionChain.R 
+++ b/R/getOptionChain.R 
@@ -20,13 +20,17 @@ getOptionChain.yahoo <- function(Symbols, Exp, ...) 
     XML::xmlValue(x) 
    } 
    } 
- NewToOld <- function(x) { 
+ NewToOld <- function(x, nm) { 
+ if(is.null(x)) 
+  return(x) 
    # clean up colnames, in case there's weirdness in the HTML 
- x <- setNames(x, make.names(names(x))) 
+ x <- setNames(x, make.names(nm)) 
    # set cleaned up colnames to current output colnames 
    d <- with(x, data.frame(Strike=strike, Last=last, Chg=change, 
     Bid=bid, Ask=ask, Vol=volume, OI=openinterest, 
     row.names=`contractname`, stringsAsFactors=FALSE)) 
+ # remove commas from the numeric data 
+ d[] <- lapply(d, gsub, pattern=",", replacement="", fixed=TRUE) 
    d[] <- lapply(d, type.convert, as.is=TRUE) 
    d 
    } 
@@ -100,8 +104,7 @@ getOptionChain.yahoo <- function(Symbols, Exp, ...) 
    dftables <- XML::xmlApply(XML::getNodeSet(tbl, xpaths$tables), XML::readHTMLTable, stringsAsFactors=FALSE) 
    names(dftables) <- table.names 

- dftables <- mapply(setNames, dftables, table.headers, SIMPLIFY=FALSE) 
- dftables <- lapply(dftables, NewToOld) 
+ dftables <- mapply(NewToOld, x=dftables, nm=table.headers, SIMPLIFY=FALSE) 
    dftables 
}