TWSE_csv.R

library(httr)
library(XML)
library(dplyr)
library(quantmod)
TWSE_csv <- function(stock="1215",year_in, month_in){
#   url <- "http://www.twse.com.tw/en/trading/exchange/STOCK_DAY/STOCK_DAY.php"
#   year <- as.numeric(year_in)
#   month <- as.numeric(month_in)
#   query_str <- paste0('myear=', year, '&mmon=', month,
#                       '&STK_NO=', stock, '&login_btn=+Query+')
#   res <- POST(url,
#               add_headers(
#                 Connection= "keep-alive",
#                 `Content-Length`= 47,
#                 `Cache-Control`= "max-age=0",
#                 Accept= "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8",
#                 Origin= "http://www.twse.com.tw",
#                 `Upgrade-Insecure-Requests`= 1,
#                 `User-Agent`= "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_10_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/50.0.2661.102 Safari/537.36",
#                 `Content-Type`= "application/x-www-form-urlencoded",
#                 `Accept-Encoding`= "gzip, deflate",
#                 `Accept-Language`= "zh-TW,zh;q=0.8,en-US;q=0.6,en;q=0.4,zh-CN;q=0.2"),
#               body = query_str)
  x=year_in
  i=month_in
  Date=paste0(x,i,"01")

  url <- paste0("http://www.twse.com.tw/en/exchangeReport/STOCK_DAY?response=csv&date=",
                Date, "&stockNo=", stock)
  # download.file(url,destfile = "tmp.csv")
  tables <- read.csv(url,header = F)
  tables <- tables[-1:-2,c(1:2,4:7)]
  tables[,2:6] <- sapply(2:6, function(i){
    as.numeric(unlist(gsub(',','',as.character(tables[,i]))))
  })
  tables <- mutate(tables,V1=gsub('/','-',V1)) %>%
    `colnames<-`(c("date","Volume","Open","High","Low","Close")) %>%
    filter(!is.na(Open))

  tables <- xts(tables[,2:6], as.Date(tables[,1])) %>%
    as.zoo()
  Sys.sleep(sample(30:40,1))
  return(tables)
}