一、通过quantmod包获取数据

library(quantmod)
baiyu<-getSymbols("600004.ss",from = "2017-01-01",to = Sys.Date(),src = "yahoo",auto.assign=FALSE)
baiyu<-baiyu[,c(1:5)]
names(baiyu)<-c("Open","High","Low","Close","Volume")
tail(baiyu,10)Open  High   Low Close   Volume
2017-06-26 18.53 18.78 18.39 18.67 18893503
2017-06-27 18.70 18.74 18.30 18.40 18892833
2017-06-28 18.30 18.54 18.07 18.07 17503884
2017-06-29 18.10 18.37 18.02 18.31 16920602
2017-06-30 18.36 18.49 18.20 18.46 16322213
2017-07-03 18.50 19.57 18.50 19.29 35930244
2017-07-04 19.19 19.68 19.10 19.50 30374805
2017-07-05 19.49 19.60 19.24 19.52 10623367
2017-07-06 19.50 20.02 19.43 19.66 16237926
2017-07-07 19.60 20.05 19.55 19.89 11853486

画图

chartSeries(baiyu,theme='white',up.col='red',dn.col='green',TA="addVo();addMACD();addSMA(n=20);addSMA(n=5)")

二、读取网页信息

library(plyr)
data<-readLines('http://quotes.money.163.com/service/chddata.html?code=0600004&start=20170701&end=20170720')
name<-unlist(strsplit(head(data,1),","))
data<-data[-1]
data<-strsplit(data,",")
data<-ldply(mydata)
names(data)<-name
data<-data[,1:15]
data日期 股票代码     名称 收盘价 最高价 最低价 开盘价 前收盘 涨跌额  涨跌幅 换手率   成交量    成交金额        总市值      流通市值
1  2017-07-20  '600004 白云机场   14.1  14.11  13.47  13.63  13.62   0.48  3.5242 1.3976 28920770 403003888.0 29177419247.4 29177419247.4
2  2017-07-19  '600004 白云机场  13.62  13.69  13.25  13.39  13.38   0.24  1.7937 0.9149 18932964 255777959.0 28184145400.7 28184145400.7
3  2017-07-18  '600004 白云机场  13.38  13.58  13.06  13.33  13.33   0.05  0.3751 0.7571 15665939 208801307.0 27687508477.3 27687508477.3
4  2017-07-17  '600004 白云机场  13.33  13.69  12.86   13.6  13.71  -0.38 -2.7717 1.3314 27550261 370531658.0 27584042451.6 27584042451.6
5  2017-07-14  '600004 DR白云机  13.71  13.78  13.41  13.46  13.33   0.38  2.8507 0.7071 14632820 199497199.0 28370384246.9 28370384246.9
6  2017-07-13  '600004 白云机场   19.7  19.93  19.54  19.78  19.66   0.04  0.2035 0.7034 10038825 197646041.0 28114216641.2 28114216641.2
7  2017-07-12  '600004 白云机场  19.66  19.99   19.6  19.63  19.59   0.07  0.3573  0.756 10789542 213101203.0 28057131937.4 28057131937.4
8  2017-07-11  '600004 白云机场  19.59  19.76   19.3   19.3  19.41   0.18  0.9274 0.7974 11379958 222713613.0 27957233705.6 27957233705.6
9  2017-07-10  '600004 白云机场  19.41  19.97  19.34   19.9  19.89  -0.48 -2.4133  1.273 18167341 356179042.0 27700352538.4 27700352538.4
10 2017-07-07  '600004 白云机场  19.89  20.05  19.55   19.6  19.66   0.23  1.1699 0.8306 11853486 234748169.0 28385368984.4 28385368984.4
11 2017-07-06  '600004 白云机场  19.66  20.02  19.43   19.5  19.52   0.14  0.7172 1.1378 16237926 320789304.0 28057131937.4 28057131937.4
12 2017-07-05  '600004 白云机场  19.52   19.6  19.24  19.49   19.5   0.02  0.1026 0.7444 10623367 206498771.0 27857335473.9 27857335473.9
13 2017-07-04  '600004 白云机场   19.5  19.68   19.1  19.19  19.29   0.21  1.0886 2.1284 30374805 591059509.0 27828793122.0 27828793122.0
14 2017-07-03  '600004 白云机场  19.29  19.57   18.5   18.5  18.46   0.83  4.4962 2.5177 35930244 681809023.0 27529098426.8 27529098426.8

三、批量获取历史数据

getstock<-function(x,y){totalcode<-c(600004,600005,600006,600007,600008,600009,600010,600011,600012,600015,600016,600017,600018,600019,600020,600021,600022,600023,600026,600027,600028,600029,600030,600031,600033,600035,600036,600037,600038,600039,600048,600050,600051,600052,600053,600054,600055,600056,600057,600058,600059,600060,600061,600062,600063,600064,600066,600067,600068,600069,600070,600071,600072,600073,600074,600075,600076,600077,600078,600079,600080,600081,600082,600083,600084,600085,600086,600088,600089,600090,600093,600094,600095,600096,600097,600098,600099,600100,600101,600103,600104,600105,600106,600107,600108,600109,600110,600111,600112,600113,600114,600115,600116,600117,600118,600119,600120,600121,600122,600123,600125,600126,600127,600128,600129,600130,600131,600132,600133,600135,600136,600137,600138,600139,600141,600143,600146,600148,600149,600150,600151,600152,600153,600155,600156,600157,600158,600159,600160,600161,600162,600163,600165,600166,600167,600168,600169,600170,600171,600172,600173,600175,600176,600177,600178,600179,600180,600182,600183,600184,600185,600186,600187,600188,600189,600190,600191,600192,600193,600195,600196,600197,600198,600199,600200,600201,600202,600203,600206,600207,600208,600209,600210,600211,600213,600215,600216,600217,600218,600219,600220,600221,600222,600223,600225,600226,600227,600228,600229,600231,600232,600233,600235,600236,600237,600238,600239,600240,600241,600242,600243,600246,600248,600249,600250,600251,600252,600255,600256,600257,600258,600259,600260,600261,600262,600266,600267,600268,600269,600270,600271,600272,600273,600275,600276,600277,600278,600279,600280,600281,600282,600283,600284,600285,600287,600288,600289,600290,600291,600292,600293,600295,600297,600298,600299,600300,600302,600303,600305,600307,600308,600309,600310,600311,600312,600313,600315,600316,600317,600318,600320,600321,600322,600323,600325,600326,600327,600328,600329,600330,600331,600332,600333,600335,600336,600337,600338,600340,600343,600345,600346,600348,600350,600351,600352,600353,600354,600355,600356,600358,600359,600360,600361,600362,600363,600365,600366,600367,600368,600369,600370,600371,600372,600373,600376,600377,600378,600379,600380,600382,600383,600385,600386,600387,600388,600389,600391,600392,600393,600395,600396,600397,600398,600399,600400,600401,600403,600405,600406,600408,600409,600410,600415,600416,600418,600419,600420,600421,600422,600423,600425,600426,600428,600429,600433,600435,600436,600438,600439,600444,600446,600448,600449,600452,600455,600456,600458,600459,600460,600461,600462,600463,600466,600467,600468,600469,600470,600475,600476,600477,600478,600479,600480,600481,600482,600483,600485,600486,600487,600488,600489,600490,600491,600493,600495,600496,600497,600498,600499,600500,600501,600502,600503,600505,600506,600507,600508,600509,600510,600511,600512,600513,600515,600516,600517,600518,600519,600521,600522,600523,600525,600526,600527,600528,600529,600530,600531,600532,600533,600535,600536,600537,600538,600540,600543,600545,600547,600548,600549,600550,600551,600552,600555,600557,600558,600559,600560,600561,600562,600563,600565,600566,600567,600568,600569,600570,600571,600572,600573,600575,600576,600577,600578,600579,600580,600582,600583,600584,600585,600586,600587,600588,600589,600590,600592,600593,600594,600595,600596,600597,600598,600599,600600,600601,600602,600604,600605,600606,600608,600609,600610,600611,600612,600613,600614,600615,600616,600617,600618,600619,600620,600621,600622,600623,600624,600626,600628,600629,600630,600633,600634,600635,600636,600637,600638,600639,600640,600641,600642,600643,600644,600645,600647,600648,600649,600650,600651,600652,600653,600654,600655,600657,600658,600660,600661,600662,600663,600664,600665,600666,600667,600668,600671,600673,600674,600676,600677,600678,600679,600680,600681,600682,600683,600684,600685,600686,600687,600688,600689,600690,600691,600692,600693,600694,600695,600696,600697,600698,600699,600702,600703,600704,600705,600706,600707,600708,600711,600712,600713,600714,600715,600716,600717,600718,600719,600720,600722,600723,600724,600726,600727,600728,600729,600730,600731,600733,600734,600735,600736,600737,600738,600739,600740,600741,600742,600743,600744,600745,600746,600747,600748,600749,600750,600751,600753,600754,600755,600756,600757,600758,600759,600761,600763,600764,600765,600766,600767,600768,600769,600770,600771,600773,600774,600775,600776,600777,600778,600779,600780,600781,600782,600783,600784,600785,600787,600789,600790,600791,600792,600794,600795,600796,600797,600798,600800,600801,600802,600803,600804,600805,600807,600808,600809,600810,600811,600812,600814,600815,600816,600818,600819,600820,600821,600822,600823,600824,600825,600826,600827,600828,600829,600830,600831,600833,600834,600835,600836,600837,600838,600839,600841,600843,600844,600845,600846,600847,600848,600850,600851,600853,600854,600855,600856,600857,600858,600859,600860,600861,600862,600863,600864,600865,600867,600868,600869,600870,600871,600872,600873,600874,600875,600876,600877,600879,600880,600881,600882,600883,600884,600885,600886,600887,600888,600889,600890,600891,600892,600893,600894,600895,600896,600897,600898,600900,600908,600909,600917,600919,600926,600936,600958,600959,600960,600961,600962,600963,600965,600966,600967,600969,600970,600971,600973,600975,600976,600977,600978,600979,600980,600981,600982,600983,600984,600985,600986,600987,600988,600990,600992,600993,600995,600997,600998,600999,601000,601001,601002,601003,601005,601006,601007,601008,601009,601010,601011,601012,601015,601016,601018,601020,601021,601028,601038,601058,601069,601088,601098,601099,601100,601101,601106,601107,601111,601113,601116,601117,601118,601126,601127,601128,601137,601139,601155,601158,601163,601166,601168,601169,601177,601179,601186,601188,601198,601199,601206,601208,601211,601216,601218,601222,601225,601226,601229,601231,601233,601238,601258,601288,601311,601313,601318,601328,601333,601336,601339,601368,601369,601377,601388,601390,601398,601500,601515,601518,601519,601555,601558,601566,601567,601579,601588,601595,601599,601600,601601,601607,601608,601611,601616,601618,601628,601633,601636,601666,601668,601669,601677,601678,601688,601689,601699,601700,601717,601718,601727,601766,601777,601788,601789,601798,601799,601800,601801,601808,601811,601818,601857,601866,601872,601877,601880,601882,601886,601888,601890,601898,601899,601900,601901,601908,601919,601928,601929,601933,601939,601958,601965,601966,601968,601969,601985,601988,601989,601991,601992,601996,601997,601998,601999,603000,603001,603002,603003,603005,603006,603007,603008,603009,603010,603011,603012,603015,603016,603017,603018,603019,603020,603021,603022,603023,603025,603026,603027,603028,603029,603030,603031,603033,603060,603066,603067,603069,603077,603085,603088,603090,603099,603100,603101,603108,603111,603116,603117,603118,603123,603126,603128,603131,603158,603159,603160,603166,603167,603168,603169,603188,603189,603198,603199,603203,603222,603223,603227,603258,603268,603288,603299,603300,603306,603308,603309,603311,603313,603315,603318,603319,603322,603323,603328,603333,603336,603338,603339,603355,603366,603368,603369,603377,603393,603398,603399,603421,603456,603508,603515,603518,603519,603520,603528,603555,603556,603558,603559,603566,603567,603568,603569,603588,603589,603598,603599,603600,603601,603606,603608,603609,603611,603616,603618,603633,603636,603658,603660,603663,603667,603668,603669,603678,603686,603688,603696,603698,603699,603701,603703,603716,603718,603726,603727,603729,603737,603738,603766,603777,603778,603779,603788,603789,603798,603799,603800,603806,603808,603816,603818,603819,603822,603828,603838,603843,603858,603859,603861,603866,603868,603869,603883,603885,603887,603888,603889,603898,603899,603900,603901,603909,603918,603919,603936,603939,603958,603959,603968,603969,603977,603979,603986,603987,603988,603989,603993,603996,603997,603998,603999)library(plyr)stockdata<-list()codelength<-length(totalcode)for(n in 1:codelength){code<-totalcode[n]data<-readLines(paste("http://quotes.money.163.com/service/chddata.html?code=0",code,"&start=",x,"&end=",y,sep=""))data<-data[-1]data<-strsplit(data,",")data<-ldply(data)stockdata[[n]]<-datanext}final<-do.call(rbind,stockdata)final<-final[,1:15]name<-c("日期","股票代码","名称","收盘价","最高价","最低价","开盘价","前收盘","涨跌额","涨跌幅","换手率","成交量","成交金额","总市值","流通市值")names(final)<-nameprint(final)}