2008年12月17日水曜日

STOCK:(6)Data in NET

(2008/12/15)

[0]目的
※現段階としては、[0-2]が主目的。
[0-1]
新聞廃棄で欠落した株価をネットから入手する。
Stock prices missed by the newspaper abandonment are obtained from the net.
:20081110,20081201付、東証一部、食品、電機

[0-2]
新聞から転記するのも大変なので、ネットから株価データを入手する。
Because posting it from the newspaper is also serious, the stock prices data is acquired from the net.

~~~
[1]探索
:現時点の株価をチェックできるサイトは結構ありました。

[東証の株価検索]
http://quote.tse.or.jp/tse/quote.cgi?F=listing/cs00


[asahi.com/ニュース/ビジネス/株価検索/東証業種一覧]
http://stock.asahi.com/search/qsearch.exe?F=asahicom/stock

[ADVFN]:会員登録が必要。無料?内容:未チェック。TODO)
http://jp.advfn.com/p.php?pid=front

:銘柄指定の時系列データもありました。

[株価データ ダウンロード]
http://k-db.com/site/default.aspx

[PanRolling 相場日足場帳]
http://www.panrolling.com/data/

[株価データ倉庫]:2000年からデータがある。
http://www.geocities.co.jp/WallStreet-Stock/9256/data.html
:データはPanRolling 相場日足場帳(東証・大証1・2部の株価データのみ)と同じ形式。

---
現時点で、選択したものは、以下です。

[株価データ倉庫]
http://www.geocities.co.jp/WallStreet-Stock/9256/data.html

日足株価データ
2008年株価データ
http://www.geocities.co.jp/WallStreet-Stock/9256/data2008.htm
:日別にファイルが分かれている。
(2008/12/17, 13:20時点)
y081212.zip
y081211.zip
y081210.zip
y081209.zip
y081208.zip
y081205.zip
y081204.zip
y081203.zip
y081202.zip
y081201.zip
...
:データ更新は、1週間単位か?:未確認。TODO)

---
データ形式は、東証・大証1・2部全銘柄の四本値・出来高。
例)
20081212
1001 日経225 8599 8610 8087 8235 303.249
...

~~~
[2]加工
:ただし、業種単位での抜き出す方法は如何に?
However, how does the pulling out method in each type of business?

:全銘柄の株価データファイルから、各業種ごとの銘柄をgrepして集める。
:Brands of each type of business are done in grep and collected from the stock prices data file of all brands.

grep
http://humanbeing-etcman.blogspot.com/2008/12/win32grep.html

食品の銘柄一覧
STOCK:(2)TSE,ISIN,Foods
http://humanbeing-etcman.blogspot.com/2008/12/stock2tseisinfoods.html

電機の銘柄一覧
STOCK:(3)TSE,ISIN,Electric Appliances
http://humanbeing-etcman.blogspot.com/2008/12/stock3tseisinelectric-appliances.html

---
2008/12/12の株価データファイルを y081212.txt とする。
---
[2-1]食品の銘柄を抜き出す方法

データファイルと同じディレクトリにファイル:grep-foods-69.bat をおき、以下のように実行。

grep-foods-69 y081212.txt

抜出結果が以下のファイルに格納。※入力ファイル名によりファイル名が異なる。
output-foods-y081212.txt.txt

grep-foods-69.bat
===
grep "^2001" %1 >> output-foods-%1.txt
grep "^2002" %1 >> output-foods-%1.txt
grep "^2003" %1 >> output-foods-%1.txt
grep "^2004" %1 >> output-foods-%1.txt
grep "^2009" %1 >> output-foods-%1.txt
grep "^2051" %1 >> output-foods-%1.txt
grep "^2052" %1 >> output-foods-%1.txt
grep "^2053" %1 >> output-foods-%1.txt
grep "^2056" %1 >> output-foods-%1.txt
grep "^2059" %1 >> output-foods-%1.txt
grep "^2107" %1 >> output-foods-%1.txt
grep "^2108" %1 >> output-foods-%1.txt
grep "^2109" %1 >> output-foods-%1.txt
grep "^2201" %1 >> output-foods-%1.txt
grep "^2202" %1 >> output-foods-%1.txt
grep "^2204" %1 >> output-foods-%1.txt
grep "^2206" %1 >> output-foods-%1.txt
grep "^2207" %1 >> output-foods-%1.txt
grep "^2211" %1 >> output-foods-%1.txt
grep "^2212" %1 >> output-foods-%1.txt
grep "^2215" %1 >> output-foods-%1.txt
grep "^2217" %1 >> output-foods-%1.txt
grep "^2261" %1 >> output-foods-%1.txt
grep "^2262" %1 >> output-foods-%1.txt
grep "^2264" %1 >> output-foods-%1.txt
grep "^2267" %1 >> output-foods-%1.txt
grep "^2281" %1 >> output-foods-%1.txt
grep "^2282" %1 >> output-foods-%1.txt
grep "^2284" %1 >> output-foods-%1.txt
grep "^2286" %1 >> output-foods-%1.txt
grep "^2288" %1 >> output-foods-%1.txt
grep "^2290" %1 >> output-foods-%1.txt
grep "^2292" %1 >> output-foods-%1.txt
grep "^2501" %1 >> output-foods-%1.txt
grep "^2502" %1 >> output-foods-%1.txt
grep "^2503" %1 >> output-foods-%1.txt
grep "^2531" %1 >> output-foods-%1.txt
grep "^2533" %1 >> output-foods-%1.txt
grep "^2536" %1 >> output-foods-%1.txt
grep "^2540" %1 >> output-foods-%1.txt
grep "^2572" %1 >> output-foods-%1.txt
grep "^2578" %1 >> output-foods-%1.txt
grep "^2579" %1 >> output-foods-%1.txt
grep "^2580" %1 >> output-foods-%1.txt
grep "^2590" %1 >> output-foods-%1.txt
grep "^2593" %1 >> output-foods-%1.txt
grep "^2594" %1 >> output-foods-%1.txt
grep "^2597" %1 >> output-foods-%1.txt
grep "^2599" %1 >> output-foods-%1.txt
grep "^2602" %1 >> output-foods-%1.txt
grep "^2607" %1 >> output-foods-%1.txt
grep "^2613" %1 >> output-foods-%1.txt
grep "^2801" %1 >> output-foods-%1.txt
grep "^2802" %1 >> output-foods-%1.txt
grep "^2809" %1 >> output-foods-%1.txt
grep "^2810" %1 >> output-foods-%1.txt
grep "^2811" %1 >> output-foods-%1.txt
grep "^2812" %1 >> output-foods-%1.txt
grep "^2815" %1 >> output-foods-%1.txt
grep "^2871" %1 >> output-foods-%1.txt
grep "^2875" %1 >> output-foods-%1.txt
grep "^2897" %1 >> output-foods-%1.txt
grep "^2899" %1 >> output-foods-%1.txt
grep "^2908" %1 >> output-foods-%1.txt
grep "^2910" %1 >> output-foods-%1.txt
grep "^2914" %1 >> output-foods-%1.txt
grep "^2918" %1 >> output-foods-%1.txt
grep "^2922" %1 >> output-foods-%1.txt
grep "^4404" %1 >> output-foods-%1.txt
===

---
[2-2]電機の銘柄を抜き出す方法

データファイルと同じディレクトリにファイル:grep-denki-161.bat をおき、以下のように実行。

grep-denki-161 y081212.txt

抜出結果が以下のファイルに格納。※入力ファイル名によりファイル名が異なる。
output-denki-y081212.txt.txt

grep-denki-161.bat
===
grep "^4062" %1 >> output-denki-%1.txt
grep "^4902" %1 >> output-denki-%1.txt
grep "^6448" %1 >> output-denki-%1.txt
grep "^6479" %1 >> output-denki-%1.txt
grep "^6501" %1 >> output-denki-%1.txt
grep "^6502" %1 >> output-denki-%1.txt
grep "^6503" %1 >> output-denki-%1.txt
grep "^6504" %1 >> output-denki-%1.txt
grep "^6505" %1 >> output-denki-%1.txt
grep "^6506" %1 >> output-denki-%1.txt
grep "^6507" %1 >> output-denki-%1.txt
grep "^6508" %1 >> output-denki-%1.txt
grep "^6513" %1 >> output-denki-%1.txt
grep "^6517" %1 >> output-denki-%1.txt
grep "^6588" %1 >> output-denki-%1.txt
grep "^6590" %1 >> output-denki-%1.txt
grep "^6592" %1 >> output-denki-%1.txt
grep "^6594" %1 >> output-denki-%1.txt
grep "^6621" %1 >> output-denki-%1.txt
grep "^6622" %1 >> output-denki-%1.txt
grep "^6632" %1 >> output-denki-%1.txt
grep "^6641" %1 >> output-denki-%1.txt
grep "^6644" %1 >> output-denki-%1.txt
grep "^6645" %1 >> output-denki-%1.txt
grep "^6651" %1 >> output-denki-%1.txt
grep "^6652" %1 >> output-denki-%1.txt
grep "^6665" %1 >> output-denki-%1.txt
grep "^6674" %1 >> output-denki-%1.txt
grep "^6675" %1 >> output-denki-%1.txt
grep "^6676" %1 >> output-denki-%1.txt
grep "^6678" %1 >> output-denki-%1.txt
grep "^6701" %1 >> output-denki-%1.txt
grep "^6702" %1 >> output-denki-%1.txt
grep "^6703" %1 >> output-denki-%1.txt
grep "^6704" %1 >> output-denki-%1.txt
grep "^6706" %1 >> output-denki-%1.txt
grep "^6707" %1 >> output-denki-%1.txt
grep "^6708" %1 >> output-denki-%1.txt
grep "^6715" %1 >> output-denki-%1.txt
grep "^6718" %1 >> output-denki-%1.txt
grep "^6723" %1 >> output-denki-%1.txt
grep "^6724" %1 >> output-denki-%1.txt
grep "^6727" %1 >> output-denki-%1.txt
grep "^6728" %1 >> output-denki-%1.txt
grep "^6731" %1 >> output-denki-%1.txt
grep "^6737" %1 >> output-denki-%1.txt
grep "^6741" %1 >> output-denki-%1.txt
grep "^6742" %1 >> output-denki-%1.txt
grep "^6744" %1 >> output-denki-%1.txt
grep "^6745" %1 >> output-denki-%1.txt
grep "^6749" %1 >> output-denki-%1.txt
grep "^6751" %1 >> output-denki-%1.txt
grep "^6752" %1 >> output-denki-%1.txt
grep "^6753" %1 >> output-denki-%1.txt
grep "^6754" %1 >> output-denki-%1.txt
grep "^6755" %1 >> output-denki-%1.txt
grep "^6756" %1 >> output-denki-%1.txt
grep "^6758" %1 >> output-denki-%1.txt
grep "^6759" %1 >> output-denki-%1.txt
grep "^6762" %1 >> output-denki-%1.txt
grep "^6763" %1 >> output-denki-%1.txt
grep "^6764" %1 >> output-denki-%1.txt
grep "^6766" %1 >> output-denki-%1.txt
grep "^6767" %1 >> output-denki-%1.txt
grep "^6768" %1 >> output-denki-%1.txt
grep "^6770" %1 >> output-denki-%1.txt
grep "^6771" %1 >> output-denki-%1.txt
grep "^6773" %1 >> output-denki-%1.txt
grep "^6779" %1 >> output-denki-%1.txt
grep "^6788" %1 >> output-denki-%1.txt
grep "^6789" %1 >> output-denki-%1.txt
grep "^6793" %1 >> output-denki-%1.txt
grep "^6794" %1 >> output-denki-%1.txt
grep "^6796" %1 >> output-denki-%1.txt
grep "^6798" %1 >> output-denki-%1.txt
grep "^6800" %1 >> output-denki-%1.txt
grep "^6801" %1 >> output-denki-%1.txt
grep "^6803" %1 >> output-denki-%1.txt
grep "^6804" %1 >> output-denki-%1.txt
grep "^6806" %1 >> output-denki-%1.txt
grep "^6807" %1 >> output-denki-%1.txt
grep "^6809" %1 >> output-denki-%1.txt
grep "^6810" %1 >> output-denki-%1.txt
grep "^6815" %1 >> output-denki-%1.txt
grep "^6816" %1 >> output-denki-%1.txt
grep "^6817" %1 >> output-denki-%1.txt
grep "^6818" %1 >> output-denki-%1.txt
grep "^6820" %1 >> output-denki-%1.txt
grep "^6839" %1 >> output-denki-%1.txt
grep "^6841" %1 >> output-denki-%1.txt
grep "^6844" %1 >> output-denki-%1.txt
grep "^6845" %1 >> output-denki-%1.txt
grep "^6849" %1 >> output-denki-%1.txt
grep "^6850" %1 >> output-denki-%1.txt
grep "^6853" %1 >> output-denki-%1.txt
grep "^6855" %1 >> output-denki-%1.txt
grep "^6856" %1 >> output-denki-%1.txt
grep "^6857" %1 >> output-denki-%1.txt
grep "^6858" %1 >> output-denki-%1.txt
grep "^6859" %1 >> output-denki-%1.txt
grep "^6860" %1 >> output-denki-%1.txt
grep "^6861" %1 >> output-denki-%1.txt
grep "^6866" %1 >> output-denki-%1.txt
grep "^6869" %1 >> output-denki-%1.txt
grep "^6875" %1 >> output-denki-%1.txt
grep "^6877" %1 >> output-denki-%1.txt
grep "^6883" %1 >> output-denki-%1.txt
grep "^6885" %1 >> output-denki-%1.txt
grep "^6900" %1 >> output-denki-%1.txt
grep "^6901" %1 >> output-denki-%1.txt
grep "^6905" %1 >> output-denki-%1.txt
grep "^6910" %1 >> output-denki-%1.txt
grep "^6911" %1 >> output-denki-%1.txt
grep "^6914" %1 >> output-denki-%1.txt
grep "^6915" %1 >> output-denki-%1.txt
grep "^6921" %1 >> output-denki-%1.txt
grep "^6923" %1 >> output-denki-%1.txt
grep "^6924" %1 >> output-denki-%1.txt
grep "^6925" %1 >> output-denki-%1.txt
grep "^6926" %1 >> output-denki-%1.txt
grep "^6927" %1 >> output-denki-%1.txt
grep "^6929" %1 >> output-denki-%1.txt
grep "^6934" %1 >> output-denki-%1.txt
grep "^6935" %1 >> output-denki-%1.txt
grep "^6937" %1 >> output-denki-%1.txt
grep "^6938" %1 >> output-denki-%1.txt
grep "^6941" %1 >> output-denki-%1.txt
grep "^6947" %1 >> output-denki-%1.txt
grep "^6951" %1 >> output-denki-%1.txt
grep "^6952" %1 >> output-denki-%1.txt
grep "^6954" %1 >> output-denki-%1.txt
grep "^6955" %1 >> output-denki-%1.txt
grep "^6958" %1 >> output-denki-%1.txt
grep "^6961" %1 >> output-denki-%1.txt
grep "^6963" %1 >> output-denki-%1.txt
grep "^6965" %1 >> output-denki-%1.txt
grep "^6966" %1 >> output-denki-%1.txt
grep "^6967" %1 >> output-denki-%1.txt
grep "^6971" %1 >> output-denki-%1.txt
grep "^6974" %1 >> output-denki-%1.txt
grep "^6976" %1 >> output-denki-%1.txt
grep "^6981" %1 >> output-denki-%1.txt
grep "^6985" %1 >> output-denki-%1.txt
grep "^6986" %1 >> output-denki-%1.txt
grep "^6989" %1 >> output-denki-%1.txt
grep "^6991" %1 >> output-denki-%1.txt
grep "^6996" %1 >> output-denki-%1.txt
grep "^6997" %1 >> output-denki-%1.txt
grep "^6999" %1 >> output-denki-%1.txt
grep "^7244" %1 >> output-denki-%1.txt
grep "^7276" %1 >> output-denki-%1.txt
grep "^7280" %1 >> output-denki-%1.txt
grep "^7704" %1 >> output-denki-%1.txt
grep "^7718" %1 >> output-denki-%1.txt
grep "^7735" %1 >> output-denki-%1.txt
grep "^7739" %1 >> output-denki-%1.txt
grep "^7751" %1 >> output-denki-%1.txt
grep "^7752" %1 >> output-denki-%1.txt
grep "^7757" %1 >> output-denki-%1.txt
grep "^7999" %1 >> output-denki-%1.txt
grep "^8035" %1 >> output-denki-%1.txt
===

~~~
[3]出力ファイルの検証

新聞から転記したデータとの比較を行った。
日付:20081212

---
[3-1]食品
差異は以下。
===
新聞)
銘柄数:70
以下の2銘柄、終値の転記ミス。my fault
2580,コカコーラセ
2914,JT
http://humanbeing-etcman.blogspot.com/2008/12/power-law33stocklast-price-incorrect.html
===
株価データ倉庫)
銘柄数:69:1件少ない。
:「25935 伊藤園 第1種 優先」は入っていない。

---
[3-2]電機
差異は以下。
===
新聞)
銘柄数:161:一致
以下の2銘柄、終値の転記ミス。my fault
6678,テクノメディ
6727,ワコム
http://humanbeing-etcman.blogspot.com/2008/12/power-law33stocklast-price-incorrect.html
===
株価データ倉庫)
銘柄数:161:一致
新聞との終値差異は以下。
6927 フェニックス :-1円
6929 日本セラミ :-2円
6645 オムロン :-17円
6839 船井電機 :-19円
6594 日本電産 :-20円
6804 ホシデン :-20円
6963 ローム :-30円
6981 村田製作所 :-90円

---
結論)
:若干差異はあるが、誤差?
:「株価データ倉庫」でいきます。
~~~
end

1 件のコメント:

etcman さんのコメント...

2008/12/22,09:12)
日足株価データ
2008年株価データ
http://www.geocities.co.jp/WallStreet-Stock/9256/data2008.htm
:1週間遅れで、データがアップされていた。