r - Tidyquant tq_get 和 tq​​_transmute：警告消息“从数据中删除的缺失值”

Question

我从下面的代码中收到以下错误消息：

In to_period(xx, period = on.opts[[period]], ...) :
  missing values removed from data*

它适用于某些股票，但有些会收到与此相同的错误消息。我应该在 tq_transmute 之前使用 na.omit(N225) 吗？

N225 <- tq_get("^N225",   
               from = "2016-01-01",
               to = "2020-12-31",
               get = "stock.prices")
    
N225_monthly_returns <- N225 %>%
      tq_transmute(select = adjusted,
                   mutate_fun = periodReturn,
                   period = "monthly",
                   col_rename = "n225_returns")

Answer 1

使用na.omit删除NA行并且不给出任何警告。它还提供与不使用相同的输出，na.omit因此我们不会丢失任何行。

library(tidyquant)

N225_monthly_returns1 <- N225 %>%
  tq_transmute(select = adjusted,
               mutate_fun = periodReturn,
               period = "monthly",
               col_rename = "n225_returns")

N225_monthly_returns2 <- na.omit(N225) %>%
  tq_transmute(select = adjusted,
               mutate_fun = periodReturn,
               period = "monthly",
               col_rename = "n225_returns")

identical(N225_monthly_returns1, N225_monthly_returns2)
#[1] TRUE