Converting Python code that reads in and manipulates CSV to R code - r

Question

Below is code in Python that reads in a CSV from a url and isolates the "ticker symbols" then converts it to a list. I am brand new to R and am hoping there is an easy, quick way to convert this python code to R before I get too deep into figuring it out myself.
# Read contents of csv link into string variable
cboe_csv_link = 'https://www.cboe.com/available_weeklys/get_csv_download/'
output = requests.get(cboe_csv_link).text
# Find number of rows before string
find_str = "Available Weeklys - Exchange Traded Products (ETFs and ETNs)"
# Find index of search string in output
idx = output.find(find_str)
# Count number of newlines until search string is encountered
skiprows_val = output[:idx+len(find_str)].count("\n")
# Filter out rows and columns to isolate ticker symbols
cboe_csv = pd.read_csv(cboe_csv_link, skiprows=skiprows_val, usecols=[0], header=None)
tickers_df = cboe_csv[(cboe_csv[0] != 'Available Weeklys - Exchange Traded Products (ETFs and ETNs)')
& (cboe_csv[0] != 'Available Weeklys - Equity')]
# Convert dataframe column to list
tickers = tickers_df[0].tolist()

Answer 1

Here is one possible way to solve your problem:
library(magrittr)
tickers = readLines("https://www.cboe.com/available_weeklys/get_csv_download/") %>%
gsub(pattern='"', replacement="") %>%
subset(nzchar(.) & !grepl("Available Weekly|\\d+/\\d+/\\d+", .)) %>%
sub(pattern="([A-Z]+).+", replacement="\\1")
# [1] "AMLP" "ARKF" "ARKG" "ARKK" "ASHR" "BRZU" "DIA" "DUST" "EEM"
# [10] "EFA" "EMB" "ERX" "EWH" "EWJ" "EWU" "EWW" "EWY" "EWZ"
# [19] "FAS" "FAZ" "FEZ" "FXE" "FXI" "FXY" "GDX" "GDXJ" "GLD"
# [28] "HYG" "IAU" "IBB" "ICLN" "IEF" "INDA" "ITB" "IVV" "IWF"
# [37] "IWM" "IYR" "JDST" "JETS" "JNK" "JNUG" "KRE" "KWEB" "LABD"
# ...

Answer 2

Not a translation of your Python code, but hopefully a fair interpretation.
cboe_csv_link <- "https://www.cboe.com/available_weeklys/get_csv_download/"
rr <- readLines(cboe_csv_link)
ss <- c(grep("Available Weeklys", rr), length(rr))
l <- list()
for (i in 1:(length(ss)-1)) {
l[[i]] <- read.csv(text=rr[(ss[i]+1):(ss[i+1]-1)], header=FALSE)
}
names(l) <- rr[head(ss, -1)]
lapply(l, head)
# $`Available Weeklys - Exchange Traded Products (ETFs and ETNs)`
# V1 V2
# 1 AMLP ALPS ETF TR ALERIAN MLP
# 2 ARKF ARK ETF TR FINTECH INNOVA
# 3 ARKG ARK ETF TR GENOMIC REV ETF
# 4 ARKK ARK ETF TR INNOVATION ETF
# 5 ASHR DBX ETF TR XTRACK HRVST CSI
# 6 BRZU DIREXION SHS ETF TR BRZ BL 2X SHS
#
# $`Available Weeklys - Equity`
# V1 V2
# 1 AA ALCOA CORP COM
# 2 AAL AMERICAN AIRLS GROUP INC COM
# 3 AAOI APPLIED OPTOELECTRONICS INC COM
# 4 AAPL APPLE INC COM
# 5 ABBV ABBVIE INC COM
# 6 ABC AMERISOURCEBERGEN CORP COM

Answer 3

Here is slightly different approach. First we download the data to a file, say weeklysmf.csv.
> url <- "https://www.cboe.com/available_weeklys/get_csv_download/"
> download.file(url, "weeklysmf.csv", quiet=TRUE)
>
We then use the fact that all the lines you are interested in have exactly two fields separated with a comma. Using this awk invocation filters all lines with exactly two fields, using , as the field separator:
$ awk -F, 'NF==2 {print $0}' weeklysmf.csv |head
"AMLP","ALPS ETF TR ALERIAN MLP"
"ARKF","ARK ETF TR FINTECH INNOVA"
"ARKG","ARK ETF TR GENOMIC REV ETF"
"ARKK","ARK ETF TR INNOVATION ETF"
"ASHR","DBX ETF TR XTRACK HRVST CSI"
"BRZU","DIREXION SHS ETF TR BRZ BL 2X SHS"
"DIA","SPDR DOW JONES INDL AVERAGE ET UT SER 1"
"DUST","DIREXION SHS ETF TR DAILY GOLD MINER"
"EEM","ISHARES TR MSCI EMG MKT ETF"
"EFA","ISHARES TR MSCI EAFE ETF"
$
We can use this with many of the csv readers in R which can read from a command (as R offers a connections interface where pipe() is an option as are file() and url()). I like data.table so this becomes
> dat <- data.table::fread(cmd="awk -F, 'NF==2 {print $0}' weeklysmf.csv")
> dat
AMLP ALPS ETF TR ALERIAN MLP
1: ARKF ARK ETF TR FINTECH INNOVA
2: ARKG ARK ETF TR GENOMIC REV ETF
3: ARKK ARK ETF TR INNOVATION ETF
4: ASHR DBX ETF TR XTRACK HRVST CSI
5: BRZU DIREXION SHS ETF TR BRZ BL 2X SHS
---
611: YY JOYY INC ADS REPSTG COM A
612: Z ZILLOW GROUP INC CL C CAP STK
613: ZM ZOOM VIDEO COMMUNICATIONS INC CL A
614: ZNGA ZYNGA INC CL A
615: ZS ZSCALER INC COM
>
(and fread can also return a data.frame if you prefer that, there is an option).