rtsdata (version 0.1.4)

getSymbols: Download historical data

Description

Overwrite the getSymbols function from 'quantmod' package to efficiently load historical data

Usage

getSymbols(
  Symbols = NULL,
  env = parent.frame(),
  reload.Symbols = FALSE,
  verbose = FALSE,
  warnings = TRUE,
  src = "yahoo",
  symbol.lookup = TRUE,
  auto.assign = TRUE,
  from = "1990-01-01",
  to = Sys.time(),
  calendar = NULL,
  check.update = NULL,
  full.update = NULL
)

Value

xts object with data

Arguments

Symbols

list symbols to download historical data

env

environment to hold historical data, defaults to parent.frame()

reload.Symbols

flag, not used, inherited from the getSymbols function from 'quantmod' package, defaults to FALSE

verbose

flag, inherited from the getSymbols function from 'quantmod' package, defaults to FALSE

warnings

flag, not used, inherited from the getSymbols function from 'quantmod' package, defaults to TRUE

src

source of historical data, defaults to 'yahoo'

symbol.lookup

flag, not used, inherited from the getSymbols function from 'quantmod' package, defaults to TRUE

auto.assign

flag to store data in the given environment, defaults to TRUE

from

start date, expected in yyyy-mm-dd format, defaults to 1900-01-01

to

end date, expected in yyyy-mm-dd format, defaults to today's date

calendar

RQuantLib's holiday calendar, for example: calendar = 'UnitedStates/NYSE', defaults to NULL

check.update

flag to check for updates, defaults to NULL

full.update

flag to force full update, defaults to NULL

Examples

 # small toy example

 # register data source to generate fake stock data for use in rtsdata examples
 register.data.source(src = 'sample', data = ds.getSymbol.fake.stock.data)
 
 # Full Update till '2018-02-13'
 data = getSymbols('test', src = 'sample', from = '2018-01-01', to = '2018-02-13', 
					auto.assign=FALSE, verbose=TRUE)
 
 # No updated needed, data is loaded from file
 data = getSymbols('test', src = 'sample', from = '2018-01-01', to = '2018-02-13', 
					auto.assign=FALSE, verbose=TRUE)

 # Incremental update from '2018-02-13' till today
 data = getSymbols('test', src = 'sample', from = '2018-01-01', 
					auto.assign=FALSE, verbose=TRUE)

 # No updated needed, data is loaded from file
 data = getSymbols('test', src = 'sample', from = '2018-01-01', 
					auto.assign=FALSE, verbose=TRUE)

	# data is stored in the 'sample_Rdata' folder at the following location
	ds.default.location()
 
 # \donttest{ 
 ds.getSymbol.yahoo('AAPL',from='2018-02-13')
 # }