[R] [Rpy] currency or stock trading strategy

[Dirk Eddelbuettel]

[ rpy-help CC removed. Please don't blanket-cross post. ]

On 18 September 2006 at 11:52, Darren Weber wrote:
| Hi Patrick,
| 
| thanks for pointing me to your work and Rmetrics.
| 
| I have a few questions on my mind right now.  Do you have methods for
| automatic download of price quote histories?  I can use python to get
| XML data on FOREX price quotes from the NYRB and other sites.
| Together with Rpy and matplotlib, that data download could form the
| basis for an open source technical analysis platform.  I still need
| some way to get open source price quote histories for stocks and
| options.  Any ideas?

I hardly know where to start as you obviously haven't done a whole lot of
homework, or are seriously Google-challenged.  But for starters, consider
that

i)   the get.hist.quote() function in R's timeseries package downloads and
     plot anything Yahoo! Finance provides as data. You have the code right
     there to study and extend,

ii)  there are extensive XML facilities provided in R's XML package,

iii) for a non-R solution, my Perl-based 'beancounter' application has been
     available for more than half a decade to automatically download,
     database (to your choice of PostgreSQL, MySQL, SQLite) and analyse
     market prices.  Getting the data from the db into R is then a pretty
     low hanging fruit.

Lastly, as Patrick told you, r-sig-finance may be more on target. You need to
subscribe there before you can post, but the list archives are of course open
for perusal.

Hope this helps, Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison