[R] get.hist.quote problem yahoo

[Rene Braeckman]

I had the same problem some time ago. Below is a function that I picked up
on the web somewhere (can't remember where; may have been a newsletter).
It's based on the tseries function but the difference is that this function
produces a data frame with a column containing the dates of the quotes,
instead of a time series object. I had to replace "%d-%b-%y" by "%Y-%m-%d"
to make it work, probably as you stated because the format was changed by
Yahoo.

Hope this helps.

Rene

# ----------------------------------------------------------------------
# "df.get.hist.quote()" function
#
# Based on code by A. Trapletti (package tseries)
#
# The main difference is that this function produces a data frame with
# a column containing the dates of the quotes, instead of a time series
# object.
df.get.hist.quote <- function (instrument = "ibm",
                               start, end,
                               quote = c("Open","High", "Low",
"Close","Volume"),
                               provider = "yahoo", method = "auto") 
{
    if (missing(start)) 
        start <- "1970-01-02"
    if (missing(end)) 
        end <- format(Sys.time() - 86400, "%Y-%m-%d")
    provider <- match.arg(provider)
    start <- as.POSIXct(start, tz = "GMT")
    end <- as.POSIXct(end, tz = "GMT")
    if (provider == "yahoo") {
        url <- paste("http://chart.yahoo.com/table.csv?s=", instrument, 
            format(start, "&a=%m&b=%d&c=%Y"), format(end,
"&d=%m&e=%d&f=%Y"), 
            "&g=d&q=q&y=0&z=", instrument, "&x=.csv", sep = "")
        destfile <- tempfile()
        status <- download.file(url, destfile, method = method)
        if (status != 0) {
            unlink(destfile)
            stop(paste("download error, status", status))
        }
        status <- scan(destfile, "", n = 1, sep = "\n", quiet = TRUE)
        if (substring(status, 1, 2) == "No") {
            unlink(destfile)
            stop(paste("No data available for", instrument))
        }
        x <- read.table(destfile, header = TRUE, sep = ",")
        unlink(destfile)
        nser <- pmatch(quote, names(x))
        if (any(is.na(nser))) 
            stop("This quote is not available")
        n <- nrow(x)
        lct <- Sys.getlocale("LC_TIME")
        Sys.setlocale("LC_TIME", "C")
        on.exit(Sys.setlocale("LC_TIME", lct))
        dat <- gsub(" ", "0", as.character(x[, 1]))
        dat <- as.POSIXct(strptime(dat, "%Y-%m-%d"), tz = "GMT")        
        if (dat[n] != start) 
            cat(format(dat[n], "time series starts %Y-%m-%d\n"))
        if (dat[1] != end) 
            cat(format(dat[1], "time series ends   %Y-%m-%d\n"))
 
return(data.frame(cbind(Date=I(format(dat[n:1],"%Y-%m-%d")),x[n:1,nser]),row
.names=1:n))
      }
    else stop("Provider not implemented")
} 

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Daniele Amberti
Sent: Friday, February 09, 2007 5:22 AM
To: r-help
Subject: [R] get.hist.quote problem yahoo

I have functions using get.hist.quote() from library tseries.

It seems that something changed (yahoo) and function get broken.

try with a simple

get.hist.quote('IBM')

and let me kow if for someone it is still working.

I get this error:
Error in if (!quiet && dat[n] != start) cat(format(dat[n], "time series
starts %Y-%m-%d\n")) : 
        missing value where TRUE/FALSE needed

Looking at the code it seems that before the format of dates in yahoo's cv
file was not iso.
Now it is iso standard year-month-day

Anyone get the same problem?


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