[R] pass character vector in instrument field of get.hist.quote function

[David Winsemius]

On Mar 13, 2011, at 12:18 AM, algotr8der wrote:

> Thanks David for the reply. I just tried the following with the same  
> result:
>
>> library(tseries)
>> tickers <- read.csv("testticker.txt", header=FALSE, sep=",")
>> tickers <- tickers[1]
>     V1
> 1   XOM
> 2   COP
> 3 PBR-A
> 4  FFIV
> 5    SU
> 6 PBR-B
>
>
>> tickers$V1 <- as.character(tickers$V1)
>> tickers$V1
> [1] "XOM"   "COP"   "PBR-A" "FFIV"  "SU"    "PBR-B"
>
>> symbols <- tickers$V1
>> symbols
> [1] "XOM"   "COP"   "PBR-A" "FFIV"  "SU"    "PBR-B"
>
>> stockdata <- data.frame()
>> stockdata <- coredata(get.hist.quote(instruments=symbols,
>> start="2011-01-01", end="2011-01-31", quote=c("Close"),  
>> provider="yahoo"))
> Error in get.hist.quote(instruments = symbols, start = "2011-01-01",  
> end =
> "2011-01-31",  :
>  unused argument(s) (instruments = symbols)

You might want to look more closely at:

?get.hist.quote

Note the name of the first argument .... and then note that it does  
not say "names" but only a "name" would be accepted as a value to that  
argument.

stockdata <- coredata(get.hist.quote(instrument=symbols,
+ start="2011-01-01", end="2011-01-31", quote=c("Close"),  
provider="yahoo"))
trying URL 'http://chart.yahoo.com/table.csv?s=XOM&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=XOM&x=.csv'
Content type 'text/csv' length unknown
opened URL
.
downloaded 1042 bytes

time series starts 2011-01-03
Warning message:
In download.file(url, destfile, method = method, quiet = quiet) :
   only first element of 'url' argument used

(So this is telling you that get.hist.quote did not accept a vector of  
characters.)

You should be thinking about what data structure you want to work  
with. A dataframe does not seem like a good choice to me. I would be  
thinking of a list.

res <- lapply(symbols[1:5],  get.hist.quote, start="2011-01-01",  
end="2011-01-31", quote=c("Close"), provider="yahoo")
names(res) <- symbols[1:5]

The examples suggested that a 'merge' operation might also be used.  
Perhaps you should be looking for a vignette that shows how to  
assemble a "portfolio" of timeseries.

-- 

David Winsemius, MD
West Hartford, CT