[R-sig-finance] Using data from yahooImport (fBasics)

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Fri Apr 7 15:18:13 CEST 2006


Just that I understand. Is this basically a request to add a `quiet =
TRUE' option to get.hist.quote()?
Z

On Fri, 7 Apr 2006 08:47:35 -0400 Gabor Grothendieck wrote:

> On 4/7/06, Dirk Eddelbuettel <edd at debian.org> wrote:
> >
> > On 7 April 2006 at 11:58, Diethelm Wuertz wrote:
> > | Why you should definitely use Rmetrics to solve Owe Jessens
> > | problem:
> > [...]
> > | When you have downloaded the data,
> > | you can do it with default settings in 6 lines !!!!
> > |
> > | Note you have several alternatives to align the data, and to
> > | compute the returns. Check the arguments of the functions
> > | alignDailySeries() and returnSeries().
> >
> > Ajay has point as zoo can really do this compactly:
> >
> >
> > stopifnot(require(tseries), quiet=TRUE)         # also loads zoo
> > these days simpleBeta <- function(ysymb="F", xsymb="^GSPC",
> > startdate="2005-01-01") { Y <- get.hist.quote(instrument=ysymb,
> > start=startdate, quote="Close") X <- get.hist.quote
> > (instrument=xsymb, start=startdate, quote="Close") rets <- diff(log
> > (merge(Y,X,all=FALSE))) fit <- lm(Close.Y ~ Close.X, data=rets)
> >  return(coef(fit)[2])
> > }
> >
> > and is there a way to not get the
> > verbose output from downloading ?
> 
> The tseries function, get.hist.quote, uses download.file and that's
> where its coming from.  If you want you can redefine download.file
> with quiet = TRUE. The following creates a wrapper around
> get.hist.quote that first defines a download.file wrapper with quiet
> = TRUE and then places a copy of get.hist.quote in a proto object
> whose parent is the environment within the redefined get.hist.quote
> so that the redefined download.file is found.
> 
> library(tseries)
> library(proto)
> 
> get.hist.quote <- function(...) {
> 	download.file <- function(url, destfile, method, quiet = TRUE,
> 	mode = "w", cacheOK = TRUE)
> 	   utils::download.file(url, destfile = destfile, method =
> method, quiet = quiet, mode = mode, cacheOK = cacheOK)
> 	with(proto(get.hist.quote = tseries::get.hist.quote),
> 		get.hist.quote(...))
> }
> 
> ibm <- get.hist.quote("ibm")
> 
> The above does not display messages on the R console
> although it still does have a popup that briefly appears.
> 
> I also tried using capture.output but this seems not to have
> any effect on download.file.
> 
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