BeanCounter is from Dirk - the maintainer the finance task view on
CRAN. Probably quite solid would be my guess : )
Perl just brings me to tears too often...
On 9/20/07, Dry Eraser <dryeraser at yahoo.com> wrote:
> thanks for all the input. a friend of mine who works at a hedge fund recommended postgres with R (or S?) a while back for the reasons mentioned in this thread.
>
> i'll try the python script (with the timeouts)... i also found the Finance::Beancounter module on CPAN
>
> http://search.cpan.org/~edd/Finance-BeanCounter-0.8.7/
>
> looks promising. it supports postgres by default and has companion modules to initialize the database.
>
> -Ming
>
> ----- Original Message ----
> From: Jeff Ryan <jeff.a.ryan at gmail.com>
> To: Dry Eraser <dryeraser at yahoo.com>
> Cc: r-sig-finance at r-project.org
> Sent: Thursday, September 20, 2007 3:47:04 PM
> Subject: Re: [R-SIG-Finance] get.hist.quote and mysql
>
>
> That bit of python - if you are downloading a lot of symbols, you'll
> probably want to add some sort of timeout between request - lest you
> get throttled by yahoo...
>
> As I copied it it will retrieve data from 1970 (or the earliest
> available) to the present, adjust the dates to to your needs....
>
> ...and in case I was unclear - your mileage may vary when run : )
>
>
> I like that Postgresql idea too..
>
>
> Jeff
>
> On 9/20/07, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
> > A bit of python that should facilitate the yahoo to MySQL:
> >
> > Should work - though you'll need a database set up, and the
> > appropriate password/host/etc.
> >
> > At least will get you started in the right direction.
> >
> > Basically calls a file 'symbolsFile' in the same directory,
> > which is just a text file with one yahoo symbol per line.
> >
> > db has columns:
> > date,o,h,l,c,v,a with the appropriate MySQL types of course.
> >
> >
> > Python requires proper indentation, so copy paste may not be perfect.
> > And it requires (this script) the package MySQLdb... A word of warning
> > - it has been a bit since I've used this, so double check your results
> > at the very least.
> >
> >
> > #!/usr/bin/env python2.5
> >
> > import urllib
> > import re
> > import MySQLdb
> > import string
> > import time
> >
> > sym = open("symbolsFile").readlines()
> > regx = re.compile('(.+?)\\n')
> >
> > today = time.localtime()
> > yr = time.strftime('%Y',today)
> > mon = time.strftime('%m',today)
> > day = time.strftime('%d',today)
> >
> > db = MySQLdb.connect(user='username',passwd='password',db='databasename', \
> > host='localhost', unix_socket='/path/to/socket')
> > cursor = db.cursor()
> >
> > for s in sym:
> > symbol = regx.findall(s)[0]
> > yahoourl = "http://ichart.finance.yahoo.com/table.csv?s="+symbol + \
> > "&a=00&b="+day+"&c="+"1970"+"&d="+mon+"&e="+day+ \
> > "&f="+yr+"&g=d&ignore=.csv"
> > data = urllib.urlopen(yahoourl).readlines()
> > sql = "INSERT IGNORE INTO "+string.strip(symbol,'^')+"
> > (date,o,h,l,c,v,a)" + \
> > " VALUES(%s,%s,%s,%s,%s,%s,%s)"
> > mult=[]
> > for d in data[1:]:
> > dd = string.split(d,',')
> > dd[6] = string.strip(dd[6],'\n')
> > string.join(dd,',')
> > mult[len(mult):] = [dd]
> > cursor.executemany(sql,mult)
> >
> > And because I like to plug my R software (feedback is my goal...), check out
> > www.quantmod.com or the quantmod package on CRAN. Some nice wrappers to
> > data handling and modellig stuff. Still a work in progress, but it IS
> > in progress...
> >
> > Jeff Ryan
> >
> >
> > On 9/20/07, Dry Eraser <dryeraser at yahoo.com> wrote:
> > > I'm doing a small project to identity particular stock movements out of the universe of stock quote histories from Yahoo. Basically, I would be iterating a screen over several thousand time series.
> > >
> > > I could save and use several thousand CSV files saved by get.hist.quote, but storing the data in a database like MySQL seems to be a better idea, especially since more stock prices would be added in the future.
> > >
> > > I googled r lists for this subject, read r manuals, and skimmed the TOC of one or two Times Series using R books and didn't turn up much in the way of concrete application of MySQL. The best I found was a hint by Bollinger on this list pointing to a number of packages (including python-related).
> > >
> > > Any suggestions on where to look and ways of approaching my project?
> > >
> > > Thanks,
> > > Ming
> > >
> > >
> > > ____________________________________________________________________________________
> > >
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> > >
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>
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