[R-SIG-Finance] quantmod package using "convert.time.series" function

Jeff Ryan jeff.a.ryan at gmail.com
Mon Mar 16 19:45:18 CET 2009

Hi Tom,

Unexported means you've got to go the ::: route.  Primary reason is
that it was really written to simplify the code, and unexported meant
one less thing to document.

You could simply hard-code the conversion to whatever you like, and
forgo that function.

The other option is to each session use fixInNamespace and fix on the
fly.  This is probably quite unreliable though, not to mention messy.

You could also change the source before installing.

In all honestly the interface should include a way to modify for your
own db schema, but that isn't there yet...


On Mon, Mar 16, 2009 at 1:37 PM, Tom H <tom at limepepper.co.uk> wrote:
> On Mon, 2009-03-16 at 13:04 -0500, Jeff Ryan wrote:
>> Hi Tom,
>> The function is internal to quantmod, as such undocumented and ugly :)
> Ah right, I am still new to R.
> So its suggests a quick question, which I am sure further reading of the
> documentation will resolve, however I am hoping to short-cut reading all
> of that pdf today ;-)
> Question: I am making a quick change to the getSymbols.MySQL to support
> my database layout of choice, which is a single table with a symbol
> field.
> Is there any way to temporarily add my getSymbols.MySQL <- function() to
> the the quantmod package/namespace? It seems I can reference the
> internal function directly with quantmod:::convert.time.series() but I
> would prefer some sort of namespace("quantmod") to add my function to
> quantmod while I am doing some messing about on it?
> Thanks,
> T
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.

Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics

More information about the R-SIG-Finance mailing list