[R-SIG-Finance] Problem with getSymbols.oanda in quantmod

[Jeff Ryan]

Hi Luis,

Thanks for the patch, it is now updated on R-forge.

Best,
Jeff

On Fri, Sep 18, 2009 at 9:30 AM, Luis Torgo <ltorgo at dcc.fc.up.pt> wrote:
> Dear all,
>
> I think there is a small problem with the getSymbols.oanda() function in
> package quantmod.
> I'm using R version 2.9.0 (2009-04-17), and quantmod version 0.3-11.
>
> Here is a trace of the problem:
>>
>> setSymbolLookup(GSPC=list(name='^GSPC',src='yahoo'),USDEUR=list(name='USD/EUR',src='oanda',from=as.Date('2009-01-01')))
>
>> getSymbols(c('GSPC','USDEUR'))
> [1] "GSPC"   "USDEUR"
> Warning message:
> In getSymbols.oanda(Symbols = "USDEUR", env = <environment>, verbose =
> FALSE,  :
>  incorrectly specified currency pair USD/EUR
>
> The problem seems to be easy to solve. I think it resorts to changing the
> line in function getSymbols.oanda():
> currency.pair <- strsplit(toupper(Symbols[[i]]), "/")[[1]]
> into
> currency.pair <- strsplit(toupper(Symbols.name), "/")[[1]]
>
> Luis Torgo
>
> --
> Luis Torgo
>  FC/LIAAD - INESC Porto, LA    Phone : (+351) 22 339 20 93
>  University of Porto           Fax   : (+351) 22 339 20 99
>  R. de Ceuta, 118, 6o          email : ltorgo at liaad.up.pt
>  4050-190 PORTO - PORTUGAL     WWW   : http://www.liaad.up.pt/~ltorgo
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com