[R-SIG-Finance] Quotes yahoo fin -> db > R > results
edd at debian.org
Wed Jun 29 18:00:08 CEST 2011
On 29 June 2011 at 16:45, Fabian Lorenz wrote:
| I'm trying to collect data automatically from yahoo finance to a mysql or
| postgresql for further R data process.
| Anybody knows how about?
I can help with the first part in a fully automated fashion, see
- automated setup for either MySQL, Postgresql, SQLite or ODBC: creates the
schema, loads sample data etc (but you still need to take care of the
backend and things like ODBC drivers)
- cross-platform for Windows, OS X, Linux
- Written in Perl, mostly around 1999 to 2001; I still maintain it in the
sense of fixing bugs, I have not added features in years
- I (and others) use it for automated data download given a portfolio; for
me it then creates a daily email with daily PNL and Risk Estimates for my
little retail portfolios; "growing" the time series database is a (nice
and desired) side-effect
- Can also backpopulate for assets where Yahoo offers history (ie most
stocks, no options, no fx)
- Is used as a backend for some (non-R) charting software
I have been meaning to
a) rewrite it in R and/or
b) write R analysis modules
but I have a "writer's block" as I know so much that could be done leveraging
things like PortfolioAnalytics and PerformanceAnalytics that I still haven't
done it yet. Would make a great student project for an investment analysis
with R class ...
Hope this helps, feel free to ping me off-list if interested.
Gauss once played himself in a zero-sum game and won $50.
-- #11 at http://www.gaussfacts.com
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