[R-SIG-Finance] Quotes yahoo fin -> db > R > results

[Dirk Eddelbuettel]

On 29 June 2011 at 11:00, Dirk Eddelbuettel wrote:
| 
| 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
| 
|    http://dirk.eddelbuettel.com/code/beancounter.hyml

Sorry:  http://dirk.eddelbuettel.com/code/beancounter.html

Dirk
 
| Key features:
| 
|  - 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.
| 
| Dirk
| 
| -- 
| Gauss once played himself in a zero-sum game and won $50.
|                       -- #11 at http://www.gaussfacts.com

-- 
Gauss once played himself in a zero-sum game and won $50.
                      -- #11 at http://www.gaussfacts.com