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

[Paul Gilbert]

There are also examples that do this in package vinnette guides for TSPostgreSQL and TSMySQL, but not automated in the sense of a cron job.

Paul

> -----Original Message-----
> From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-
> bounces at r-project.org] On Behalf Of Dirk Eddelbuettel
> Sent: June 29, 2011 12:01 PM
> To: Fabian Lorenz; r-sig-finance at r-project.org
> Subject: Re: [R-SIG-Finance] Quotes yahoo fin -> db > R > results
> 
> 
> 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
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
====================================================================================

La version française suit le texte anglais.

------------------------------------------------------------------------------------

This email may contain privileged and/or confidential information, and the Bank of
Canada does not waive any related rights. Any distribution, use, or copying of this
email or the information it contains by other than the intended recipient is
unauthorized. If you received this email in error please delete it immediately from
your system and notify the sender promptly by email that you have done so. 

------------------------------------------------------------------------------------

Le présent courriel peut contenir de l'information privilégiée ou confidentielle.
La Banque du Canada ne renonce pas aux droits qui s'y rapportent. Toute diffusion,
utilisation ou copie de ce courriel ou des renseignements qu'il contient par une
personne autre que le ou les destinataires désignés est interdite. Si vous recevez
ce courriel par erreur, veuillez le supprimer immédiatement et envoyer sans délai à
l'expéditeur un message électronique pour l'aviser que vous avez éliminé de votre
ordinateur toute copie du courriel reçu.