[R-SIG-Finance] Does getSymbols.csv() take a "format" argument?

Jeffrey Ryan jeffrey.ryan at lemnica.com
Tue Mar 6 16:53:58 CET 2012


I'll take a look at improving the getSymbols.csv, but the general
notion of quantmod is as a framework to extend to the data *you* have,
not provide complete coverage for all possible scenarios.

That said, I'll see what can be modified to make things more robust.
Thanks for the suggestions.

Best,
Jeff

On Tue, Mar 6, 2012 at 9:47 AM, Stergios Marinopoulos
<stergios_marinopoulos at yahoo.com> wrote:
> Hi Ross,
>
> Thanks for the alternative ideas.  While I did manage to get the csv loaded properly by looking at the source code to getSymbols.csv(), my primary motivation for posting the bug report was to help improve the quantmod package by offering feedback.  One of the downsides of getSymbols.csv() not working besides the obvious is that one cannot then use saveSymbols() as it only works with data loaded via getSymbols() ( I think this is enforced via attribute setting in getSymbols() )
>
> I'll look into using quantstrat's loading and saving.
>
> Thanks again Ross,
>
>
> --
> Stergios Marinopoulos
>
>
> ________________________________
>  From: Ross Bennett <rossbennett34 at gmail.com>
>
> Cc: r-sig-finance at r-project.org
> Sent: Tuesday, March 6, 2012 6:29 AM
> Subject: [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?
>
>
> Stergios,
>
> Saw your question on the R-SIG-Finance mailing list. I use FX pairs in testing that I have saved on my computer and ran into a similar problem. I have found the GetSymbols.csv to be unreliable, as mentioned in the help documentation, to load the data files into R for use in quantstrat.
>
> The easiest way to do this is using the read.zoo function
>
> My data is stored in a directory such as C:\fxdata\EURUSD.csv
>
>
> Step 1: use read.zoo to load the file into R
> EURUSDzoo <- read.zoo("C:\\fxdata\\EURUSD.csv", header = TRUE, sep=",", format = '%Y-%m-%d')
>
> Step 2: coerce to xts format
> EURUSD <- as.xts(EURUSDzoo)
>
> You could also just do
> EURUSD <- as.xts(read.zoo("C:\\fxdata\\EURUSD.csv", header = TRUE, sep=",", format = '%Y-%m-%d'))
>
> Let me know if this works.
>
> Ross
>        [[alternative HTML version deleted]]
>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com

R/Finance 2012: Applied Finance with R
www.RinFinance.com

See you in Chicago!!!!



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