[R-SIG-Finance] Indexing package: update existant database

varcovar varcovar at live.com
Tue Mar 27 16:31:19 CEST 2012


I am not able to update data that I created with the indexing package. Below
is the code I used to create the index. It works well when I try to retrieve
data, but then I have no idea how to update the index. 


# Get data and create index
getSymbols("AAPL", from = "2010-01-01", to = "2012-03-20")
Date <- as.numeric(format(index(AAPL), "%Y%m%d"))
Close <- as.numeric(Cl(AAPL))

# Get data update
getSymbols("AAPL", from = "2012-03-20", to = Sys.Date())
Date <- as.numeric(format(index(AAPL), "%Y%m%d"))
Close <- as.numeric(Cl(AAPL))

# Load index
db <- load_index("Date", double())
load_index("Close", double())
# Test
db[Date > 20120310, data.frame(Date, Close)]

# Try to get a subset of data and update the file on disk
temp <- db[Date > 20120310, data.frame(Date, Close)]
Date <- c(temp$Date, Date)
Close <- c(temp$Close, Close)

# Not working: 
# Error in create_index(Date) : 
#     data already exists. Remove disk structure or use 'load_index'

Any idea? Many thanks! 

Markus Douglas, Jr.

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