[R-SIG-Finance] Trouble with getSymbols.csv

G See gsee000 at gmail.com
Tue Sep 18 00:26:30 CEST 2012


This function should really have more formal arguments -- especially
the format argument.

As it is, the `format` will be set to "".  You should be able to pass
`format` through the dots, but there's a syntax bug preventing that
from working (`list(...)[["format"]] <- NULL`).

As it is, the only way to load your data using getSymbols.csv is to
set the `format` argument in the Symbol Lookup table. (I saved the
text from your e-mail in a file at "~/tmp/worik.txt")

setSymbolLookup(worik=list(src='csv', format='%Y-%m-%d'))
getSymbols('worik', dir='~/tmp', auto.assign=FALSE, extension='txt')

           WORIK.Open WORIK.High WORIK.Low WORIK.Close WORIK.Volume
2011-12-28     1.5968     1.5987    1.5762      1.5827            0
2011-12-29     1.5831     1.5846    1.5695      1.5724            0
2011-12-30     1.5726     1.5877    1.5704      1.5861            0
2011-12-31     1.5850     1.5861    1.5850      1.5861            0
2012-01-01     1.5850     1.5861    1.5820      1.5861            0
2012-01-02     1.5871     1.5875    1.5768      1.5802            0
2012-01-03     1.5800     1.5837    1.5726      1.5818            0
2012-01-04     1.5819     1.5865    1.5796      1.5813            0
2012-01-05     1.5812     1.5854    1.5730      1.5795            0
2012-01-06     1.5796     1.5871    1.5745      1.5859            0
2012-01-07     1.5854     1.5854    1.5782      1.5782            0
2012-01-08     1.5808     1.5866    1.5808      1.5866            0
2012-01-09     1.5867     1.5910    1.5807      1.5815            0
           WORIK.Adjusted
2011-12-28        1.58745
2011-12-29        1.57705
2011-12-30        1.57905
2011-12-31        1.58555
2012-01-01        1.58405
2012-01-02        1.58215
2012-01-03        1.57815
2012-01-04        1.58305
2012-01-05        1.57920
2012-01-06        1.58080
2012-01-07        1.58180
2012-01-08        1.58370
2012-01-09        1.58585

HTH,
Garrett

On Mon, Sep 17, 2012 at 4:12 PM, Worik Stanton <worik.stanton at gmail.com> wrote:
> Friends
>
> I have a file of data:
>
> "Date","Open","High","Low","Close","Volume","Adjusted"
> "2011-12-28",1.5968,1.5987,1.5762,1.5827,0,1.58745
> "2011-12-29",1.5831,1.5846,1.5695,1.5724,0,1.57705
> "2011-12-30",1.5726,1.5877,1.5704,1.5861,0,1.57905
> "2011-12-31",1.585,1.5861,1.585,1.5861,0,1.58555
> "2012-01-01",1.585,1.5861,1.582,1.5861,0,1.58405
> "2012-01-02",1.5871,1.5875,1.5768,1.5802,0,1.58215
> "2012-01-03",1.58,1.5837,1.5726,1.5818,0,1.57815
> "2012-01-04",1.5819,1.5865,1.5796,1.5813,0,1.58305
> "2012-01-05",1.5812,1.5854,1.573,1.5795,0,1.5792
> "2012-01-06",1.5796,1.5871,1.5745,1.5859,0,1.5808
> "2012-01-07",1.5854,1.5854,1.5782,1.5782,0,1.5818
> "2012-01-08",1.5808,1.5866,1.5808,1.5866,0,1.5837
> "2012-01-09",1.5867,1.591,1.5807,1.5815,0,1.58585
>
> When I use getSymbols(.., src="csv")
>
> The dates are incorrect.  The first date is "2012-09-18"
>
> It seems that in getSymbols.csv uses:
>
> as.Date(fr[, 1], format = format, ..., origin = "1970-01-01")
>
> Looking more closely...
>
>> as.Date("2011-12-28", origin="1970-01-01", format="")
> [1] "2012-09-18"
>
> That is what I see.
>
> But either of...
>> as.Date("2011-12-28", origin="1970-01-01")
> [1] "2011-12-28"
>> as.Date("2011-12-28")
> [1] "2011-12-28"
>>
>
> give me what I expect.
>
> What am I doing wrong?
>
> cheers
> Worik
>
> --
> it does not matter                      I think that I shall never see
> how much I dig and dig                    A billboard lovely as a tree
> this hole just                      Indeed, unless the billboards fall
> keeps getting deeper                      I'll never see a tree at all
>
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