[R-SIG-Finance] RMySQL returning too much data?

Joshua Ulrich josh.m.ulrich at gmail.com
Tue Jan 7 18:34:40 CET 2014


On Tue, Jan 7, 2014 at 11:32 AM, Mark Knecht <markknecht at gmail.com> wrote:
> On Tue, Jan 7, 2014 at 9:16 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>> Hi Mark,
>>
>> On Tue, Jan 7, 2014 at 10:00 AM, Mark Knecht <markknecht at gmail.com> wrote:
>>> Using the code attached it appears to me that RMySQL is not paying
>>> attention to the from=/to= date ranges the way getSymbols does when
>>> going to Yahoo. WIth Yahoo I get the range I requested. With MySQL I
>>> seem to get whatever range I have stored in the MySQL database.
>>>
>> getSymbols.MySQL doesn't have from or to args.
>>
>>> args(getSymbols.MySQL)
>> function (Symbols, env, return.class = "xts", db.fields = c("date",
>>     "o", "h", "l", "c", "v", "a"), field.names = NULL, user = NULL,
>>     password = NULL, dbname = NULL, host = "localhost", port = 3306,
>>     ...)
>>
>> While they could potentially be added; it's probably more trouble than
>> it's worth in this case, since your data aren't that large and you can
>> subset after the getSymbols call returns:
>> foo[paste0(Date_Start,"/",Date_end)].
>>
> <SNIP>
>> Joshua Ulrich  |  about.me/joshuaulrich
>> FOSS Trading  |  www.fosstrading.com
>
> Joshua,
>    Thanks very much for the speedy analysis & reply. subsetting the
> data is fine in this case and likely to be fine for me for a long time
> even if the data is larger.
>
>    It hadn't occurred to me that an input to getSymbols would be
> passed to src=yahoo but not to src=MySQL but that's fine now that I
> know. It does seem a bit non-intuitive from a design & documentation
> POV but I'm happy that it's not a bug. Spend your time designing new,
> great stuff and don't mess with this until/unless one day you think it
> warrants the time.
>
Yes, I can see how that's confusing.  The design is difficult to
change at this point, but documentation is easily updated.  I'd
appreciate any patches you think would help make the documentation
clearer in this regard.

> Cheers,
> Mark



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