[R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)

G See gsee000 at gmail.com
Wed Oct 8 18:56:40 CEST 2014


Out of curiosity, did you try _not_ changing your current code, but
instead adding library(Defaults) to the top of the script?  It's not
ideal, but Defaults _is_ still available
(http://cran.r-project.org/src/contrib/Archive/Defaults/).  That could
buy you some time until you come up with something better.

Just a (possibly bad) thought.
Garrett

On Wed, Oct 8, 2014 at 9:43 AM, Mark Knecht <markknecht at gmail.com> wrote:
> On Tue, Oct 7, 2014 at 7:14 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>> I just pushed an updated quantmod_0.4-2 to R-Forge.  Most of the
>> Defaults-related issues have been addressed, except for
>> getSymbols.MySQL and setTA/unsetTA.  Feedback would be much
>> appreciated.
>> --
>> Joshua Ulrich  |  about.me/joshuaulrich
>> FOSS Trading  |  www.fosstrading.com
>>
>>
>> On Tue, Oct 7, 2014 at 3:40 PM, Brian G. Peterson <brian at braverock.com> wrote:
>>> On 10/07/2014 03:26 PM, Daniel Cegiełka wrote:
>>>>
>>>> http://cran.r-project.org/web/packages/Defaults/index.html
>>>>
>>>> That's a pretty important package that is required by quantmod.
>>>
>>>
>>> Yes.
>>>
>>> Defaults makes use of unlockBindings to change loaded package namespaces.
>>> That's no longer allowed by CRAN.
>>>
>>> So, we'll need to modify getSymbols to not require it.
>>>
>>> The old chartSeries uses it too, but we'll be replacing that soon, so I'm
>>> not worried about that dependency.
>>>
>>> Regards,
>>>
>>> Brian
>>>
>>>
>>> --
>>> Brian G. Peterson
>>> http://braverock.com/brian/
>>> Ph: 773-459-4973
>>> IM: bgpbraverock
>>>
>>>
>>> _______________________________________________
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>>
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>
>
> OK, it seems to work but requires me to modify long working code to remove
> setDefaults and then put the database stuff in the actual call. Is
> this the way this
> is intended to work in the future and I should modify my files?
>
> I'm pretty sure the data is coming from MySQL as AAPL is not in the ETF
> database and it fails if I add it to the symbol list:
>
>> source('~/.active-rstudio-document')
> [1] "From MySQL --  SPY"
> [1] "From MySQL --  IWM"
> [1] "From MySQL --  QQQ"
> [1] "From MySQL --  AAPL"
> Error in Symbols[[i]] : subscript out of bounds
> In addition: Warning message:
> In getSymbols.MySQL(Symbols = "AAPL", env = <environment>, verbose = FALSE,  :
>   could not load symbol(s):  AAPL
>
>>
>
> The code I ran is at the bottom.
>
> Thanks,
> Mark
>
>
>> source('~/R/Test Cases/RMySQL-Test.R')
> Loading required package: xts
> Loading required package: zoo
>
> Attaching package: ‘zoo’
>
> The following objects are masked from ‘package:base’:
>
>     as.Date, as.Date.numeric
>
> Loading required package: TTR
> Version 0.4-0 included new data defaults. See ?getSymbols.
> Loading required package: DBI
> [1] "From MySQL --  SPY"
>     As of 0.4-0, ‘getSymbols’ uses env=parent.frame() and
>  auto.assign=TRUE by default.
>
>  This  behavior  will be  phased out in 0.5-0  when the call  will
>  default to use auto.assign=FALSE. getOption("getSymbols.env") and
>  getOptions("getSymbols.auto.assign") are now checked for alternate defaults
>
>  This message is shown once per session and may be disabled by setting
>  options("getSymbols.warning4.0"=FALSE). See ?getSymbol for more details
> [1] "From MySQL --  IWM"
> [1] "From MySQL --  QQQ"
>
>>
>
>
> llibrary(quantmod)
> library(RMySQL)
>
> Sys.setenv(TZ = "UTC")
> DataStart = "1990-01-01"
> DataEnd = format(Sys.time(), "%Y-%m-%d")
> SymbolSrc = "yahoo"
> dbName = "R_ETF"
> MyAdjust = TRUE
> UseMySQL = TRUE
>
> SymbolList = c("SPY","IWM","QQQ")
>
> if (UseMySQL){
>   if (MyAdjust) { dbName = paste0(dbName, "Adjust")}
>   dbc = dbConnect(MySQL(), dbname=dbName)
> #   setDefaults(getSymbols.MySQL, user="mark",
> password="MyTempPassword", dbname=dbName)
> }
>
> if (!UseMySQL){
>   for (i in 1:length(SymbolList)){
>     print(paste("From ",SymbolSrc," -- ",SymbolList[i]))
>     getSymbolsCont(SymbolList[i], from = DataStart, to = DataEnd,
> adjust = MyAdjust, src=SymbolSrc)
>   }
> } else {
>   for (i in 1:length(SymbolList)){
>     print(paste("From MySQL -- ",SymbolList[i]))
>  #   getSymbols(SymbolList[i], src="MySQL")
>     getSymbols(SymbolList[i], src="MySQL", user="mark",
> password="MyTempPassword", dbname=dbName)
>     assign(SymbolList[i], get(SymbolList[i])[paste0(DataStart,"/",DataEnd)])
>   }
>   dbDisconnect(dbc)
> }
>
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