[R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?

[Joshua Ulrich]

On Sun, Oct 19, 2014 at 6:30 AM, Wouter Thielen <wouter at morannon.org> wrote:
> Sorry for not being able to reply directly to the related thread, because I
> was getting mails in daily batches. I have updated my settings for this.
>
> I did make an R script to be included in the quantmod package, but I
> haven't received any feedback from the community. The script can be found
> here: https://github.com/wthielen/YJStocks/blob/master/getSymbols.yahooj.R
>
> To be able to use it in this shape, you need to do the following:
> - Include the quantmod library first: library(quantmod)
> - Load getSymbols.R file from the quantmod source, for some internal
> dependencies
> - Pass any "missing" arguments that would be coming from the main
> getSymbols() call: verbose and auto.assign
>
> An example routine would be:
>
> library(quantmod)
> source("/path/to/quantmodpackage/pkg/R/getSymbols.R")
> source("/path/to/getSymbols.yahooj.R")
> getSymbols.yahooj("3048.T", verbose=TRUE, auto.assign=TRUE)
>
> And then you will see it downloading daily stock data for Biccamera, and
> assigning it to the "YJ3048.T" xts object.
>
> I hope it will be included into the getSymbols.R file from the quantmod
> package, so that it becomes a standard function.
>
I think this is something that can be directly included in quantmod.
But for that to happen, you also need a corresponding .Rd file.  It
would be very helpful if you could also provide that file, and even
more helpful if you ensure that quantmod still passes R CMD check
after your incorporate your changes.

> Hope this helps!
>
> --
> Wouter Thielen
>
>         [[alternative HTML version deleted]]
>
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Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com