[R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan

[Joshua Ulrich]

Note that this has been added to quantmod on R-Forge as of revision 624:
https://r-forge.r-project.org/scm/viewvc.php/pkg/R/getSymbols.R?root=quantmod&r1=623&r2=624

Thanks for your contribution Wouter!


On Sat, Sep 27, 2014 at 6:47 AM, Wouter Thielen <wouter at morannon.org> wrote:
> Hello all,
>
> First of all, let me introduce myself as I am new here. I am Wouter
> Thielen, from the Netherlands, and living and working in Tokyo, Japan. I
> have recently enrolled as an online master's student at the University of
> Washington for the CFRM program.
>
> I have been trading stocks on the Japanese market for a year now, and have
> always wanted to be able to analyze them in R. I tried the RFinanceYJ
> package, but it did not work, and still does not as of yesterday, when I
> updated. They seem to be inactive for over a year.
>
> So with the newly acquired R skills (thanks prof. Yollin!) I set out to
> implement a getSymbols.yahooj function that would scrape HTML pages of
> price history from Yahoo Japan, and create an xts object. The code so far
> can be found on my Github account:
>
> https://github.com/wthielen/YJStocks/blob/master/getSymbols.yahooj.R
>
> It is based on getSymbols.yahoo.R from the quantmod package, and the only
> thing I changed are lines 46-108. So far it works for:
> - pricing data of stocks including volumes and adjusted closes
> - pricing data of indices (e.g. NI225) which does not have volumes or
> adjusted closes. The code for these indices end with ".O" from what I have
> seen. Please correct me if I'm wrong.
> - account for stock splits
>
> If there is anything else that this function should be able to do, please
> let me know.
>
> Hope to hear feedback from you!
>
> Wouter
>
>         [[alternative HTML version deleted]]
>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com