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

Joshua Ulrich josh.m.ulrich at gmail.com
Fri Jan 2 01:26:39 CET 2015


On Sun, Dec 7, 2014 at 5:00 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> 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.
>
Thanks to Wouter, this functionality is now in 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

>> Hope this helps!
>>
>> --
>> Wouter Thielen
>>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com



More information about the R-SIG-Finance mailing list