Is the functionality in the RMetrics fBasics package for market data
retrieval and timeSeries object functionality still being maintained at all?

A quick test of mine showed that the Yahoo import functions don't work at
all as they expect a different date format from what's being delivered.
Specifically the following changes are necessary in lines 24 to 28 of
yahooImport:

 

        x2 = strsplit(x1[regexpr("-..-..,", x1) > 0], ",")

        x1 = matrix(unlist(x2), byrow = TRUE, nrow = length(x2))

        z = matrix(as.numeric(x1[, -1]), ncol = dim(x1)[2] - 

            1)

        rowNames = as.character(as.Date(x1[, 1]))

 

Once that hurdle is taken, however, it seems that all plotting functionality
on timeSeries objects is broken as well:

 

> plot.timeSeries(asyt.ts)

Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ

> lines.timeSeries(asyt.ts)

Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ

> ohlcDailyPlot(asyt.ts)

Error in plotOHLC(X, origin = "1970-01-01", xlab = xlab[1], ylab = ylab[1])
: x is not a open/high/low/close time series

 

If this first experience is representative of the state of things with
RMetrics then I'm not sure this is worth pursuing any further and I'm
probably better off sticking with Matlab.

David


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