[R] get.hist.quote problem yahoo

[Kurt Hornik]

>>>>> Rene Braeckman writes:

> I had the same problem some time ago. Below is a function that I
> picked up on the web somewhere (can't remember where; may have been a
> newsletter).  It's based on the tseries function but the difference is
> that this function produces a data frame with a column containing the
> dates of the quotes, instead of a time series object. I had to replace
> "%d-%b-%y" by "%Y-%m-%d" to make it work, probably as you stated
> because the format was changed by Yahoo.

This issue should be taken care of now by a new release of tseries I put
out two days ago.

-k

> Hope this helps.

> Rene

> # ----------------------------------------------------------------------
> # "df.get.hist.quote()" function
> #
> # Based on code by A. Trapletti (package tseries)
> #
> # The main difference is that this function produces a data frame with
> # a column containing the dates of the quotes, instead of a time series
> # object.
> df.get.hist.quote <- function (instrument = "ibm",
>                                start, end,
>                                quote = c("Open","High", "Low",
> "Close","Volume"),
>                                provider = "yahoo", method = "auto") 
> {
>     if (missing(start)) 
>         start <- "1970-01-02"
>     if (missing(end)) 
>         end <- format(Sys.time() - 86400, "%Y-%m-%d")
>     provider <- match.arg(provider)
>     start <- as.POSIXct(start, tz = "GMT")
>     end <- as.POSIXct(end, tz = "GMT")
>     if (provider == "yahoo") {
>         url <- paste("http://chart.yahoo.com/table.csv?s=", instrument, 
>             format(start, "&a=%m&b=%d&c=%Y"), format(end,
> "&d=%m&e=%d&f=%Y"), 
>             "&g=d&q=q&y=0&z=", instrument, "&x=.csv", sep = "")
>         destfile <- tempfile()
>         status <- download.file(url, destfile, method = method)
>         if (status != 0) {
>             unlink(destfile)
>             stop(paste("download error, status", status))
>         }
>         status <- scan(destfile, "", n = 1, sep = "\n", quiet = TRUE)
>         if (substring(status, 1, 2) == "No") {
>             unlink(destfile)
>             stop(paste("No data available for", instrument))
>         }
>         x <- read.table(destfile, header = TRUE, sep = ",")
>         unlink(destfile)
>         nser <- pmatch(quote, names(x))
>         if (any(is.na(nser))) 
>             stop("This quote is not available")
>         n <- nrow(x)
>         lct <- Sys.getlocale("LC_TIME")
>         Sys.setlocale("LC_TIME", "C")
>         on.exit(Sys.setlocale("LC_TIME", lct))
>         dat <- gsub(" ", "0", as.character(x[, 1]))
>         dat <- as.POSIXct(strptime(dat, "%Y-%m-%d"), tz = "GMT")        
>         if (dat[n] != start) 
>             cat(format(dat[n], "time series starts %Y-%m-%d\n"))
>         if (dat[1] != end) 
>             cat(format(dat[1], "time series ends   %Y-%m-%d\n"))
 
> return(data.frame(cbind(Date=I(format(dat[n:1],"%Y-%m-%d")),x[n:1,nser]),row
> .names=1:n))
>       }
>     else stop("Provider not implemented")
> } 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Daniele Amberti
> Sent: Friday, February 09, 2007 5:22 AM
> To: r-help
> Subject: [R] get.hist.quote problem yahoo

> I have functions using get.hist.quote() from library tseries.

> It seems that something changed (yahoo) and function get broken.

> try with a simple

> get.hist.quote('IBM')

> and let me kow if for someone it is still working.

> I get this error:
> Error in if (!quiet && dat[n] != start) cat(format(dat[n], "time series
> starts %Y-%m-%d\n")) : 
>         missing value where TRUE/FALSE needed

> Looking at the code it seems that before the format of dates in yahoo's cv
> file was not iso.
> Now it is iso standard year-month-day

> Anyone get the same problem?


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