histQuote {TShistQuote}R Documentation

Methods to wrap get.hist.quote for TSdbi Generics

Description

Get a time series (matrix) from stock quote URL

Usage

     histQuote() 
    ## S4 method for signature 'character,
    ##	 TShistQuoteConnection':
    TSget(serIDs, con,
        TSrepresentation = options()$TSrepresentation, 
        tf = NULL, start = tfstart(tf), end = tfend(tf), names=serIDs, 
        quote = "Close", quiet = TRUE, ...)
##    ## S4 method for signature 'ANY, character,
    ##	 TShistQuoteConnection':
    TSput(x, serIDs=seriesNames(data), con, ...)   
    ## S4 method for signature 'histQuoteDriver,
    ##	 character':
    TSconnect(drv, dbname, 
               user="", password = "", host="", ...)
    ## S4 method for signature 'character,
    ##	 TShistQuoteConnection':
    TSdates(serIDs, con, ... )  
    ## S4 method for signature 'character,
    ##	 TShistQuoteConnection':
    TSdescription(x, con, ... )  
    ## S4 method for signature 'character,
    ##	 TShistQuoteConnection':
    TSdoc(x, con, ... )  
    ## S4 method for signature 'character,
    ##	 TShistQuoteConnection':
    TSlabel(x, con, ... )  

    ## S4 method for signature 'TShistQuoteConnection':
    dbDisconnect(conn,...)

Arguments

con a database connection object.
conn a database connection object.
serIDs identifiers for series on the database.
x time series data(TSput), or identifiers for series on the database (TSdoc and TSdescription).
names optional character vector to use for series names in the R object.
drv a database driver object.
dbname a character string indicating the name of a database.
tf time frame for trimming data, passed to tfwindow.
start time frame for trimming data, passed to tfwindow.
end time frame for trimming data, passed to tfwindow.
TSrepresentation time representation for returned series. (See TSget in package TSdbi.)
quote reference time (e.g. ''Close'') passed to get.hist.quote.
quiet logical to suppress progress report, passed to get.hist.quote.
user (unused) a character string indicating a user id.
password (unused) a character string indicating a password.
host (unused) a character string indicating a host computer.
... Arguments passed to get.hist.quote.

Details

These functions interface to a stock quote URL using get.hist.quote from the tseries package. Only URLs ''yahoo'' and ''oanda'' are supported. TShistQuote is just a wrapper to get.hist.quote. No extra functionality is provided, only an interface that is consistent with TSdbi. The TSdbi function argument dbname is mapped to get.hist.quote argument provider, and serId to instrument. Argument quote (ignored for provider 'oanda') is set to ''Close'' by default, but can be specified. get.hist.quote argument retclass is replaced by TSdbi argument TSrepresentation. (See TSget in TSdbi for more details on how this works.)

TShistQuote does not support writing data to the source URL.

The classes histQuoteDriver and TShistQuoteConnection extend classes DBIDriver and DBIConnection in the DBI package.

See the package vignette for additional examples.

Value

Depends.

See Also

TSdates, TSget, get.hist.quote tfwindow,

Examples

  if (require("histQuote")){
    con <- try(TSconnect("histQuote", dbname="ets"))
    if(! inherits(con, "try-error")) {
        x <- TSget("^gdax", con)
        tfplot(x)
       }
    }
  

[Package TShistQuote version 2009.1-1 Index]