Manage Symbol Lookup Table
Create and manage Symbol defaults lookup table within
R session for use in getSymbols calls.
setSymbolLookup(...) getSymbolLookup(Symbols=NULL) saveSymbolLookup(file,dir="") loadSymbolLookup(file,dir="")
... |
name=value pairs for symbol defaults |
Symbols |
name of symbol(s) |
file |
filename |
dir |
directory of filename |
Use of these functions allows the user to specify
a set of default parameters for each Symbol to be
loaded.
Different sources (e.g. yahoo, MySQL, csv),
can be specified for each Symbol of
interest. The sources must be valid
getSymbols methods - see getSymbols
for details on which methods are available, as well as
how to add additional methods.
The argument list to setSymbolLookup is
simply the unquoted name of the Symbol matched
to the desired default source, or list of Symbol
specific parameters.
For example, to signify that the stock data for
Sun Microsystems (JAVA) should be downloaded from
Yahoo! Finance, one would call
setSymbolLookup(JAVA='yahoo')
or setSymbolLookup(JAVA=list(src='yahoo'))
It is also possible to specify additional,
possibly source specific, lookup details on
a per symbol basis. These include an alternate
naming convention (useful for sites like Yahoo! where
certain non-traded symbols are prepended with a caret,
or more correctly a curcumflex accent. In that case one would
specify setSymbolLookup(DJI=list(name="^DJI",src="yahoo")))
as well as passed parameters like dbname and
password for database sources. See the
specific getSymbols function related to the source
in question for more details of each implementation.
If a single named list is passed into the function without naming the list as a parameter, the names of this list will be presumed to be symbol names to be added to the current list of symbols.
All changes are made to the current list, and will
persist only until the end of the session. To always
use the same defaults it is necessary to call
setSymbolLookup with the appropriate
parameters from a startup file (e.g.
.Rprofile) or to use saveSymbolLookup and
loadSymbolLookup to save and restore lookup
tables.
To unset a specific Symbol's defaults, simply assign
NULL to the Symbol.
Called for its side effects, the function changes the
options value for the specified Symbol
through a call to options(getSymbols.sources=...)
Changes are NOT persistent across sessions, as the table is stored in the session options by default.
This may change to allow for an easier to manage process, as for now it is designed to minimize the clutter created during a typical session.
Jeffrey A. Ryan
setSymbolLookup(QQQQ='yahoo',DIA='MySQL')
getSymbolLookup('QQQQ')
getSymbolLookup(c('QQQQ','DIA'))
## Not run:
## Will download QQQQ from yahoo
## and load DIA from MySQL
getSymbols(c('QQQQ','DIA'))
## End(Not run)
## Use something like this to always retrieve
## from the same source
.First <- function() {
require(quantmod,quietly=TRUE)
quantmod::setSymbolLookup(JAVA="MySQL")
}
## OR
## Not run:
saveSymbolLookup()
loadSymbolLookup()
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.