myGetSymbols: An improved version of function 'getSymbols' from quantmod

In BatchGetSymbols: Downloads and Organizes Financial Data for Multiple Tickers

An improved version of function getSymbols from quantmod

Description

This is a helper function to BatchGetSymbols and it should normaly not be called directly. The purpose of this function is to download financial data based on a ticker and a time period. The main difference from getSymbols is that it imports the data as a dataframe with proper named columns and saves data locally with the caching system.

Usage

myGetSymbols(
  ticker,
  i.ticker,
  length.tickers,
  src = "yahoo",
  first.date,
  last.date,
  do.cache = TRUE,
  cache.folder = file.path(tempdir(), "BGS_Cache"),
  df.bench = NULL,
  be.quiet = FALSE,
  thresh.bad.data
)

Arguments

ticker	A single ticker to download data
i.ticker	A index for the stock that is downloading (for cat() purposes)
length.tickers	total number of stocks being downloaded (also for cat() purposes)
src	The source of the data ('google' or'yahoo')
first.date	The first date to download data (date or char as YYYY-MM-DD)
last.date	The last date to download data (date or char as YYYY-MM-DD)
do.cache	Use cache system? (default = TRUE)
cache.folder	Where to save cache files? (default = file.path(tempdir(), 'BGS_Cache') )
df.bench	Data for bechmark ticker
be.quiet	Logical for printing statements (default = FALSE)
thresh.bad.data	A percentage threshold for defining bad data. The dates of the benchmark ticker are compared to each asset. If the percentage of non-missing dates with respect to the benchmark ticker is lower than thresh.bad.data, the function will ignore the asset (default = 0.75)

Value

A dataframe with the financial data

See Also

getSymbols for the base function

Examples

ticker <- 'FB'

first.date <- Sys.Date()-30
last.date <- Sys.Date()

## Not run: 
df.ticker <- myGetSymbols(ticker,
                          first.date = first.date,
                          last.date = last.date)

## End(Not run)

BatchGetSymbols documentation built on May 1, 2022, 5:07 p.m.