sync_all_yahoofinance_registry_data: Synchronize All Yahoo Finance Tickers In The Registry
In investdatar: Investment Data Access and Preparation Toolkit

sync_all_yahoofinance_registry_data

R Documentation

Synchronize All Yahoo Finance Tickers In The Registry

Description

Synchronize All Yahoo Finance Tickers In The Registry

Usage

sync_all_yahoofinance_registry_data(
  from = NULL,
  to = Sys.Date(),
  registry = get_yahoofinance_registry(),
  local_path = NULL,
  src = "yahoo",
  overlap_days = 10L,
  initial_lookback_days = 400L,
  max_attempts = 3L,
  retry_delay_seconds = 1,
  fallback_source = NULL,
  fallback_ticker = NULL
)

Arguments

`from`	Optional start date passed to `quantmod::getSymbols()`. When omitted, the function derives a per-ticker start date from the latest local record minus `overlap_days`, or falls back to `to - initial_lookback_days` for tickers without local data.
`to`	End date passed to `quantmod::getSymbols()`.
`registry`	Optional Yahoo Finance registry table. When omitted, the configured runtime registry is validated against the package seed before any provider request.
`local_path`	Optional local storage path.
`src`	quantmod source, default `"yahoo"`.
`overlap_days`	Integer safety overlap used when deriving per-ticker incremental start dates from local data.
`initial_lookback_days`	Integer fallback lookback for tickers without local data when `from` is omitted.
`max_attempts`	Maximum bounded attempts for a transient source failure.
`retry_delay_seconds`	Initial retry delay in seconds; delays use exponential backoff.
`fallback_source`	Optional explicitly configured fallback provider. Currently supports `"eastmoney"` for daily OHLC data. For Yahoo sources, a failed dated quantmod request first retries Yahoo's chart endpoint with a bounded range before this external fallback is considered.
`fallback_ticker`	Optional provider-specific fallback identifier.