getSymbols.MySQL: Retrieve Data from MySQL Database

In quantmod: Quantitative Financial Modelling Framework

Retrieve Data from MySQL Database

Description

Fetch data from MySQL database. As with other methods extending the getSymbols function, this should NOT be called directly. Its documentation is meant to highlight the formal arguments, as well as provide a reference for further user contributed data tools.

Usage

getSymbols.MySQL(Symbols,
                 env, 
                 return.class = 'xts',
                 db.fields = c("date", "o", "h", "l", "c", "v", "a"), 
                 field.names = NULL,
                 user = NULL, 
                 password = NULL, 
                 dbname = NULL, 
                 host = "localhost", 
                 port = 3306, 
                 ...)

Arguments

Symbols	a character vector specifying the names of each symbol to be loaded
env	where to create objects. (.GlobalEnv)
return.class	desired class of returned object. Can be xts, zoo, data.frame, or ts. (zoo)
db.fields	character vector indicating names of fields to retrieve
field.names	names to assign to returned columns
user	username to access database
password	password to access database
dbname	database name
host	database host
port	database port
...	currently not used

Details

Meant to be called internally by getSymbols (see also)

One of a few currently defined methods for loading data for use with quantmod. Its use requires the packages DBI and MySQL, along with a running MySQL database with tables corresponding to the Symbol name.

The purpose of this abstraction is to make transparent the ‘source’ of the data, allowing instead the user to concentrate on the data itself.

Value

A call to getSymbols.MySQL will load into the specified environment one object for each Symbol specified, with class defined by return.class.

Note

The default configuration needs a table named for the Symbol specified (e.g. MSFT), with column names date,o,h,l,c,v,a. For table layout changes it is best to use setDefaults(getSymbols.MySQL,...) with the new db.fields values specified.

Author(s)

Jeffrey A. Ryan

References

MySQL AB https://www.mysql.com

Jeroen Ooms and David James and Saikat DebRoy and Hadley Wickham and Jeffrey Horner (2019). RMySQL: Database Interface and 'MySQL' Driver for R. https://CRAN.R-project.org/package=RMySQL

R-SIG-DB. DBI: R Database Interface

See Also

getSymbols, setSymbolLookup

Examples

## Not run: 
# All 3 getSymbols calls return the same
# MSFT to the global environment
# The last example is what NOT to do!

setDefaults(getSymbols.MySQL,user='jdoe',password='secret',
            dbname='tradedata')

## Method #1
getSymbols('MSFT',src='MySQL')


## Method #2
setDefaults(getSymbols,src='MySQL')
  # OR
setSymbolLookup(MSFT='MySQL')

getSymbols('MSFT')

#########################################
##  NOT RECOMMENDED!!!
#########################################
## Method #3
getSymbols.MySQL('MSFT',env=globalenv())

## End(Not run)

quantmod documentation built on May 29, 2024, 8:03 a.m.