setSymbolLookup: Manage Symbol Lookup Table

In quantmod: Quantitative Financial Modelling Framework

Manage Symbol Lookup Table

Description

Create and manage Symbol defaults lookup table within R session for use in getSymbols calls.

Usage

setSymbolLookup(...)
getSymbolLookup(Symbols=NULL)

saveSymbolLookup(file,dir="")
loadSymbolLookup(file,dir="")

Arguments

...	name=value pairs for symbol defaults
Symbols	name of symbol(s)
file	filename
dir	directory of filename

Details

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.

Value

Called for its side effects, the function changes the options value for the specified Symbol through a call to options(getSymbols.sources=...)

Note

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.

Author(s)

Jeffrey A. Ryan

See Also

getSymbols, options,

Examples

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)

quantmod documentation built on Aug. 22, 2023, 9:09 a.m.