getSymbolsEnv: Load and Manage Data from Multiple Sources

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

This is a wrapper over the R CRAN package quantmod function getSymbols
with the additional paramter source.envir.

Get some Symbols from an environment (source.envir).
It will search first in (source.envir).
If the Symbol is not found in the enviroment (source.envir),
then it gets the Symbol from elsewhere.

NOTE: do not do a call with paramters: ("source.envir = e, "env = e")
when auto.assign = TRUE(default).
GetSymbolsEnv places Symbols into "env = e"

Usage

getSymbolsEnv(
  Symbols = NULL,
  env = parent.frame(),
  reload.Symbols = FALSE,
  verbose = FALSE,
  warnings = TRUE,
  src = "yahoo",
  symbol.lookup = TRUE,
  auto.assign = getOption("getSymbols.auto.assign", TRUE),
  source.envir = NULL,
  ...
)

Arguments

Symbols	Character vector. Required. Specifies the names of each symbol to be loaded.
env	Environment. Default is parent.frame(). Where to create objects. Setting env=NULL is equal to auto.assign=FALSE.
reload.Symbols	Logical. Default is FALSE. To reload current symbols in specified environment.
verbose	Logical. Default is FALSE. To turn on status of retrieval.
warnings	Logical. Default is TRU. To turn on warnings.
src	Character string. Default is "yahoo". Specifying sourcing method.
symbol.lookup	Logical. Default is TRUE. Retrieve symbol's sourcing method from external lookup.
auto.assign	Logical. Default is getOption("getSymbols.auto.assign", TRUE). Should results be loaded to env. If FALSE, return results instead. As of 0.4-0, this is the same as setting env=NULL. Defaults to TRUE.
source.envir	Environment. Default is NULL. If set to an Environment, will first(1) try to find the Symbol(s) in the Environment. If the Symbol(s) are not found in the environment, then second(2) the Symbol(s) are (tried to be) acquired using the R CRAN package quantmod function getSymbols.
...	Dots passed to the sourcing method.

Value

Called for its side-effect with env set to a valid environment and auto.assign=TRUE, getSymbols will load into the specified env one object for each Symbol specified, with class defined by return.class. Presently this may be ts, zoo, xts, or timeSeries. If env=NULL or auto.assign=FALSE an object of type return.class will be returned.

Examples

## Not run: 
e <- new.env(parent = emptyenv())

# Symbols are loaded into the environment "e".
quantmod::getSymbols(list(AAPL = "yahoo"), env = e)
ls.str(envir = e)

# Instead of "yahoo", try first(1) get the Symbol(s) from the source.envir
# if not found in "e", then try to get the Symbol(s) from "yahoo"
AAPLSymbol <- getSymbolsEnv(list(AAPL = "yahoo"),
                 auto.assign = FALSE, source.envir = e)
str(AAPLSymbol)

## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.