R/readStockPrices.R

In DataComputing/DataComputing: Functions and Data for the Data Computing book

#' Read stock and dividends from yahoo.finance
#'
#' This is a convenience function for exercises in the Data Computing book. It reads stock prices
#' and dividends over a specified time interval.
#'
#' @details This function relies on the finance.yahoo.com API as it exists in early 2015.
#'
#' @param symbols a single character string or a vector of character strings specifying
#' a stock listed on yahoo.finance.
#' @param what whether to read prices or dividends.  For prices, use one of \code{"daily"}, \code{"weekly"}, \code{"monthly"}.
#' For dividends, use \code{"dividends"}.
#' @param start_year the lower end of the time interval for which to download data
#' @param end_year the upper end of the time interval
#'
#' @return A data frame.  One column in the data frame lists the stock symbol.  This
#' is useful when reading data for more than one stock.
#'
#' @examples
#' \dontrun{CarStocks <- readStockPrices("F", "monthly", 1995, 2012)}
#' @export
read_stock_prices <- function(symbols='F',
                            what=c("prices","daily","weekly", "monthly", "dividends"),
                            start_year=1972,end_year=2015) {
  what <- match.arg(what)
  yahooCode <- switch(what,
                      prices = ,
                      daily = "d",
                      weekly = "w",
                      monthly = "m",
                      dividends = "v",
                      "unknown")

  stockURL <- "http://real-chart.finance.yahoo.com/table.csv?s=%s&a=05&b=1&c=%d&d=01&e=25&f=%d&g=%s&ignore=.csv"

  output <- NULL # for collecting output

  for (symbol in symbols) {
    thisURL <- sprintf(stockURL, symbol, start_year, end_year, yahooCode)
    tmpname <- tempfile("stocks", fileext = "csv")
    con <- try(suppressWarnings(download.file(thisURL, destfile = tmpname)),
               silent = TRUE)
    if (inherits(con, what = "try-error"))
      stop(paste("Symbol", symbol, "not found in years",
                 start_year, "to", end_year, "on Yahoo finance."))
    res <- read.csv(tmpname, stringsAsFactors = FALSE)
    res$company <- symbol
    output <- rbind(output, res)
  }
  output <- output%>%
    mutate(date = lubridate::ymd(Date)) %>%
    select(-Date)
  if (yahooCode == 'v') {
    output <-
      output %>%
      rename(dividends = Dividends)
  } else {
    output <-
      output %>%
      rename(open = Open, high=High, low=Low, close=Close,
             volume = Volume, adj_close = Adj.Close)
  }

  output
}