getCandlesByTime: blah blah

In DunderChief/roanda: What the package does (short line)

Description

~~ A concise (1-5 lines) description of what the function does. ~~

Usage

getCandlesByTime(instrument = "EUR_USD", granularity = "M1", start, end, includeFirst = TRUE, candleFormat = "bidask", isAsk = TRUE, auth_id, acct_type = "fxpractice")

Arguments

instrument	~~Describe instrument here~~
granularity	~~Describe granularity here~~
start	~~Describe start here~~
end	~~Describe end here~~
includeFirst	~~Describe includeFirst here~~
candleFormat	~~Describe candleFormat here~~
isAsk	~~Describe isAsk here~~
auth_id	~~Describe auth_id here~~
acct_type	~~Describe acct_type here~~

Details

~~ If necessary, more details than the description above ~~

Value

~Describe the value returned If it is a LIST, use

comp1	Description of 'comp1'
comp2	Description of 'comp2'

...

Warning

....

Note

~~further notes~~

Author(s)

~~who you are~~

References

~put references to the literature/web site here ~

See Also

~~objects to See Also as help, ~~~

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (instrument = "EUR_USD", granularity = "M1", start, 
    end, includeFirst = TRUE, candleFormat = "bidask", isAsk = TRUE, 
    auth_id, acct_type = "fxpractice") 
{
    require(xts)
    auth <- c(Authorization = paste("Bearer", auth_id))
    includeFirst <- ifelse(includeFirst, "true", "false")
    options <- paste0("instrument=", instrument, "&granularity=", 
        granularity, "&start=", start, "&end=", end, "&includeFirst=", 
        includeFirst, "&candleFormat=", candleFormat)
    url <- paste0("https://api-", acct_type, ".oanda.com/v1/candles?", 
        options)
    hist <- getURL(url, httpheader = auth)
    if (hist == "") 
        return("No Candles")
    hist <- fromJSON(hist)$candles
    hist <- hist[hist$complete == TRUE, ]
    if (isAsk) {
        ohlc <- data.frame(Open = hist$openAsk, High = hist$highAsk, 
            Low = hist$lowAsk, Close = hist$closeAsk, Volume = hist$volume)
    }
    else {
        ohlc <- data.frame(Open = hist$openBid, High = hist$highBid, 
            Low = hist$lowBid, Close = hist$closeBid, Volume = hist$volume)
    }
    dates <- as.POSIXct(hist$time, format = "%Y-%m-%dT%H:%M:%S", 
        tz = "UTC")
    ohlc_xts <- xts(ohlc, order.by = dates)
    return(ohlc_xts)
  }

DunderChief/roanda documentation built on May 22, 2019, 4:28 p.m.