Description Usage Arguments Details Value Warning Note Author(s) References See Also Examples
~~ A concise (1-5 lines) description of what the function does. ~~
1 | pastCandles(instrument = "EUR_USD", granularity, count, candleFormat = "bidask", isAsk = TRUE, auth_id, acct_type = "fxpractice")
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instrument |
~~Describe |
granularity |
~~Describe |
count |
~~Describe |
candleFormat |
~~Describe |
isAsk |
~~Describe |
auth_id |
~~Describe |
acct_type |
~~Describe |
~~ If necessary, more details than the description above ~~
~Describe the value returned If it is a LIST, use
comp1 |
Description of 'comp1' |
comp2 |
Description of 'comp2' |
...
....
~~further notes~~
~~who you are~~
~put references to the literature/web site here ~
~~objects to See Also as help
, ~~~
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 | ##---- 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, count, candleFormat = "bidask",
isAsk = TRUE, auth_id, acct_type = "fxpractice")
{
require(xts)
auth <- c(Authorization = paste("Bearer", auth_id))
options <- paste0("instrument=", instrument, "&granularity=",
granularity, "&count=", count, "&candleFormat=", candleFormat)
url <- paste0("https://api-", acct_type, ".oanda.com/v1/candles?",
options)
hist <- fromJSON(getURL(url, httpheader = auth))$candles
hist <- hist[hist$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)
}
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