R/InfrontAPI.R
In alanlucero/infrontapi.r:
# Library depencencies
library(jsonlite)
library(httr)
library(plotly)
#symbols = c("OSS:STL", "OSS:YAR", "SSE:ABB")
#fields = c("open", "high", "low")
#from = 20170101
#to = 20170331
# Request/Response: Get.Symbols
#' @export
Get.Symbols <- function(symbols, fields, from, to) {
if (missing(symbols)) {
stop("You need to input a feed and market symbol of class 'character'. \n E.g. \nFEED:TICKER\n, or c(\"LSE:AAL\",\"OSS:STL\"")
}
if (missing(fields)) {
fields = "last"
}
if (!is.character(symbols)) {
stop("Symbols inputs must be of class and type 'character': \n E.g. \"NYSE:MSFT\" or as a vector c(\"NYSE:MSFT\",\"LSE:AAL\") ")
}
if (!missing(fields)) {
if (!is.character(fields)) {
stop("Fields inputs must be of class and type 'character': \n E.g. \"Volume\" or as a vector c(\"bid\",\"ask\") ")
}
}
if (!is.integer(from) && !is.numeric(from)) {
stop("'From date' inputs must be of class integer or numeric: \n If you are not sure about the class, conver the date as: as.integer(date) ")
}
if (!is.integer(to) && !is.numeric(to)) {
stop("'From date' inputs must be of class integer or numeric: \n If you are not sure about the class, conver the date as: as.integer(date) ")
}
if (from > to) {
stop("Initiation date must be bigger or equal to that last date in the dataset.")
}
request_payload = toJSON(list(symbols = symbols,
fields = fields,
from = unbox(from),
to = unbox(to)))
post_result <- POST("http://localhost:8844/api/v1/history", body = request_payload)
resp_2 <- content(post_result, "text", encoding="utf-8")
json <- fromJSON(resp_2) #handle Json reponse
fields_ <- as.character(json$fields)
rows_ <- json$rows
out_ <- lapply(by(rows_, rows_[, 2], identity), as.data.frame)
out_ <- lapply(out_, "rownames<-", NULL)
out_ <- lapply(out_, setNames, fields_)
cat("Your dataset has been successfully imported! \n")
return(out_)
}
# Example of Get.Symbols
#MyStocks <- Get.Symbols(symbols = c("OSS:STL", "OSS:YAR", "SSE:ABB"), fields = c("open", "high", "low"), from = 20010101, to = 20170331)
# Get.Live : Spanshot
#symbols <- c("OSS:STL", "SSE:ABB")
#fields <- c("bid","ask","last")
#' @export
Get.Live <- function(symbols,fields) {
if (missing(symbols)) {
stop("You need to input a feed and market symbol of class 'character'. \n E.g. \nFEED:TICKER\n, or c(\"LSE:AAL\",\"OSS:STL\"")
}
if (missing(fields)) {
fields = "last"
}
if (!is.character(symbols)) {
stop("Symbols inputs must be of class and type 'character': \n E.g. \"NYSE:MSFT\" or as a vector c(\"NYSE:MSFT\",\"LSE:AAL\") ")
}
if (!missing(fields)) {
if (!is.character(fields)) {
stop("Fields inputs must be of class and type 'character': \n E.g. \"Volume\" or as a vector c(\"bid\",\"ask\") ")
}
}
request_payload = toJSON(list(symbols = symbols,
fields = fields))
post_result <- POST("http://localhost:8844/api/v1/snapshot", body = request_payload)
resp_2 <- content(post_result, "text", encoding = "utf-8")
json <- fromJSON(resp_2) #handle Json reponse
fields_ <- as.character(json$fields)
rows_ <- json$rows
out_ <- lapply(by(rows_, rows_[, 2], identity), as.data.frame)
out_ <- lapply(out_, "rownames<-", NULL)
out_ <- lapply(out_, setNames, fields_)
cat("Your dataset has been successfully imported! \n")
return(out_)
}
# Get.Overview(feed="OSS") <- without the "chain"
# Get.Overview(feed="OSS",chain="somechain")
#' @export
Get.Overview <- function(feed, chain) {
if (missing(feed)) {
stop("Feed argument required. \n It must be a string of type 'character'. \n E.g. \"LSE\"")
}
if (missing(chain)) {
request_payload = toJSON(list(feed = unbox(feed)))
post_result <- POST("http://localhost:8844/api/v1/feed", body = request_payload)
resp_ <- content(post_result, "text", encoding = "utf-8")
resp_ <- fromJSON(resp_)
cat("The Symbols available in feed ")
cat(feed)
cat(" are: ")
print(resp_$rows)
return(resp_$rows)
}
else {
request_payload = toJSON(list(feed = unbox(feed), chain = unbox(chain)))
post_result <- POST("http://localhost:8844/api/v1/feed", body = request_payload)
resp_ <- content(post_result, "text", encoding = "utf-8")
resp_ <- fromJSON(resp_)
cat("The Symbols available in chain ")
cat(chain)
cat(" in feed ")
cat(feed)
cat(" are: ")
print(resp_$rows)
return(resp_$rows)
}
}
#' @export
Infront.help <- function() {
cat(" Infront Desktop API for R v1.0 \n ")
cat(" Mantainer: api@infrontfinance.com \n ")
cat(" Visit infrontfinance.com for more information")
}
#Quick.Chart("OSS:STL", from=20170101, to=20170330)
#Symbol <- "OSS:STL"
#from = 20170101
#to = 20170330
#' @export
Quick.Chart <- function(Symbol, from, to) {
require(plotly)
fillcolor = "#ff6666"
hollowcolor = "#39ac73"
linewidth = 4
plotcolor = "#3E3E3E"
papercolor = "#1E2022"
fontcolor = "#B3A78C"
startdate = as.character(from)
sym_dat <- Get.Symbols(symbols = Symbol, fields = c("open", "high", "low", "last", "volume"), from, to)
sym_dat <- sym_dat[[1]][-2]
sym_dat <- sym_dat[order(sym_dat$date),] # sorted correctly
prices <- data.frame(time = as.Date(sym_dat$date, "%Y%m%d"),
open = as.numeric(as.character(sym_dat$open)),
high = as.numeric(as.character(sym_dat$high)),
low = as.numeric(as.character(sym_dat$low)),
close = as.numeric(as.character(sym_dat$last)),
volume = as.numeric(as.character(sym_dat$volume)))
# Create line segments for high and low prices
plot.base <- data.frame()
plot.hollow <- data.frame()
plot.filled <- data.frame()
for (i in 1:nrow(prices)) {
x <- prices[i,]
# For high / low
mat <- rbind(c(x[1], x[3]),
c(x[1], x[4]),
c(NA, NA))
plot.base <- rbind(plot.base, mat)
# For open / close
if (x[2] > x[5]) {
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.filled <- rbind(plot.filled, mat)
} else {
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.hollow <- rbind(plot.hollow, mat)
}
}
colnames(plot.base) <- colnames(plot.hollow) <- colnames(plot.filled) <- c("x", "y")
plot.base$x <- as.Date(as.numeric(plot.base$x))
plot.hollow$x <- as.Date(as.numeric(plot.hollow$x))
plot.filled$x <- as.Date(as.numeric(plot.filled$x))
hovertxt <- paste("Date: ", round(prices$time, 2), "<br>",
"High: ", round(prices$high, 2), "<br>",
"Low: ", round(prices$low, 2), "<br>",
"Open: ", round(prices$open, 2), "<br>",
"Close: ", round(prices$close, 2))
# Base plot for High / Low prices
p <- plot_ly(plot.base, x = x, y = y, mode = "lines",
marker = list(color = '#9b9797'),
line = list(width = 1),
showlegend = F,
hoverinfo = "none")
# Trace for when open price > close price
p <- add_trace(p, data = plot.filled, x = x, y = y, mode = "lines",
marker = list(color = fillcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for when open price < close price
p <- add_trace(p, data = plot.hollow, x = x, y = y, mode = "lines",
marker = list(color = hollowcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for volume
p <- add_trace(p, data = prices, x = prices$time, y = prices$volume,
marker = list(color = "#ff9933"), type="bar",
showlegend = F,
hoverinfo = "x+y",
yaxis = "y2")
# Trace for hover info
p <- add_trace(p, data = prices, x = time, y = high, opacity = 0, hoverinfo = "text",
text = hovertxt, showlegend = F)
# Layout options
p <- layout(p, xaxis = list(title = "", showgrid = F,
tickformat = "%b-%Y",
tickfont = list(color = fontcolor),
rangeselector = list(
x = 0.85, y = 0.97, bgcolor = "fontcolor",
buttons = list(
list(
count = 3,
label = "3 mo",
step = "month",
stepmode = "backward"),
list(
count = 6,
label = "6 mo",
step = "month",
stepmode = "backward"),
list(
count = 1,
label = "1 yr",
step = "year",
stepmode = "backward"),
list(
count = 1,
label = "YTD",
step = "year",
stepmode = "todate"),
list(step = "all")))),
yaxis = list(title = "Price", gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
domain = c(0.30, 0.95)),
yaxis2 = list(gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
side = "right",
domain = c(0, 0.2)),
paper_bgcolor = papercolor,
plot_bgcolor = plotcolor,
margin = list(r = 50, t = 50))
return(p)
}
alanlucero/infrontapi.r documentation built on May 6, 2019, 1:30 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
# Library depencencies
library(jsonlite)
library(httr)
library(plotly)
#symbols = c("OSS:STL", "OSS:YAR", "SSE:ABB")
#fields = c("open", "high", "low")
#from = 20170101
#to = 20170331
# Request/Response: Get.Symbols
#' @export
Get.Symbols <- function(symbols, fields, from, to) {
if (missing(symbols)) {
stop("You need to input a feed and market symbol of class 'character'. \n E.g. \nFEED:TICKER\n, or c(\"LSE:AAL\",\"OSS:STL\"")
}
if (missing(fields)) {
fields = "last"
}
if (!is.character(symbols)) {
stop("Symbols inputs must be of class and type 'character': \n E.g. \"NYSE:MSFT\" or as a vector c(\"NYSE:MSFT\",\"LSE:AAL\") ")
}
if (!missing(fields)) {
if (!is.character(fields)) {
stop("Fields inputs must be of class and type 'character': \n E.g. \"Volume\" or as a vector c(\"bid\",\"ask\") ")
}
}
if (!is.integer(from) && !is.numeric(from)) {
stop("'From date' inputs must be of class integer or numeric: \n If you are not sure about the class, conver the date as: as.integer(date) ")
}
if (!is.integer(to) && !is.numeric(to)) {
stop("'From date' inputs must be of class integer or numeric: \n If you are not sure about the class, conver the date as: as.integer(date) ")
}
if (from > to) {
stop("Initiation date must be bigger or equal to that last date in the dataset.")
}
request_payload = toJSON(list(symbols = symbols,
fields = fields,
from = unbox(from),
to = unbox(to)))
post_result <- POST("http://localhost:8844/api/v1/history", body = request_payload)
resp_2 <- content(post_result, "text", encoding="utf-8")
json <- fromJSON(resp_2) #handle Json reponse
fields_ <- as.character(json$fields)
rows_ <- json$rows
out_ <- lapply(by(rows_, rows_[, 2], identity), as.data.frame)
out_ <- lapply(out_, "rownames<-", NULL)
out_ <- lapply(out_, setNames, fields_)
cat("Your dataset has been successfully imported! \n")
return(out_)
}
# Example of Get.Symbols
#MyStocks <- Get.Symbols(symbols = c("OSS:STL", "OSS:YAR", "SSE:ABB"), fields = c("open", "high", "low"), from = 20010101, to = 20170331)
# Get.Live : Spanshot
#symbols <- c("OSS:STL", "SSE:ABB")
#fields <- c("bid","ask","last")
#' @export
Get.Live <- function(symbols,fields) {
if (missing(symbols)) {
stop("You need to input a feed and market symbol of class 'character'. \n E.g. \nFEED:TICKER\n, or c(\"LSE:AAL\",\"OSS:STL\"")
}
if (missing(fields)) {
fields = "last"
}
if (!is.character(symbols)) {
stop("Symbols inputs must be of class and type 'character': \n E.g. \"NYSE:MSFT\" or as a vector c(\"NYSE:MSFT\",\"LSE:AAL\") ")
}
if (!missing(fields)) {
if (!is.character(fields)) {
stop("Fields inputs must be of class and type 'character': \n E.g. \"Volume\" or as a vector c(\"bid\",\"ask\") ")
}
}
request_payload = toJSON(list(symbols = symbols,
fields = fields))
post_result <- POST("http://localhost:8844/api/v1/snapshot", body = request_payload)
resp_2 <- content(post_result, "text", encoding = "utf-8")
json <- fromJSON(resp_2) #handle Json reponse
fields_ <- as.character(json$fields)
rows_ <- json$rows
out_ <- lapply(by(rows_, rows_[, 2], identity), as.data.frame)
out_ <- lapply(out_, "rownames<-", NULL)
out_ <- lapply(out_, setNames, fields_)
cat("Your dataset has been successfully imported! \n")
return(out_)
}
# Get.Overview(feed="OSS") <- without the "chain"
# Get.Overview(feed="OSS",chain="somechain")
#' @export
Get.Overview <- function(feed, chain) {
if (missing(feed)) {
stop("Feed argument required. \n It must be a string of type 'character'. \n E.g. \"LSE\"")
}
if (missing(chain)) {
request_payload = toJSON(list(feed = unbox(feed)))
post_result <- POST("http://localhost:8844/api/v1/feed", body = request_payload)
resp_ <- content(post_result, "text", encoding = "utf-8")
resp_ <- fromJSON(resp_)
cat("The Symbols available in feed ")
cat(feed)
cat(" are: ")
print(resp_$rows)
return(resp_$rows)
}
else {
request_payload = toJSON(list(feed = unbox(feed), chain = unbox(chain)))
post_result <- POST("http://localhost:8844/api/v1/feed", body = request_payload)
resp_ <- content(post_result, "text", encoding = "utf-8")
resp_ <- fromJSON(resp_)
cat("The Symbols available in chain ")
cat(chain)
cat(" in feed ")
cat(feed)
cat(" are: ")
print(resp_$rows)
return(resp_$rows)
}
}
#' @export
Infront.help <- function() {
cat(" Infront Desktop API for R v1.0 \n ")
cat(" Mantainer: api@infrontfinance.com \n ")
cat(" Visit infrontfinance.com for more information")
}
#Quick.Chart("OSS:STL", from=20170101, to=20170330)
#Symbol <- "OSS:STL"
#from = 20170101
#to = 20170330
#' @export
Quick.Chart <- function(Symbol, from, to) {
require(plotly)
fillcolor = "#ff6666"
hollowcolor = "#39ac73"
linewidth = 4
plotcolor = "#3E3E3E"
papercolor = "#1E2022"
fontcolor = "#B3A78C"
startdate = as.character(from)
sym_dat <- Get.Symbols(symbols = Symbol, fields = c("open", "high", "low", "last", "volume"), from, to)
sym_dat <- sym_dat[[1]][-2]
sym_dat <- sym_dat[order(sym_dat$date),] # sorted correctly
prices <- data.frame(time = as.Date(sym_dat$date, "%Y%m%d"),
open = as.numeric(as.character(sym_dat$open)),
high = as.numeric(as.character(sym_dat$high)),
low = as.numeric(as.character(sym_dat$low)),
close = as.numeric(as.character(sym_dat$last)),
volume = as.numeric(as.character(sym_dat$volume)))
# Create line segments for high and low prices
plot.base <- data.frame()
plot.hollow <- data.frame()
plot.filled <- data.frame()
for (i in 1:nrow(prices)) {
x <- prices[i,]
# For high / low
mat <- rbind(c(x[1], x[3]),
c(x[1], x[4]),
c(NA, NA))
plot.base <- rbind(plot.base, mat)
# For open / close
if (x[2] > x[5]) {
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.filled <- rbind(plot.filled, mat)
} else {
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.hollow <- rbind(plot.hollow, mat)
}
}
colnames(plot.base) <- colnames(plot.hollow) <- colnames(plot.filled) <- c("x", "y")
plot.base$x <- as.Date(as.numeric(plot.base$x))
plot.hollow$x <- as.Date(as.numeric(plot.hollow$x))
plot.filled$x <- as.Date(as.numeric(plot.filled$x))
hovertxt <- paste("Date: ", round(prices$time, 2), "<br>",
"High: ", round(prices$high, 2), "<br>",
"Low: ", round(prices$low, 2), "<br>",
"Open: ", round(prices$open, 2), "<br>",
"Close: ", round(prices$close, 2))
# Base plot for High / Low prices
p <- plot_ly(plot.base, x = x, y = y, mode = "lines",
marker = list(color = '#9b9797'),
line = list(width = 1),
showlegend = F,
hoverinfo = "none")
# Trace for when open price > close price
p <- add_trace(p, data = plot.filled, x = x, y = y, mode = "lines",
marker = list(color = fillcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for when open price < close price
p <- add_trace(p, data = plot.hollow, x = x, y = y, mode = "lines",
marker = list(color = hollowcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for volume
p <- add_trace(p, data = prices, x = prices$time, y = prices$volume,
marker = list(color = "#ff9933"), type="bar",
showlegend = F,
hoverinfo = "x+y",
yaxis = "y2")
# Trace for hover info
p <- add_trace(p, data = prices, x = time, y = high, opacity = 0, hoverinfo = "text",
text = hovertxt, showlegend = F)
# Layout options
p <- layout(p, xaxis = list(title = "", showgrid = F,
tickformat = "%b-%Y",
tickfont = list(color = fontcolor),
rangeselector = list(
x = 0.85, y = 0.97, bgcolor = "fontcolor",
buttons = list(
list(
count = 3,
label = "3 mo",
step = "month",
stepmode = "backward"),
list(
count = 6,
label = "6 mo",
step = "month",
stepmode = "backward"),
list(
count = 1,
label = "1 yr",
step = "year",
stepmode = "backward"),
list(
count = 1,
label = "YTD",
step = "year",
stepmode = "todate"),
list(step = "all")))),
yaxis = list(title = "Price", gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
domain = c(0.30, 0.95)),
yaxis2 = list(gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
side = "right",
domain = c(0, 0.2)),
paper_bgcolor = papercolor,
plot_bgcolor = plotcolor,
margin = list(r = 50, t = 50))
return(p)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.