getConstituents: Load constituent data for indexes
In alec25/smif.package: SMIF Risk Team Function Storage

Description Usage Arguments Details Value Author(s) See Also Examples

Functions to scrape and clean index constituent data from multiple sources for a given index. Current src methods available are: default. Data is loaded silently without user assignment by default.

getConstituents(index, env = .GlobalEnv, simple = TRUE, src = "default",
  auto.assign = TRUE)

getConstituents.simple(index = "SPY")

`index`	Character; string specifying the name of the index. One of `"SPY"`, `"NDX"`, `"DJIA"`.
`env`	Environment; where to create objects. Setting `env=NULL` is equal to `auto.assign=FALSE`. Defaults to `.GlobalEnv`
`simple`	Logical; should results include non-ticker data. If `TRUE`, returns character vector of `index`'s constituents. If `FALSE` returns a data.frame containing the following columns: stock ticker, last price, index weight. Defaults to `TRUE`
`src`	Character; string specifying the source to retrieve the data from. As of 0.1-1, the only source available is "default" which changes depending on the selected `index`. Defaults to "default"
`auto.assign`	Logical; should results be loaded to `env`. If `FALSE` return results. Defaults to `TRUE`

getConstituents will try to format the index parameter using cleanIndex. Data is loaded from various sources depending on input arguments:

For S&P 500 data, the source is the SPDR website, price data. For SIMPLE=FALSE, data is also drawn from Yahoo Finance.

For NASDAQ 100 data, the source is the NASDAQ website. For SIMPLE=FALSE, price data is also taken from NASDAQ. Constituent weightings are not available in a form scrapable by R.

For DJIA 30 data, the souce is CNN Money, which updates its data every few months. For SIMPLE=FALSE, up-to-date price data is sourced from Yahoo Finance, and constituent weightings are calculated manually.

Future versions will include Russel indexes with data sourced from Vanguard

a character vector or data.frame of index's constituent tickers(, price, weight)

Alec Kulakowski, alecthekulak@gmail.com

smif.package, cleanIndex

## Not run: 

getConstituents(index='S&P 500')
getConstituents(index='NASDAQ 100')
getConstituents(index='DJIA', auto.assign=FALSE)

getConstituents.simple(index='S&P 500')

## End(Not run)