R/iexAPI.R

In n0Trader/TDI: R Trading Data Interface

#' @title IEX Cloud API (R6 constructor class)
#' @description
#' IEX Cloud API class inherits `TDIConnection` to implement API requests.
#' @seealso API documentation on \strong{\href{https://iexcloud.io/docs/api}{IEX Cloud API website}}.
#' @import R6
#' @export
iexAPI <- R6::R6Class("iexAPI", inherit = TDIConnection,
  cloneable = FALSE, class = TRUE, # enabled S3 classes

  # Implement API driver endpoints.
  public = list(
    #' @description
    #' Retrieve historical prices for the symbol.
    #' @param ... see \code{\link{TDIConnection}}
    #' @return An object of class `Instrument` with historical prices.
    getChart = function(...) {
      args <- super$getChart(...)

      # Try to execute the Json API request.
      tryCatch({
        query <- list(chartByDay = TRUE, token = as.character(self$conn_args$api_token))
        path <- list(version = self$conn_args$api_version,
          symbol = args$symbol,
          range = private$validateParam(range = args$range)
        )
        res <- private$requestString(
          endpoint = "chart",
          path = path,
          query = query
        ) %>% private$jsonRequest()

        if (is.data.frame(res)) {
          # Convert the results into a new instrument object.
          instr <- iexInstrument$new(
            symbol = as.character(args$symbol),
            source = as.character(class(self$driver)[1])
          )

          df <- res[, c("date", "open", "high", "low", "close", "volume")]
          colnames(df) <- c("Date", "Open", "High", "Low", "Close", "Volume")
          df$Date <- convertUnix2Date(df$Date)
          return(instr$setSeries(df))
        } else return(NULL)

      }, error = function(e) {
        msg <- conditionMessage(e)
        warning(msg, call. = TRUE)
      })
    }
  )
)

#' Set the range from the last date.
#' The purpose is to only retrieve missing dates.
#' @noRd
# .range_set <- function(d = as.Date(0)) {
#   diff <- difftime(Sys.Date(), d, units = "days")
#   if (diff > (2 * 365)) { r = "5y"
#   } else if (diff > 365) { r = "2y"
#   } else if (diff > 175) { r = "1y"
#   } else if (diff > 75) { r = "6m"
#   } else if (diff > 28) { r = "3m"
#   } else if (diff > 5) { r = "1m"
#   } else if (diff > 1) { r = "5d"
#   } else r = "5d"
#   return(r)
# }