R/getWiki.R

In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit

#' Download Historical Price Data From Wikifolio
#'
#' @param wiki_symbol a character vector specifying the wikifolio
#'     symbol to be loaded
#' @param acc_statement if TRUE will download account statement; default FALSE
#'
#' @return returns an xts object containing historical price data of the wikifolio
#' @import zoo
#' @import xts
#' @importFrom lubridate dmy_hms
#' @export
#'
#' @examples getWiki("WF0AAABEST")
#'
getWiki <- function(wiki_symbol, acc_statement = FALSE) {

  yesterday <- paste0(
    strsplit(as.character(Sys.Date() - 1), "-")[[1]][3], ".",
    strsplit(as.character(Sys.Date() - 1), "-")[[1]][2], ".",
    strsplit(as.character(Sys.Date() - 1), "-")[[1]][1]
  )

  if (isTRUE(acc_statement)) {
    wiki_url <- paste0(
      "https://www.wikifolio.com/dynamic/de/de/invest/download?type=account-statement&name=",
      wiki_symbol, "&dateFrom=01.01.2010&dateTo=", yesterday
    )}

  wiki_url <- paste0(
    "https://www.wikifolio.com/dynamic/de/de/invest/download?type=daily&name=",
    wiki_symbol, "&dateFrom=01.01.2010&dateTo=", yesterday
  )

  wiki_historic <- NULL
  while (is.null(wiki_historic)) {
    try({
      tmp <- tempfile()
      download.file(wiki_url, destfile = tmp, method = "libcurl")
      wiki_historic <- read.csv2(tmp,
        fileEncoding = c("UCS-4-INTERNAL"),
        skip = 5,
        sep = ";",
        col.names = c("Date", "Interval", "Open", "Close", "High", "Low"),
        allowEscapes = TRUE
      )
      unlink(tmp)
    })
  }

  wiki_historic$Date <- as.Date(as.POSIXct(
    lubridate::dmy_hms(wiki_historic$Date, tz = "UTC")
  ), tz = "UTC")
  wiki_historic <- wiki_historic[, -2]
  wiki_historic <- wiki_historic[, c("Date", "Open", "High", "Low", "Close")]
  wiki_historic <- as.xts(wiki_historic[, -1], order.by = wiki_historic[, 1])
  wiki_historic <- wiki_historic[!(weekdays(index(wiki_historic)) %in%
    c("Saturday", "Sunday")), ]

  message(paste0("Symbol: ", wiki_symbol))
  return(wiki_historic)
}