R/fct_get_historical.R

In srmatth/historicalInvesting: Historical Investing Simulator

#' Get Historical Prices
#' 
#' A function to get the historical prices for a character vector of tickers
#'
#' @param tickers the tickers of the stocks that you want to retrieve historical prices for
#'
#' @return a data frame containing historical price information
#' @export
get_historical_prices <- function(tickers) {
  purrr::map_dfr(
    .x = toupper(tickers),
    .f = ~{
      tryCatch({
        logger::log_info("Downloading price data for {.x}")
        url <- stringr::str_c(
          "https://query1.finance.yahoo.com/v7/finance/download/",
          .x,
          "?period1=1&period2=",
          round(as.numeric(Sys.time())) - (86400 * 4),
          "&interval=1d&events=history"
        )
        readr::read_csv(url, col_types = "Ddddddd") %>%
          dplyr::select(-`Adj Close`) %>%
          magrittr::set_colnames(c("date", "open", "high", "low", "close", "volume")) %>%
          dplyr::mutate(ticker = .x)
      },
      error = function(e) {
        d <- data.frame(
          date = NA,
          open = NA,
          high = NA,
          low = NA,
          close = NA,
          volumne = NA,
          ticker = NA
        ) %>%
          dplyr::filter(!is.na(date))
        logger::log_error("Failed to download Price Data for {.x}")
        return(d)
      }
      )
    }
  )
}

#' Get Historical Dividends
#' 
#' A function to get historical dividend information from 
#' dividendinformation.com
#'
#' @param tickers A string identifying the ticker of the stock to get 
#'   information on, all caps
#' @param start_date A string identifying the date on which the information 
#'   should start (ymd format), if NULL, returns all available information
#' @param verbose Logical to determine if the function will output info
#'   as it runs
#'
#' @return a data frame with the following columns
#'   \itemize{
#'     \item{date = the date the dividend was paid}
#'     \item{amount_per_share = the amount per share in dollars}
#'     \item{ticker = the ticker of the stock/fund}
#'   }
#' @export
get_historical_dividends <- function(tickers, start_date = NULL, verbose = TRUE) {
  purrr::map_dfr(
    .x = tickers,
    .f = ~{
      tryCatch({
        if (verbose) logger::log_info("Fetching dividend data for {.x}")
        page <- xml2::read_html(
          stringr::str_c(
            "https://www.dividendinformation.com/search_ticker/?identifier=",
            .x
          )
        )
        dividend_data <- page %>%
          rvest::html_nodes("table") %>%
          `[[`(length(.)) %>%
          rvest::html_table() %>%
          janitor::row_to_names(row_number = 1) %>%
          dplyr::select(-Note) %>%
          magrittr::set_colnames(c("date", "amount_per_share")) %>%
          dplyr::mutate(
            ticker = .x,
            amount_per_share = as.numeric(
              stringr::str_replace_all(
                amount_per_share, 
                "\\$", 
                ""
              )
            ),
            date = lubridate::ymd(date)
          )
        
        if (!is.null(start_date)){
          dividend_data <- dividend_data %>%
            dplyr::filter(date >= lubridate::ymd(start_date))
        }
        if (verbose) logger::log_success("Dividend data for {.x} downloaded")
        return(dividend_data)
      },
      error = function(e) {
        logger::log_error("The ticker {.x} does not have dividend history")
        return(NULL)
      })
    })
}