R/RFinanceJ.R

In teramonagi/RFinanceJ: Get the data related to financial fileds in Japan using variety types of data sources.

#' RFinanceJ 
#'
#' Get the data related to finance in Japan using variety types of data sources.
#'
#' @name RFinanceJ
#' @docType package
#' @import XML dplyr magrittr xts
NULL

#Global constant
#Data frequency
DAILY <- "daily"
WEEKLY <- "weekly"
MONTHLY <- "monthly"
#Data source
YAHOO <- "yahoo"
UTDPP <- "utdpp"

#' Get financial data in Japan
#'
#' @param code Dataset code on different type of data source specified as a string or an array of strings.
#' @param type Type of data returned specified as string. Can be 'data.frame', 'xts'.
#' @param start_date Use to truncate data by start date in 'yyyy-mm-dd' format or Date object.
#' @param end_date Use to truncate data by end date in 'yyyy-mm-dd' format  or Date object.
#' @param frequency Frequency of Data(daily, weekly, mothly, annual)
#' @param src data source Yahoo Japan! Finance, 
#' @return data
#' @export
rfinancej <- function(
  code=NA,
  type="data.frame",
  start_date=Sys.Date()-365,
  end_date=Sys.Date(),
  frequency="daily",
  src="yahoo")
{
  if(src=="yahoo"){
    if(any(is.na(code))){stop('code argument should be filed when you choose yahoo as a data source')}
    if(length(code) == 1){
      get_from_yahoo(code, start_date, end_date, frequency)
    }else{
      result <- list()
      for(i in seq_along(code)){
        result[[i]] <- get_from_yahoo(code[i], start_date, end_date, frequency)
      }
      names(result) <- code
      result    
    }
  }else if(src=="utdpp"){
    get_from_utdpp(start_date, end_date, frequency)    
  }
}

#' @export
rfj <- rfinancej