#
# The test script
#
#' --------------------------------------------------------------------------------------------------------
#'
#' Testing price data
#'
setLogging(TRUE)
prices <- getDailyOHLC("09.2014-11.2014", "DE0007037145")
head(prices)
log.returns <- addLogReturns(prices, c("Close", "Volume"))
head(log.returns)
dates <- c("25.02.2008","27.02.2008")
isin <- c("DE0007037145","DE0007037145")
input_df <- data.frame(dates, isin)
# Get the prices for RWE AG (DE0007037145) of the 25.02.2008 and 27.02.2008
prices1 <- getDailyOHLC(input_df)
head(prices1)
isin2 <- c("DE0007037145","DE0007664039")
searchDates <- c("20.09.2014-22.09.2014","20.08.2014","06.05.2014-16.05.2014")
# Get the prices for RWE AG (DE0007037145) and VW VZ (DE0007664039) for different time periods or dates (see searchDates parameter above)
prices2 <- getDailyOHLC(searchDates = searchDates, isin = isin2)
head(prices2)
#'
#' --------------------------------------------------------------------------------------------------------
#' --------------------------------------------------------------------------------------------------------
#'
#' Testing stock info
#'
setLogging(TRUE)
isin <- c("DE0007037145", "DE000ENAG999")
t <- getStockInfoFromIsin(isin)
t
#'
#' --------------------------------------------------------------------------------------------------------
#' --------------------------------------------------------------------------------------------------------
#'
#' Testing get stock indexes
#'
setLogging(TRUE)
# Ultimate goal:
#' List of indexes as info lists
#'
#' e.g.
#'
#' [[1]]
# [1] (Name): "DAX"
# [2] (ISIN): "DE0008469008"
# [3] (Stocks):
# [1] (Names): "BMW", "Adidas", .....
# [2] (Links): "...", "...."
t <- getStockMarketIndexList()
r <- getStockMarketIndexInfoFromLink(t[1,]$Link)
r
remove(list = lsf.str())
#'
#' --------------------------------------------------------------------------------------------------------
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