TSdbiMethods: Methods to wrap getSymbols for TSdbi Generics

In TSgetSymbol: TSdbi Extension to Connect with getSymbols

Description

Get a time series (matrix) using getSymbols from package quantmod, for example, from the Federal Reserve FRED database.

Usage

    getSymbol(...)
    ## S4 method for signature 'getSymbolConnection,missing'
TSconnect(
	q, dbname, user="", password = "", host="", ...)
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSget(
	serIDs, con, TSrepresentation = options()$TSrepresentation, 
	tf = NULL, start = tfstart(tf), end = tfend(tf), names=serIDs, 
	quote = NULL, quiet = TRUE, repeat.try=3, ...)
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSdates(
	serIDs, con, vintage=NULL, panel=NULL, ... )  
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSdescription(x, con, ... )  
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSdoc(x, con, ... )  
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSlabel(x, con, ... )  
    ## S4 method for signature 'character,TSgetSymbolConnection'
TSsource(x, con, ... )  

Arguments

q	A character string indicating the query interface to use, or a database connection object.
dbname	The name of the database to which the connection should be established, omitted if q is a database connection object.
con	a database connection object.
serIDs	identifiers for series on the database.
vintage	character string indicating vintage of the series on the database (not supported by this database).
panel	character string indicating panel of the series on the database (not supported by this database).
x	time series data(TSput), or identifiers for series on the database (TSdoc and TSdescription).
names	optional character vector to use for series names in the R object.
tf	time frame for trimming data, passed to tfwindow.
start	time frame for trimming data, passed to tfwindow.
end	time frame for trimming data, passed to tfwindow.
TSrepresentation	time representation for returned series. (See TSget in package TSdbi.)
quote	reference item (e.g. ”Close”). See details.
quiet	logical to suppress progress report.
repeat.try	integer number of times to attempt retrieval before giving up.
user	(unused) a character string indicating a user id.
password	(unused) a character string indicating a password.
host	(unused) a character string indicating a host computer.
...	Arguments passed to methods or to getSymbols.

Details

These functions interface to web database (e.g. FRED) using getSymbols from the quantmod package. TSget is just a wrapper to getSymbols. No extra functionality is provided, only an interface that is consistent with TSdbi. The TSdbi function argument serId is passed as the series to return, dbname is mapped to getSymbols argument src, and TSrepresentation to return.class. The getSymbols argument auto.assign is set to FALSE and the series is returned for assignment by the user, as with other TSget database interfaces. (See TSget in TSdbi for more details on how this works.)

The argument quote with default NULL, is provided to allow automatically extracting part of the multivariate series returned by getSymbols. It can be set to any of "Open", "High", "Low", "Close", "Volume", "Adjusted". If it is set to NULL then all will be returned.

TSgetSymbol does not support writing data to the source.

The classes getSymbolDriver and TSgetSymbolConnection extend classes DBIDriver and DBIConnection in the DBI package.

See the package vignette for additional examples.

Value

Depends.

See Also

TSdates, TSget, getSymbols tfwindow,

Examples

    require("tfplot")
    con <- TSconnect("getSymbol", dbname="FRED")
    x <- TSget("CPIAUCNS", con)
    tfplot(x)
  

TSgetSymbol documentation built on Sept. 23, 2019, 3:01 a.m.