R/TSdbiMethods.R

In TShistQuote: TSdbi Extensions for get.hist.quote

histQuote <- function(...) {
  drv <- "histQuote"
  attr(drv, "package") <- "TShistQuote"
  new("histQuoteDriver", Id = drv)
  }

####### some kludges to make this look like DBI. ######
# for this require("DBI")

setClass("histQuoteDriver", contains=c("DBIDriver"), slots=c(Id = "character")) 

setClass("histQuoteConnection", contains=c("DBIConnection", "histQuoteDriver"),
   slots=c(dbname="character") )

setMethod("dbConnect", signature(drv="histQuoteDriver"), 
     definition=function(drv, dbname, ...) new("histQuoteConnection", drv, dbname=dbname))

# this does nothing but prevent errors if it is called. 
setMethod("dbDisconnect", signature(conn="histQuoteConnection"), 
     definition=function(conn, ...) TRUE)
#######     end kludges   ######

setClass("TShistQuoteConnection", contains=c("histQuoteConnection", "conType","TSdb"))

setMethod("TSconnect",   signature(q="histQuoteConnection", dbname="missing"), 
  definition= function(q, dbname, ...){
   dbname <- q@dbname
   if (is.null(dbname)) stop("dbname must be specified")
   if (dbname == "yahoo") {
      con <- try(url("http://quote.yahoo.com"), silent = TRUE)
      if(inherits(con, "try-error")) 
         stop("Could not establish TShistQuoteConnection to ",  dbname)
      close(con)
      }
   else if (dbname == "oanda") {
      con <- try(url("http://www.oanda.com"),   silent = TRUE)
      if(inherits(con, "try-error")) 
         stop("Could not establish TShistQuoteConnection to ",  dbname)
      close(con)
      }
   else 
      warning(dbname, "not recognized. Connection assumed working, but not tested.")
   
   new("TShistQuoteConnection", q="histQuote", dbname=dbname, hasVintages=FALSE, hasPanels=FALSE) 
   } )


setMethod("TSdates",
  signature(serIDs="character", con="TShistQuoteConnection", vintage="ANY", panel="ANY"),
   definition= function(serIDs, con, vintage=NULL, panel=NULL, ... )  
{  # Indicate  dates for which data is available.
   # This requires retrieving series individually so they are not truncated.
   r <- av <- st <- en <- tb <- NULL
   for (i in 1:length(serIDs))
     {r <- try(TSget(serIDs[i], con), silent = TRUE)

      if(inherits(r, "try-error") ) {
        av <- c(av, FALSE)
	st <- append(st, list(NA))
	en <- append(en, list(NA))
	tb <- rbind(tb, NA)
	}
      else  {
        av <- c(av, TRUE)
        st <- append(st, list(tfstart(r)))
        en <- append(en, list(tfend(r)))
        tb <- rbind(tb,tffrequency(r))
        }
      }
  r <- serIDs
  attr(r, "TSdates") <- av
  attr(r, "start") <- st
  attr(r, "end")   <- en
  attr(r, "frequency")   <- tb
  class(r) <- "TSdates"
  r
} )


setMethod("TSget",     signature(serIDs="character", con="TShistQuoteConnection"),
   definition= function(serIDs, con, TSrepresentation=options()$TSrepresentation,
       tf=NULL, start=tfstart(tf), end=tfend(tf),
       names=serIDs, quote = "Close", quiet=TRUE, repeat.try=3, ...){ 
    if (is.null(TSrepresentation)) TSrepresentation <- "zoo"
    mat <- desc <- NULL
    # recycle serIDs and quote to matching lengths
    # argument 'quote' ignored for provider 'oanda'
    if (con@dbname == "yahoo") {
       if (length(quote) < length(serIDs))
           quote  <- rep(quote,  length.out=length(serIDs))
       if (length(quote) > length(serIDs))
           serIDs <- rep(serIDs, length.out=length(quote))
       }
    # this is ugly because missing or null args cannot be passed
    args <- list( quiet=quiet, provider = con@dbname, retclass = "zoo")
    args <- if (is.null(start) & is.null(end)) append(args, list(...))
            else if (is.null(start)  ) append(args, list(end=end, ...))
            else if (is.null(end)  )   append(args, list(start=start, ...))
            else                       append(args, list(start=start, end=end, ...) )
    for (i in seq(length(serIDs))) {
       argsi <- if (con@dbname == "yahoo")       
	        append(list(instrument=serIDs[i], quote=quote[i]), args)
              else if (con@dbname == "oanda") 
	        append(list(instrument=serIDs[i]),  args)
       for (rpt in seq(repeat.try)) {
           r <- try(do.call("get.hist.quote", argsi))
	   if (!inherits(r , "try-error")) break
	   }
       if (inherits(r , "try-error")) stop(r)
       if (is.character(r)) stop(r)
       mat <- tbind(mat, r)
       desc <- c(desc, paste(serIDs[i], quote[i], collapse=" "))
       }
    if (NCOL(mat) != length(serIDs)) stop("Error retrieving series", serIDs) 
    if ((TSrepresentation  == "default")&&
        (tffrequency(mat) %in% c( 1,4,12,2))) mat <- as.ts(mat)
    mat <- tfwindow(mat, tf=tf, start=start, end=end)
  
    if (! TSrepresentation  %in% c( "zoo", "default")){
      require("tframePlus")
      mat <- changeTSrepresentation(mat, TSrepresentation)
      }

    if(all(quote == quote[1])) TSrefperiod(mat) <- quote[1]
    seriesNames(mat) <- names
    TSmeta(mat) <- new("TSmeta", serIDs=serIDs,  dbname=con@dbname, 
        hasVintages=con@hasVintages, hasPanels=con@hasPanels,
  	conType=class(con), DateStamp= Sys.time(), 
	TSdoc=paste(desc, " from ", con@dbname, "retrieved ", Sys.time()),
	TSdescription=paste(desc, " from ", con@dbname),
	TSlabel=desc, 
	TSsource= con@dbname)
    mat
    } )


#setMethod("TSput",     signature(x="ANY", serIDs="character", con="TShistQuoteConnection"),
#   definition= function(x, serIDs=seriesNames(data), con, ...)   
#    "TSput for TShistQuote connection not supported." )

setMethod("TSdescription",   signature(x="character", con="TShistQuoteConnection"),
   definition= function(x, con=getOption("TSconnection"), ...)
        "TSdescription for TShistQuote connection not supported." )


setMethod("TSdoc",   signature(x="character", con="TShistQuoteConnection"),
   definition= function(x, con=getOption("TSconnection"), ...)
        "TSdoc for TShistQuote connection not supported." )

setMethod("TSlabel",   signature(x="character", con="TShistQuoteConnection"),
   definition= function(x, con=getOption("TSconnection"), ...)
        "TSlabel for TShistQuote connection not supported." )


setMethod("TSsource",   signature(x="character", con="TShistQuoteConnection"),
   definition= function(x, con=getOption("TSconnection"), ...)
        con@dbname)