Description Usage Arguments Details Value See Also Examples
Get a time series (matrix) from a zipped csv file (at a url).
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | zip(...)
## S4 method for signature 'zipConnection,missing'
TSconnect(q, dbname,
suffix=c("Open","High","Low","Close","Volume","OI"), ...)
## S4 method for signature 'character,TSzipConnection'
TSget(
serIDs, con, TSrepresentation=options()$TSrepresentation,
tf=NULL, start=tfstart(tf), end=tfend(tf),
names=NULL, quote=con@suffix, ...)
## S4 method for signature 'character,TSzipConnection'
TSdates(
serIDs, con, vintage=NULL, panel=NULL, ... )
## S4 method for signature 'character,TSzipConnection'
TSdescription(x, con, ... )
## S4 method for signature 'character,TSzipConnection'
TSdoc(x, con, ... )
## S4 method for signature 'character,TSzipConnection'
TSlabel(x, con, ... )
## S4 method for signature 'character,TSzipConnection'
TSsource(x, con, ... )
|
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 |
con |
a database connection object. |
serIDs |
identifiers for series on the database (name of the zip file less ”.zip”). |
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 |
suffix |
A vector of strings indicating names of the columns if the zipped file has more than one series (see Details). |
quote |
A vector of strings, as in suffix, indicating series that should be returned in the result(see Details). |
... |
Arguments currently unused. |
These functions interface to zip (.zip
) files. TSget
is a wrapper to read.csv
to provide an interface that is consistent
with TSdbi. The TSdbi function argument serId
is passed as the series to return,
dbname
indicates the location of zip files (a url or directory).
TSzip does not support writing data to the source.
If the zip files in a dbname
location contain more than one series then
suffix
should be a vector of strings indicating names of the columns in
the zipped files. (If different files contain different columns then a
con
will have to be specified for each different kind of returned file.)
In TSget
, quote
should be a vector of strings, a subset of
suffix
, indicating series that should be returned in the result. The default returns all series. In the matrix of series returned, the series names will be generated by appending suffix onto the name of the base name of the
zip file.
The classes zipDriver
and TSzipConnection
extend classes
DBIDriver
and DBIConnection
in the DBI package.
See the package vignette for additional examples
and TSget
in TSdbi for more details.
Depends.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | require("tfplot")
# data from http://pitrading.com/
# par(ask=TRUE) # to pause between pages
## Not run:
con <- TSconnect("zip", dbname="http://pitrading.com/free_eod_data")
x <- TSget("EURUSD", con)
tfplot(x, graphs.per.page=3)
z <- TSget(c("AD", "CD"), con, quote="Close")
tfplot(z, start="2007-01-01", Title=
"Futures, Australian and Canadian Dollar Continuous Contract at Close",
graphs.per.page=3)
## End(Not run)
|
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