Purpose

Note: This documentation is very preliminary and sparse at the time

This package is designed to add new functions to extend the functionality of quantmod's getSymbols function by adding and enhancing new wrappers to retrieve data from a variety of sources. Currently this package contains a function for retrieving data from a MySQL instance, but I have plans to add Quandl and other data providers in the future.

Currently MySQL is a suggested package, if you are using a function which requires a certain external package, then it will be required

Installation

Since this package is extending functionality of the quantmod package, it requires that quantmod (version 0.4 or later) already installed on your machine.

Installing From CRAN (Not available)

If you're installing this package from CRAN (which we hope to have soon), then typing in the following commands will install the package along with any required dependencies:

install.packages('datawrapper', dependencies=TRUE)

Installing package from source

To install this package from source you can clone this github repository and then execute the following sequence of commands. NOTE: if you're using this method, you need to ensure that the latest version of dependent packages are installed (See the DESCRIPTION file for current dependencies). To install the current dependent package, type in an R session:

install.packages('quantmod')

After quantmod is installed, go to one directory above where the package has been cloned from and then type:

R CMD INSTALL datawrapper/

If all is well, the package should compile and be installed in your local R site library (or user library).

Installation From Github

Using the devtools package, you can also install datawrapper directly from this github repository. You can read more about devtools by clicking here.

Example:

install.packages('devtools') #Installs devtools from CRAN
library(devtools)
install_github('datawrapper', username='chibondking')

This will ensure that you are installing the latest development version of this package.

Installation on windows

The same install steps as installing the package from source will apply, however you will need RTools installed on the Windows machine.

To install on Windows and generate a Zip binary file to install on other machines that do not have Rtools installed:

R CMD INSTALL --build datawrapper/

This should install the package in your local Windows R site library and also generate a binary zip file that can be used to install this package on other Windows machines that do not have Rtools installed.

Usage

Currently this package has the function getSymbols.Fogbank installed. You can retrieve data by specifying values in the function call to retrieve a symbol that currently exists in your MySQL instance. You can also override column defaults if your columns are different than some of the standard ways of storing symbol data.

Please note that each symbol in your MySQL database must be stored in it's own table in order for the getSymbols.Fogbank function to work properly.

R Function documentation

getSymbols.Fogbank(Symbols = NULL,
  env = parent.frame(),
  return.class="xts",
  db.fields=c("Date","o","h","l","c","v","a"),
  field.names=c("Open","High","Low","Close","Volume","Adjusted"),
  dbname=NULL
  host="localhost",
  port=3306,
  ...)

####Parameters:

• Symbols: a character vector specifying the names of each symbol to load
• env: where to create the symbol objects
• return.class: what type of class should the symbol object be returned as
• db.fields: each of the column names that exist in each symbol table located in the MySQL database.
• field.names: on the returned object, what should be name each of the columns on the object
• dbname: the database table name
• host: the hostname of the MySQL database. Default is localhost
• port: the port to connect to the MySQL database with. Default 3306
• ... : Any other passthru parameters

Using Defaults

Example using defaults to get symbols:

library(datawrapper)
getSymbols("YHOO", src="Fogbank")

This will load the quantmod package when loading the datawrapper package.

Specifying default values in each R session

 #Override default column and field names
    setDefaults(getSymbols.Fogbank, user="user", password="pass", host="localhost",
      port=3306, dbname="histdata", db.fields=c('Date','o','h','l','c','v'), 
      field.names=c("Open","High","Low","Close","Volume"))
    getSymbols("SPX", src="Fogbank")

References

• quantmod Package Home
• Quantmod CRAN Page
• Quantmod Reference Manual