On Mar 13, 2011, at 12:18 AM, algotr8der wrote:
Thanks David for the reply. I just tried the following with the same
result:
library(tseries)
tickers <- read.csv("testticker.txt", header=FALSE, sep=",")
tickers <- tickers[1]
V1
1 XOM
2 COP
3 PBR-A
4 FFIV
5 SU
6 PBR-B
tickers$V1 <- as.character(tickers$V1)
tickers$V1
[1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
symbols <- tickers$V1
symbols
[1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
stockdata <- data.frame()
stockdata <- coredata(get.hist.quote(instruments=symbols,
start="2011-01-01", end="2011-01-31", quote=c("Close"),
provider="yahoo"))
Error in get.hist.quote(instruments = symbols, start = "2011-01-01",
end =
"2011-01-31", :
unused argument(s) (instruments = symbols)
You might want to look more closely at:
?get.hist.quote
Note the name of the first argument .... and then note that it does
not say "names" but only a "name" would be accepted as a value to that
argument.
stockdata <- coredata(get.hist.quote(instrument=symbols,
+ start="2011-01-01", end="2011-01-31", quote=c("Close"),
provider="yahoo"))
trying URL
'http://chart.yahoo.com/table.csv?s=XOM&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=XOM&x=.csv'
Content type 'text/csv' length unknown
opened URL
.
downloaded 1042 bytes
time series starts 2011-01-03
Warning message:
In download.file(url, destfile, method = method, quiet = quiet) :
only first element of 'url' argument used
(So this is telling you that get.hist.quote did not accept a vector of
characters.)
You should be thinking about what data structure you want to work
with. A dataframe does not seem like a good choice to me. I would be
thinking of a list.
res <- lapply(symbols[1:5], get.hist.quote, start="2011-01-01",
end="2011-01-31", quote=c("Close"), provider="yahoo")
names(res) <- symbols[1:5]
The examples suggested that a 'merge' operation might also be used.
Perhaps you should be looking for a vignette that shows how to
assemble a "portfolio" of timeseries.
--
David Winsemius, MD
West Hartford, CT
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