On 29 June 2011 at 16:45, Fabian Lorenz wrote: | I'm trying to collect data automatically from yahoo finance to a mysql or | postgresql for further R data process. | | Anybody knows how about?
I can help with the first part in a fully automated fashion, see http://dirk.eddelbuettel.com/code/beancounter.hyml Key features: - automated setup for either MySQL, Postgresql, SQLite or ODBC: creates the schema, loads sample data etc (but you still need to take care of the backend and things like ODBC drivers) - cross-platform for Windows, OS X, Linux - Written in Perl, mostly around 1999 to 2001; I still maintain it in the sense of fixing bugs, I have not added features in years - I (and others) use it for automated data download given a portfolio; for me it then creates a daily email with daily PNL and Risk Estimates for my little retail portfolios; "growing" the time series database is a (nice and desired) side-effect - Can also backpopulate for assets where Yahoo offers history (ie most stocks, no options, no fx) - Is used as a backend for some (non-R) charting software I have been meaning to a) rewrite it in R and/or b) write R analysis modules but I have a "writer's block" as I know so much that could be done leveraging things like PortfolioAnalytics and PerformanceAnalytics that I still haven't done it yet. Would make a great student project for an investment analysis with R class ... Hope this helps, feel free to ping me off-list if interested. Dirk -- Gauss once played himself in a zero-sum game and won $50. -- #11 at http://www.gaussfacts.com _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.