Yahoo bug in tseries::get.hist.quote and its::priceIts
On Sun, Apr 25, 2004 at 01:16:15AM +0200, Peter Dalgaard wrote:
Dirk Eddelbuettel <edd@debian.org> writes:
Both get.hist.quote, and its derivative priceIts, rely on download.file() to fetch financial data series from Yahoo! in .csv format. They allow for nice interactive demonstrations of what one can do with R.
Er, how does this affect get.hist.quote? I see some flakiness, but the basic conversion appears to work:
Ah, yes, my bad. I was working with priceIts, and it flakes out as its fails on the NA the comment turns into:
spc <- priceIts(instrument = "spc", start = "1998-01-01")
Error in validObject(.Object) : Invalid "its" object: Missing values in dates Doug's suggestion of simply using '<' as the comment char is good. I was so fixated on explaining '<!--' as one that I didn't think of '<'. But ...
How about this?
v <- readLines(url("http://chart.yahoo.com/table.csv?s=ibm&a=0&b=01&c=1998&d=3&e=24&f=2004&g=d&q=q&y=0&z=ibm&x=.csv"))
x <- read.csv(textConnection(v[-grep("^<!",v)]))
that wins the price. That is pretty much what I was thinking of. Neato. Doesn't rely on the position of '<!--' within the file, and is less likely to trigger a false positive as hunting for '<' is. Thanks! Dirk
The relationship between the computed price and reality is as yet unknown.
-- From the pac(8) manual page