Skip to content
Back to formatted view

Raw Message

Message-ID: <20040424235155.GA7317@sonny.eddelbuettel.com>
Date: 2004-04-25T01:51:57Z
From: Dirk Eddelbuettel
Subject: Yahoo bug in tseries::get.hist.quote and its::priceIts
In-Reply-To: <x2oeph2chs.fsf@biostat.ku.dk>

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