RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?

Is the functionality in the RMetrics fBasics package for market data
retrieval and timeSeries object functionality still being maintained at all?

A quick test of mine 

What is your test ? --- useless if you don't tell us what you have done

showed that the Yahoo import functions don't work at
all as they expect a different date format from what's being delivered.
  

This is wrong what you tell us.

Have you read the help pages ? --- I think definitely not.

yahooImport() is a function which delivers a web object of the download 
with many
information which is helpful for downloading data on a regular time 
schedule and to
store them in a database. Nota bene, there is a data slot which keeps 
the timeSeries
object.

For simply downloading a time series, you should use the function 
yahooSeries(). This
delivers a 'timeSeries' object.

Note, the download depends on the time format used by Yahoo. This has 
changed a few
months ago, noticed on this mailing list. --- Therefore you should use a 
recent version of
Rmetrics and you should also update your software on a regular base.

Specifically the following changes are necessary in lines 24 to 28 of
yahooImport:

 

        x2 = strsplit(x1[regexpr("-..-..,", x1) > 0], ",")

        x1 = matrix(unlist(x2), byrow = TRUE, nrow = length(x2))

        z = matrix(as.numeric(x1[, -1]), ncol = dim(x1)[2] - 

            1)

        rowNames = as.character(as.Date(x1[, 1]))

 

Once that hurdle is taken, however, it seems that all plotting functionality
on timeSeries objects is broken as well:

 
  

No, definitely not ...

Try ...

IBM = yahooSeries("IBM")
colnames(IBM)
par(mfrow = c(1,1))
plot(IBM[, "IBM.Open"], type = "l")
lines(IBM[, "IBM.Close"],col = "red")

Rmetrics has also many tailored plotting functions, plot is only
used for univariate timeSeries objects, multivariate timeSeries
objects can be displayed using the additional functions lines()
and points()!

plot.timeSeries(asyt.ts)
    

Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ

  

lines.timeSeries(asyt.ts)
    

Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ

  

ohlcDailyPlot(asyt.ts)
    

What is asyt.ts ? --- We can only help if you tell us what you have done ...

Error in plotOHLC(X, origin = "1970-01-01", xlab = xlab[1], ylab = ylab[1])
: x is not a open/high/low/close time series

 

If this first experience is representative of the state of things with
RMetrics then I'm not sure this is worth pursuing any further and I'm
probably better off sticking with Matlab.
  

I wan't comment this ....

ohlcDailyPlot() expects a timeSeries object with column names c("Open", 
"High", "Low", "Close", "Volume")
They can be in any order, but the names must be exactly the column names 
mentioned.

Try:

colnames(IBM) <- c("Open", "High", "Low", "Close", "Volume")
par(mfrow = c(2, 1))
ohlcDailyPlot(IBM)


... it works fine!

Diethelm

David


	[[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. 
-- If you want to post, subscribe first.