Using data from yahooImport (fBasics)

On 4/7/06, Dirk Eddelbuettel <edd at debian.org> wrote:

On 7 April 2006 at 11:58, Diethelm Wuertz wrote:
| Why you should definitely use Rmetrics to solve Owe Jessens
| problem:
[...]
| When you have downloaded the data,
| you can do it with default settings in 6 lines !!!!
|
| Note you have several alternatives to align the data, and to
| compute the returns. Check the arguments of the functions
| alignDailySeries() and returnSeries().

Ajay has point as zoo can really do this compactly:


stopifnot(require(tseries), quiet=TRUE)         # also loads zoo
these days simpleBeta <- function(ysymb="F", xsymb="^GSPC",
startdate="2005-01-01") { Y <- get.hist.quote(instrument=ysymb,
start=startdate, quote="Close") X <- get.hist.quote
(instrument=xsymb, start=startdate, quote="Close") rets <- diff(log
(merge(Y,X,all=FALSE))) fit <- lm(Close.Y ~ Close.X, data=rets)
 return(coef(fit)[2])
}

and is there a way to not get the
verbose output from downloading ?

The tseries function, get.hist.quote, uses download.file and that's
where its coming from.  If you want you can redefine download.file
with quiet = TRUE. The following creates a wrapper around
get.hist.quote that first defines a download.file wrapper with quiet
= TRUE and then places a copy of get.hist.quote in a proto object
whose parent is the environment within the redefined get.hist.quote
so that the redefined download.file is found.

library(tseries)
library(proto)

get.hist.quote <- function(...) {
	download.file <- function(url, destfile, method, quiet = TRUE,
	mode = "w", cacheOK = TRUE)
	   utils::download.file(url, destfile = destfile, method =
method, quiet = quiet, mode = mode, cacheOK = cacheOK)
	with(proto(get.hist.quote = tseries::get.hist.quote),
		get.hist.quote(...))
}

ibm <- get.hist.quote("ibm")

The above does not display messages on the R console
although it still does have a popup that briefly appears.

I also tried using capture.output but this seems not to have
any effect on download.file.