Quotes yahoo fin -> db > R > results

There are also examples that do this in package vinnette guides for TSPostgreSQL and TSMySQL, but not automated in the sense of a cron job.

Paul
-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-
bounces at r-project.org] On Behalf Of Dirk Eddelbuettel
Sent: June 29, 2011 12:01 PM
To: Fabian Lorenz; r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] Quotes yahoo fin -> db > R > results

On 29 June 2011 at 11:00, Dirk Eddelbuettel wrote:
|
| 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

Sorry:  http://dirk.eddelbuettel.com/code/beancounter.html

Dirk

| 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

--
Gauss once played himself in a zero-sum game and won $50.
                      -- #11 at http://www.gaussfacts.com

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Quotes yahoo fin -> db > R > results

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