Re: [Gretl-users] About interacting with R
On Mon, 5 Aug 2013, yinung at Gmail wrote:
I am trying to write a function that can retrieve stock data via R
from
Yahoo finance as follows.
This script is working both under my ubuntu and XP with gretl 1.9.12 cvs
build date 2013-05-06.
A problem occurred when I replace
getSymbols("@sym",return.class="ts",from="@s1",to="2012-08-02")
with
getSymbols("@sym",return.class="ts",from="@s1",to="@s2")
It seems that the second string replacement @s2 does not work. It cannot be
recognized as a valid argument in R.
Do anyone have an idea?
Yes, see below.
<hansl>
function list getsymbols(string sym[null],string s1[null], string s2[null])
foreign language=R
library(quantmod)
getSymbols("@sym",return.class="ts",from="@s1",to="2012-08-02")
tmpM <- @sym
gretl.export(tmpM)
end foreign
append "(a)dotdir/tmpM.csv"
list tmplist= *
return tmplist
end function
nulldata 9
string mys1="2012-07-22"
setobs 5 @mys1 --time-series
string mySym="MSFT"
string mys1="2012-07-22"
string mys2="2012-08-02"
list xlist = getsymbols(mySym,mys1,mys1)
This is a nice application, there's simply a bug in the last
line, which should read
list xlist = getsymbols(mySym,mys1,mys2)
With that modification it works fine here. However, it seems
there is a bug in the R function GetSymbols(): if you set the
final date to (e.g.) "2012-07-23" (for just two days of
data) you get an error:
Error in round(frequency) : non-numeric argument to
mathematical function
Maybe for some reason you have to get at least one week's
data?
Allin Cottrell