[Blotter-commits] r824 - in pkg/FinancialInstrument: . R man

[noreply at r-forge.r-project.org]

Author: gsee
Date: 2011-10-21 02:04:46 +0200 (Fri, 21 Oct 2011)
New Revision: 824

Added:
   pkg/FinancialInstrument/R/saveSymbols.R
   pkg/FinancialInstrument/man/saveSymbols.days.Rd
Modified:
   pkg/FinancialInstrument/DESCRIPTION
   pkg/FinancialInstrument/NAMESPACE
Log:
 functions to saveSymbols the way getSymbols.FI expects

Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION	2011-10-20 23:58:56 UTC (rev 823)
+++ pkg/FinancialInstrument/DESCRIPTION	2011-10-21 00:04:46 UTC (rev 824)
@@ -42,3 +42,4 @@
     'ls_by_currency.R'
     'saveInstruments.R'
     'ls_expiries.R'
+    'saveSymbols.R'

Modified: pkg/FinancialInstrument/NAMESPACE
===================================================================
--- pkg/FinancialInstrument/NAMESPACE	2011-10-20 23:58:56 UTC (rev 823)
+++ pkg/FinancialInstrument/NAMESPACE	2011-10-21 00:04:46 UTC (rev 824)
@@ -91,6 +91,8 @@
 export(rm_stocks)
 export(rm_synthetics)
 export(saveInstruments)
+export(saveSymbols.common)
+export(saveSymbols.days)
 export(setSymbolLookup.FI)
 export(sort_ids)
 export(spread)

Added: pkg/FinancialInstrument/R/saveSymbols.R
===================================================================
--- pkg/FinancialInstrument/R/saveSymbols.R	                        (rev 0)
+++ pkg/FinancialInstrument/R/saveSymbols.R	2011-10-21 00:04:46 UTC (rev 824)
@@ -0,0 +1,64 @@
+#' save data to disk
+#'
+#' save data to disk the way that \code{getSymbols.FI} 
+#' expects it to be saved.
+#' 
+#' @param Symbols vector of character names of objects to be saved
+#' @param base_dir character.  directory in which to store data.
+#' @param env environment that holds the data to be saved (.GlobalEnv by default)
+#' @return called for side-effect.
+#' @seealso \code{\link{getSymbols.FI}}
+#' @examples
+#' \dontrun{
+#' getSymbols("SPY", src='yahoo')
+#' saveSymbols.common("SPY", base_dir="~/")
+#' rm("SPY")
+#' getSymbols("SPY", src='FI', dir="~/", split_method='common')
+#' unlink("~/SPY", recursive=TRUE)
+#' }
+#' @export
+#' @rdname saveSymbols.days
+saveSymbols.days <-
+function(Symbols, base_dir="", env=.GlobalEnv) {
+    if (base_dir != "" && 
+        !is.null(base_dir) && 
+        substr(base_dir,nchar(base_dir),nchar(base_dir)) != "/") 
+            base_dir <- paste(base_dir,"/",sep="")    
+    tmpenv <- new.env()    
+    for (symbol in Symbols) {
+        tmp <- try(get(symbol,pos=env))    
+        if (!is.null(tmp) && !inherits(tmp,'try-error')) { 
+            D <- split(tmp,'days')
+            if (!file.exists(paste(base_dir,symbol,sep=""))) dir.create(paste(base_dir,symbol,sep=""))
+            fnames <- paste(base_dir,symbol,"/",
+                    unlist(lapply(D, FUN=function(x) format(index(first(x)),"%Y.%m.%d"))),
+                    ".", symbol, ".rda", sep="")
+            for (i in 1:length(fnames)) {
+                assign(symbol,D[[i]],envir=tmpenv)
+                save(list=symbol,file=fnames[i],envir=tmpenv)
+            }
+        }    
+    }
+}
+
+#' @export
+#' @rdname saveSymbols.days
+saveSymbols.common <- function (Symbols, base_dir = "", env = .GlobalEnv) 
+{
+    if (base_dir != "" && !is.null(base_dir) && substr(base_dir, 
+        nchar(base_dir), nchar(base_dir)) != "/") 
+        base_dir <- paste(base_dir, "/", sep = "")
+    tmpenv <- new.env()
+    for (symbol in Symbols) {
+        tmp <- try(get(symbol, pos = env))
+        if (!is.null(tmp) && !inherits(tmp, "try-error")) {
+            if (!file.exists(paste(base_dir, symbol, sep = ""))) 
+                dir.create(paste(base_dir, symbol, sep = ""))
+            fnames <- paste(base_dir, symbol, "/", symbol, ".rda", sep = "")
+            assign(symbol, tmp, envir = tmpenv)
+            save(list = symbol, file = fnames, envir = tmpenv)
+        }
+    }
+}
+
+

Added: pkg/FinancialInstrument/man/saveSymbols.days.Rd
===================================================================
--- pkg/FinancialInstrument/man/saveSymbols.days.Rd	                        (rev 0)
+++ pkg/FinancialInstrument/man/saveSymbols.days.Rd	2011-10-21 00:04:46 UTC (rev 824)
@@ -0,0 +1,41 @@
+\name{saveSymbols.days}
+\alias{saveSymbols.common}
+\alias{saveSymbols.days}
+\title{save data to disk}
+\usage{
+  saveSymbols.days(Symbols, base_dir = "", env =
+  .GlobalEnv)
+
+  saveSymbols.common(Symbols, base_dir = "", env =
+  .GlobalEnv)
+}
+\arguments{
+  \item{Symbols}{vector of character names of objects to be
+  saved}
+
+  \item{base_dir}{character.  directory in which to store
+  data.}
+
+  \item{env}{environment that holds the data to be saved
+  (.GlobalEnv by default)}
+}
+\value{
+  called for side-effect.
+}
+\description{
+  save data to disk the way that \code{getSymbols.FI}
+  expects it to be saved.
+}
+\examples{
+\dontrun{
+getSymbols("SPY", src='yahoo')
+saveSymbols.common("SPY", base_dir="~/")
+rm("SPY")
+getSymbols("SPY", src='FI', dir="~/", split_method='common')
+unlink("~/SPY", recursive=TRUE)
+}
+}
+\seealso{
+  \code{\link{getSymbols.FI}}
+}
+