[Blotter-commits] r1529 - pkg/FinancialInstrument/inst/parser

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

Author: peter_carl
Date: 2013-10-15 19:31:06 +0200 (Tue, 15 Oct 2013)
New Revision: 1529

Removed:
   pkg/FinancialInstrument/inst/parser/download.pitrader.R
Log:
- free data no longer offered by vendor


Deleted: pkg/FinancialInstrument/inst/parser/download.pitrader.R
===================================================================
--- pkg/FinancialInstrument/inst/parser/download.pitrader.R	2013-10-14 18:54:56 UTC (rev 1528)
+++ pkg/FinancialInstrument/inst/parser/download.pitrader.R	2013-10-15 17:31:06 UTC (rev 1529)
@@ -1,116 +0,0 @@
-# Script for managing the download of data from
-# http://pitrading.com/free_market_data.htm
-# including some long series of continuous futures contracts 
-
-# This script requires the following directory structure:
-# filesroot [directory set in the script below]
-#   Each symbol's processed csv files are stored in sub-directories
-#   named for each symbol, e.g., ~/Data/EOD\ Global\ Indexes/XMI.IDX.
-#   These directories and files will be created and updated by this script.
-# filesroot/.incoming
-#   New or updated zip files should be placed here for processing.
-#   This is also the working directory for the processing done in 
-#   this script. Unzipped csv files are redirected here for processing.
-#   Temporary files are stored here before being appended to the symbol
-#   file csv in the appropriate directory
-
-filesroot = "/home/peter/Data/pitrading"
-
-start_t<-Sys.time()
-
-# Create and set the working directory if it doesn't exist
-if (!file.exists(paste(filesroot, "/.incoming", sep="")))
-   dir.create(paste(filesroot, "/.incoming", sep=""), mode="0777")
-setwd(paste(filesroot, "/.incoming", sep=""))
-
-# Does the archive directory structure exist?
-if (!file.exists("../.archive")){  
-  dir.create("../.archive", mode="0777")
-  dir.create("../.archive/zip_files", mode="0777")
-}
-if (!file.exists("../.archive/zip_files"))
-  dir.create("../.archive/zip_files", mode="0777")
-  
-# Use wget so that we don't need a list of files to work from
-system("wget -r -l1 -H -t1 -nd -N -np -A.zip http://pitrading.com/free_market_data.htm")
-
-# -r -H -l1 -np These options tell wget to download recursively. 
-# That  means it goes to a URL, downloads the page there, then follows 
-# every  link it finds. The -H tells the app to span domains, meaning 
-# it should  follow links that point away from the page. And the -l1 
-# (a lowercase L  with a numeral one) means to only go one level deep; 
-# that is, don't  follow links on the linked site. It  will take each 
-# link from the list of pages, and download it. The -np  switch stands 
-# for "no parent", which instructs wget to never follow a  link up to a 
-# parent directory. 
-#  
-# We don't, however, want all the links -- just those that point to 
-# zip files we haven't yet seen. Including -A.zip tells wget to only 
-# download files that end with the .zip extension. And -N turns on 
-# timestamping, which means wget won't download something with the same 
-# name unless it's newer. 
-#  
-# To keep things clean, we'll add -nd, which makes the app save every 
-# thing it finds in one directory, rather than mirroring the directory 
-# structure of linked sites. 
-
-# Unzip the files to text files
-system("unzip \\*.zip")
-system("mv *.zip ../.archive/zip_files/")
-
-# What files did we download?
-files = list.files()
-
-# Each file contains the full history for the symbol, so we just need to 
-# move the file into the correct base directory.  We don't need to do any
-# data parsing.
-pisymbols = vector()
-for(i in 1:length(files)) {
-  # generate a list of symbols from the files we downloaded
-  filename.txt <- files[i]
-  pisymbols[i] <- substr(filename.txt, 1, nchar(filename.txt) - 4)
-}
-
-# The extra ".CC" appended to each symbol to indicate that the data is for a 
-# "continuous contract" rather than a futures contract to be used as a root.
-# We're modifying the symbols used so that they don't conflict with actual
-# futures contracts.
-for(pisymbol in pisymbols) {
-  # check to make sure directories exist for each
-  dir.create(paste("../", pisymbol, ".CC", sep=""), showWarnings = FALSE, 
-  recursive = FALSE, mode = "0777")
-  # move files into appropriate directory
-  system(paste("mv ", pisymbol, ".txt", " ../", pisymbol, ".CC/", pisymbol, ".CC.csv", sep=""))
-}
-
-end_t<-Sys.time()
-print(c("Elapsed time: ",end_t-start_t))
-print(paste("Processed ", length(pisymbols), " symbols.", sep=""))
-
-# The following currencies need to be created first:
-# require(FinancialInstrument)
-# currency("USD")
-# currency("JPY")
-# currency("AUD")
-# currency("CHF")
-# currency("GBP")
-# currency("MXN")
-# currency("EUR")
-# currency("CAD")
-
-# We need to have a csv file that describes the metadata
-# for all the symbols.  Remember to change the symbol to append ".CC" to each.
-# load.instruments(paste(filesroot, "/.scripts/instr.pitrading.csv", sep=""))
-
-# Dates in files are formatted as "%m/%d/%Y".
-# Now, whenever you log in you need to register the instruments.  This
-# might be a line you put into .Rprofile so that it happens automatically:
-# require(quantmod) # this requires a development build after revision 560 or so.
-# setSymbolLookup.FI(base_dir=filesroot, split_method='common', storage_method='csv', src='csv', extension='csv', format='%m/%d/%Y')
-
-# Now you should be able to:
-# > getSymbols("INX.CC")
-# [1] "INX.CC"
-# > chart_Series(INX.CC)
-# > head(INX.CC)
-