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simplified signature and implementation #344

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merged 2 commits into from
Oct 16, 2021
Merged

simplified signature and implementation #344

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f654516
simplified signature and implementation
ethanbsmith Oct 15, 2021
c42a772
further simplified call to read.csv
ethanbsmith Oct 16, 2021
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1 change: 1 addition & 0 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -5,3 +5,4 @@ quantmod.Rproj
src/*.o
src/*.so
src/*.dll
*.Rproj
61 changes: 14 additions & 47 deletions R/getSymbols.R
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Expand Up @@ -1470,7 +1470,6 @@ getSymbols.tiingo <- function(Symbols, env, api.key,
adjust=FALSE,
from='2007-01-01',
to=Sys.Date(),
data.type="json",
...) {

importDefaults("getSymbols.tiingo")
Expand Down Expand Up @@ -1510,62 +1509,30 @@ getSymbols.tiingo <- function(Symbols, env, api.key,
if (verbose) cat("loading", sym.name, ".....")
from.strftime <- strftime(from, format = "%Y-%m-%d")
to.strftime <- strftime(to, format = "%Y-%m-%d")

tiingo.names <- c("open", "high", "low", "close", "volume",
"adjOpen", "adjHigh", "adjLow", "adjClose",
"adjVolume", "divCash", "splitFactor")
qm.names <- paste(sym, c("Open", "High", "Low", "Close", "Volume",
"Open", "High", "Low", "Close", "Volume",
"DivCash", "SplitFactor"), sep=".")
if (isTRUE(adjust)) {
return.columns <- tiingo.names[6:10]
} else {
return.columns <- tiingo.names[1:5]
}

URL <- paste0("https://api.tiingo.com/tiingo/",
periodicity, "/",
sym.name, "/prices",
"?startDate=", from.strftime,
"&endDate=", to.strftime,
"&format=", data.type,
"&columns=", paste0(return.columns, collapse=","))
# If rate limit is hit, the csv API returns HTTP 200 (OK), while json API
# returns HTTP 429. The latter caused download.file() to error, but the
# contents of 'tmp' still contain the error message.
h <- curl::new_handle()
curl::handle_setheaders(h, Authorization = paste("Token", api.key))
response <- curl::curl_fetch_memory(URL, h)
response.data <- rawToChar(response$content)

if (data.type == "json") {
stock.data <- jsonlite::fromJSON(response.data)
if (verbose) cat("done.\n")
} else {
stock.data <- read.csv(text=response.data, as.is=TRUE)
}
"&format=csv",
"&token=", api.key)
#tiingo will return a text error for ticker not found, which read.csv converts
#to a zero row, 1 column data.frame, with a warning
stock.data <- suppressWarnings(read.csv(URL, as.is=TRUE))
# check for error
if (!all(return.columns %in% names(stock.data))) {
if (data.type == "json") {
msg <- stock.data$detail
} else {
msg <- readLines(response.data, warn=FALSE)
}
msg <- sub("Error: ", "", msg)
if (NCOL(stock.data) == 1) {
msg <- sub("Error: ", "", colnames(stock.data))
stop(msg, call. = FALSE)
}

tm.stamps <- as.POSIXct(stock.data[, "date"], ...)
stock.data[, "date"] <- NULL

# adjusted column names
adjcols <- grepl("^adj", colnames(stock.data))
# order Tiingo column names before converting to quantmod names
stock.data <- OHLCV(stock.data)
if (any(adjcols)) {
# put adjusted columns last
stock.data <- stock.data[, c(which(!adjcols), which(adjcols))]
if (adjust) {
stock.data <- stock.data[, c("adjOpen", "adjHigh", "adjLow", "adjClose", "adjVolume")]
} else {
stock.data <- stock.data[, c("open", "high", "low", "close", "volume")]
}
# now convert to quantmod column names
colnames(stock.data) <- qm.names[match(colnames(stock.data), tiingo.names)]
colnames(stock.data) <- paste(sym, c("Open", "High", "Low", "Close", "Volume"), sep=".")

# convert data to xts
xts.data <- xts(stock.data, tm.stamps, src="tiingo", updated=Sys.time())
Expand Down