Re: [R] Time Variable and Historical Interest Rates

2010-07-13 Thread Joshua Wiley
On Tue, Jul 13, 2010 at 9:54 AM, Aaditya Nanduri
 wrote:
> Guys, I wrote to the finance mailing list earlier with my questions but was
> directed here.
>
> Sorry for the repeat.
>
> ---
> library(quantmod)
> 
> now <- Sys.time()
>
> midnight <- strptime()        # < I want to make this a static variable
> that will be equal to 12:00:00 am but I dont know what to put here. I keep
> getting NA for everything I do

The key to what I did was format().  I am turning the output of
Sys.time() to something that can be compared to the character vector
'midnight'.  Also, I would use 24 hour time.

#assign midnight and now
midnight <- "00:00:00"
now <- format(Sys.time(), format = "%H:%M:%S")

#Look at the structure for midnight and now
str(midnight)
str(now)

#print to screen
midnight
now

>
> if(now == midnight) {

This test seems prone to failure.  There is a one second period when
'now' must be assigned or it will fail.

> getFX("EUR/USD", from = Sys.Date() -1, to = Sys.Date() - 1)
> write.table(EURUSD, "~Documents/stat arb/project/eurusd.csv", append = TRUE,
> row.names = FALSE, col.names = FALSE)
>        
> }
>
> 
> ---
>
> Also, append is ignored when I use "write.csv". I had to resort to using
> "write.table". Is this always the case?

write.csv() is a convenience wrapper for write.table().  It is also
clearly stated in the documentation for ?write.csv

"These [write.csv, write.csv2] wrappers are deliberately inflexible:
they are designed to ensure that the correct conventions are used to
write a valid file.  Attempts to change 'append', 'col.names', 'sep',
'dec' or 'qmethod' are ignored, with a warning."

So yes, it is always the case.  If you want to use write.table() to
make a comma separated file, you might consider adding the argument
sep = "," to your write.table() call.

>
> As for the historical interest rates, thank you all very much for providing
> me with the information (Finance mailing list).
> I used the fImport package and called the method "fredSeries" to download
> "DPRIME" data for the same time frame as currency data I have (Thank you,
> Mr. Gallon).
>
> But that is only data for US. What about other countries?
>
> I was talking to a professor and he said that there was a way to read data
> from a website into R if you know the url. Would this help in getting the
> interest rates of other countries? (I believe the function is aptly named
> "url"). Could someone provide an example, please?

I imagine it would help if websites provide different countries
interest rates in a convenient file.  In fact, in general you would
not even have to use url().  Here is an example.  On my website I have
a tab delimited data file.  I can access it from R by:

read.table(
file = "http://www.joshuawiley.com/psyc211/Psyc211-hw1-part1.txt";,
header = TRUE, sep = "\t")

It is also possible to enter user names and passwords into the URL.
This general pattern also works for ftp sites.  For secure http
(https) I only know how to access them through R in Windows.

Cheers,

Josh

>
> All help is very much appreciated.
>
> Sincerely,
> Aaditya Nanduri
>
>        [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/

__
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and provide commented, minimal, self-contained, reproducible code.


[R] Time Variable and Historical Interest Rates

2010-07-13 Thread Aaditya Nanduri
Guys, I wrote to the finance mailing list earlier with my questions but was
directed here.

Sorry for the repeat.

---
library(quantmod)

now <- Sys.time()

midnight <- strptime()# < I want to make this a static variable
that will be equal to 12:00:00 am but I dont know what to put here. I keep
getting NA for everything I do

if(now == midnight) {
getFX("EUR/USD", from = Sys.Date() -1, to = Sys.Date() - 1)
write.table(EURUSD, "~Documents/stat arb/project/eurusd.csv", append = TRUE,
row.names = FALSE, col.names = FALSE)

}


---

Also, append is ignored when I use "write.csv". I had to resort to using
"write.table". Is this always the case?

As for the historical interest rates, thank you all very much for providing
me with the information (Finance mailing list).
I used the fImport package and called the method "fredSeries" to download
"DPRIME" data for the same time frame as currency data I have (Thank you,
Mr. Gallon).

But that is only data for US. What about other countries?

I was talking to a professor and he said that there was a way to read data
from a website into R if you know the url. Would this help in getting the
interest rates of other countries? (I believe the function is aptly named
"url"). Could someone provide an example, please?

All help is very much appreciated.

Sincerely,
Aaditya Nanduri

[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.