stockdata/getStockData.R at master · ehrene/stockdata · GitHub

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##########################################
## Update data files
## adapted from thertrader@gmail.com - Nov. 2015
##########################################
getStockData <- function(symbols=NULL, path=NULL) {
  library(quantmod)
  library(xts)
  library(zoo)

  errorPath = "/Users/ehren/Documents/StockAnalysis/errors/"
  errorTable <- data.frame(NUMBER=NA,TIME=NA,SYMBOL=NA, ERROR=NA) # table to write error messages to
  startTime = Sys.time()

  # -------------------------------------------------------------------
  symbols = as.vector(symbols)

  if (is.null(path)) {
    path = "/Users/ehren/Documents/StockAnalysis/stockData/"
  }

  else {
    path <- path
  } #end else

  for (ii in symbols){

    while(!ok & k<5){

      newSymbol=NULL

      try(newSymbol <- getSymbols(ii,
                               src = "yahoo",
                               auto.assign = FALSE), silent = TRUE)

      ## Check if the request to yahoo worked
      if(!is.null(newSymbol)) {

        colnames(newSymbol) = c("open","high","low","close","volume","adj.") # set column names

        write.zoo(newSymbol,paste(path, symbol, ".csv", sep=""),sep=",",row.names=FALSE)

        ok=TRUE # flag to exit while loop
        }

      else {
        ok=FALSE
        k=k+1
        Sys.sleep(1.33)
        print(paste(ii, " just errored",sep=""))
        errorTable[(nrow(errorTable)+1),] <- NA
        rowNum <- nrow(errorTable)
        errorTable$NUMBER[rowNum] <- nrow(errorTable)
        errorTable$TIME[rowNum] <- paste(Sys.Date())
        errorTable$SYMBOL[rowNum] <- lookup
        errorTable$ERROR[rowNum] <- "web lookup error"
      } # end else

    } # end while

  } # end main for loop

  write.table(errorTable,paste(errorPath,Sys.Date(),"_UPDATE_errors.csv", sep=""),sep=",",row.names=FALSE)

  print(Sys.time()-startTime)

} #end function