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Modify getSymbols.SQLite #73

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Modify getSymbols.SQLite #73

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2b3f272
Modify getSymbols.SQLite
KuiMing Dec 13, 2015
ca5c795
resolve problems of columns
KuiMing Dec 14, 2015
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29 changes: 18 additions & 11 deletions R/getSymbols.R
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -530,9 +530,10 @@ function(Symbols,env,return.class='xts',

# getSymbols.SQLite {{{
"getSymbols.SQLite" <- function(Symbols,env,return.class='xts',
Date_col='row_names',
db.fields=c('row_names','Open','High',
'Low','Close','Volume','Adjusted'),
field.names = NULL,
col.names = NULL,
dbname=NULL,
POSIX = TRUE,
...) {
Expand Down Expand Up @@ -567,7 +568,7 @@ function(Symbols,env,return.class='xts',
query <- paste("SELECT ",
paste(db.fields,collapse=','),
" FROM ",Symbols[[i]],
" ORDER BY row_names")
" ORDER BY ", Date_col)
rs <- DBI::dbSendQuery(con, query)
fr <- DBI::fetch(rs, n=-1)
#fr <- data.frame(fr[,-1],row.names=fr[,1])
Expand All @@ -578,9 +579,12 @@ function(Symbols,env,return.class='xts',
} else {
fr <- xts(fr[,-1],order.by=as.Date(as.numeric(fr[,1]),origin='1970-01-01'))
}
colnames(fr) <- paste(Symbols[[i]],
c('Open','High','Low','Close','Volume','Adjusted'),
sep='.')
if (!is.null(col.names)){
colnames(fr) <- paste(Symbols[[i]],col.names , sep = ".")
}
else {
colnames(fr) <- paste(Symbols[[i]],db.fields[db.fields!=Date_col] , sep = ".")
}
fr <- convert.time.series(fr=fr,return.class=return.class)
if(auto.assign)
assign(Symbols[[i]],fr,env)
Expand All @@ -595,9 +599,9 @@ function(Symbols,env,return.class='xts',
# }}}

# getSymbols.MySQL {{{
"getSymbols.MySQL" <- function(Symbols,env,return.class='xts',
"getSymbols.MySQL" <- function(Symbols,env,return.class='xts',Date_col="date",
db.fields=c('date','o','h','l','c','v','a'),
field.names = NULL,
col.names = NULL,
user=NULL,password=NULL,dbname=NULL,host='localhost',port=3306,
...) {
importDefaults("getSymbols.MySQL")
Expand Down Expand Up @@ -631,16 +635,19 @@ function(Symbols,env,return.class='xts',
if(verbose) {
cat(paste('Loading ',Symbols[[i]],paste(rep('.',10-nchar(Symbols[[i]])),collapse=''),sep=''))
}
query <- paste("SELECT ",paste(db.fields,collapse=',')," FROM ",Symbols[[i]]," ORDER BY date")
query <- paste("SELECT ",paste(db.fields,collapse=',')," FROM ",Symbols[[i]]," ORDER BY ",Date_col)
rs <- DBI::dbSendQuery(con, query)
fr <- DBI::fetch(rs, n=-1)
#fr <- data.frame(fr[,-1],row.names=fr[,1])
fr <- xts(as.matrix(fr[,-1]),
order.by=as.Date(fr[,1],origin='1970-01-01'),
src=dbname,updated=Sys.time())
colnames(fr) <- paste(Symbols[[i]],
c('Open','High','Low','Close','Volume','Adjusted'),
sep='.')
if (!is.null(col.names)){
colnames(fr) <- paste(Symbols[[i]],col.names , sep = ".")
}
else {
colnames(fr) <- paste(Symbols[[i]],db.fields[db.fields!=Date_col] , sep = ".")
}
fr <- convert.time.series(fr=fr,return.class=return.class)
if(auto.assign)
assign(Symbols[[i]],fr,env)
Expand Down
6 changes: 4 additions & 2 deletions man/getSymbols.MySQL.Rd
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Original file line number Diff line number Diff line change
Expand Up @@ -14,8 +14,9 @@ further user contributed data tools.
getSymbols.MySQL(Symbols,
env,
return.class = 'xts',
Date_col="date",
db.fields = c("date", "o", "h", "l", "c", "v", "a"),
field.names = NULL,
col.names = NULL,
user = NULL,
password = NULL,
dbname = NULL,
Expand All @@ -31,9 +32,10 @@ getSymbols.MySQL(Symbols,
\item{return.class}{ desired class of returned object.
Can be xts,
zoo, data.frame, ts, or its. (zoo)}
\item{Date_col}{ column name of date in database }
\item{db.fields}{ character vector indicating
names of fields to retrieve}
\item{field.names}{ names to assign to returned columns }
\item{col.names}{ names to assign to returned columns }
\item{user}{ username to access database }
\item{password}{ password to access database }
\item{dbname}{ database name }
Expand Down
6 changes: 4 additions & 2 deletions man/getSymbols.SQLite.Rd
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Original file line number Diff line number Diff line change
Expand Up @@ -10,14 +10,15 @@ this function should \emph{NOT} be called directly.
getSymbols.SQLite(Symbols,
env,
return.class = 'xts',
Date_col="row_names",
db.fields = c("row_names",
"Open",
"High",
"Low",
"Close",
"Volume",
"Adjusted"),
field.names = NULL,
col.names = NULL,
dbname = NULL,
POSIX = TRUE,
...)
Expand All @@ -27,8 +28,9 @@ getSymbols.SQLite(Symbols,
symbol to be loaded }
\item{env}{ where to create the objects }
\item{return.class}{ desired class of returned object }
\item{Date_col}{ column name of date in database }
\item{db.fields}{ character vector naming fields to retrieve }
\item{field.names}{ names to assign to returned columns }
\item{col.names}{ names to assign to returned columns }
\item{dbname}{ database name }
\item{POSIX}{ are rownames numeric }
\item{\dots}{ additional arguments }
Expand Down