Introducing fidlr: FInancial Data LoadeR

来源:互联网 发布:linux 增量拷贝 编辑:程序博客网 时间:2024/06/10 13:56

fidlr is an RSutio addin designed to simplify the financial data downloading process from various providers. This initial version is a wrapper around the getSymbols function in the quantmodpackage and only Yahoo, Google, FRED and Oanda are supported. I will probably add functionalities over time. As usual with those things just a kind reminder: “THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND…”

How to install and use fidlr?

  1. You can get the addin/package from its Github repositoryhere (I will register it on CRAN later on)
  2. Install the addin. There is an excellent tutorial to install RStudio Addins here.
  3. Once the addin is installed it should appear in the Addin menu. Just chose fidlr in the menu and a window as pictured below should appear.
  4. Choose a data provider from the  the Source dropdown menu.
  5. Select a date range from the Date menu
  6. Enter the symbol you wish to download in the instrument text box. To download several symbols just enter the symbols separated by commas.
  7. Use the Radio buttons to choose whether you want to download the instrument in a csv file or in the global environment. The csv file will be saved in the working directory and there will be one csv file per instrument.
  8. Press Run to get the data or Close to close down the addin

fidlr screenshot

Error messages and warnings are handled by the underlying packages (quantmod and  Shiny) and can be read from the console

This is a very first version of the project so do not expect perfection but hopefully it will get better over time. Please report any comment, suggestion, bug etc… to: thertrader@gmail.com

Enjoy!

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