I have loaded and saved my environment with more than 300 stocks historical data using getsymbols function. Now I am trying to update my historical dataset with the new daily data but it is not working. I tried using merge() and rbind() but it seems not working with environments. I appreciate your help with this issue !
Here is my code:
load.packages('quantmod')
tickers = spl('A,AA,AAL,AAP,AAPL,ABT,ACN,ADBE,ADI,ADM,ADP,ADS,AEE,AEP')
getSymbols(tickers, src = 'yahoo', from = '2010-01-01' , env = data, auto.assign = TRUE)
save(data, file="myTickersData.rda")
Now, I am trying to append it with today's data without re-running it all again from 2010 as it will take a lot of time.
data.today = new.env()
getSymbols(tickers, src = 'yahoo', from = '2015-10-14' , env = data.today, auto.assign = T)
updated.data = merge(data,data.today)
I am getting this error:
Error in as.data.frame.default(x) :
cannot coerce class ""environment"" to a data.frame
Here's a function that should do most of what you need. Some important things it doesn't do:
rbind a duplicate date
to the historical data.To solve the second issue, you would need to re-pull all the data for the given symbol.
updateData <- function(oldData, newData) {
# ensure both arguments are environments
stopifnot(is.environment(oldData) || is.environment(newData))
# track symbols that aren't in the new environment
unmatchedSym <- NULL
# loop over all symbols in the historical data environment
for (sym in ls(oldData)) {
# get a copy of the symbol data
oldSym <- get(sym, oldData)
# try to get the new data
newSym <- try(get(sym, newData))
if (inherits(newSym, "try-error")) {
unmatchedSym <- c(unmatchedSym, sym)
next
} else {
# rbind old/new data
# might want to check to ensure you're not adding a dupicate row
combined <- rbind(oldSym, newSym)
# update historical data environment
assign(sym, combined, oldData)
}
}
# return unmatched symbols (invisibly)
invisible(unmatchedSym)
}
Here's a usage example:
library(quantmod)
oldData <- new.env()
getSymbols("A;AA;AAL", env=oldData, to="2015-09-30")
newData <- new.env()
getSymbols("A;AA;AAL", env=newData, from="2015-10-01")
updateData(oldData, newData)
eapply(oldData, tail)
# $AA
# AA.Open AA.High AA.Low AA.Close AA.Volume AA.Adjusted
# 2015-10-08 10.85 11.11 10.63 11.01 34172000 11.01
# 2015-10-09 10.67 10.92 10.25 10.26 78627900 10.26
# 2015-10-12 10.28 10.29 9.97 10.08 31371900 10.08
# 2015-10-13 9.96 10.22 9.86 10.03 36220300 10.03
# 2015-10-14 10.09 10.11 9.91 9.95 42245400 9.95
# 2015-10-15 9.93 10.00 9.63 9.70 49779200 9.70
#
# $A
# A.Open A.High A.Low A.Close A.Volume A.Adjusted
# 2015-10-08 35.39 36.07 35.34 36.01 2597900 36.01
# 2015-10-09 35.94 36.34 35.88 36.23 3230000 36.23
# 2015-10-12 36.08 36.18 35.86 35.99 1258300 35.99
# 2015-10-13 35.76 36.24 35.53 35.63 2379300 35.63
# 2015-10-14 35.64 35.77 34.97 35.05 1644300 35.05
# 2015-10-15 35.12 35.68 34.79 35.58 1427300 35.58
#
# $AAL
# AAL.Open AAL.High AAL.Low AAL.Close AAL.Volume AAL.Adjusted
# 2015-10-08 39.21 40.03 38.70 39.74 8303200 39.74
# 2015-10-09 40.27 42.49 40.25 42.42 16797000 42.42
# 2015-10-12 42.59 43.88 42.55 43.84 11437200 43.84
# 2015-10-13 42.70 43.97 42.52 43.41 13212600 43.41
# 2015-10-14 44.00 44.50 43.23 43.80 11121500 43.80
# 2015-10-15 44.10 44.48 43.50 44.46 8179500 44.46