Retrieve real-time data from AlphaVantage

Description

Fetch a real-time market data series from AlphaVantage

Usage

alphavantage(sym)

Arguments

Details

Several optional parameters could be set, but are not currently.

Value

A data.table object

Author(s)

Dirk Eddelbuettel

Convert an xts object into a data.table

Description

Convert an xts object into a data.table

Usage

## S3 method for class 'xts'
as.data.table(x)

as.data.table(x)

## Default S3 method:
as.data.table(x, ...)

Arguments

Details

This is still experimental. Note that all four added columns are keys to the data.table object, and that setNumericRounding(0) is executed too,

Value

A data.table object with new columns date, time, micros, pt providing, respectively the data as IDate, time as ITime, microseconds (rounded) and numeric POSIXct.

Author(s)

Dirk Eddelbuettel

Assign formal arguments from function

Description

Debugging helper to assign formals from function

Usage

assignFormals(f, env = .GlobalEnv)

Arguments

Details

(Beta) Attempt get default values from a given function, extracting its arguments and assigning which should help in debugging via browser() and other helper functions.

Value

Nothing, but a side effect of assignment in global environment

Author(s)

Dirk Eddelbuettel

Maintainer Status at CRAN

Description

Report Maintainer Status at CRAN

Usage

checkCRANStatus(email, cache, cache.life = 24 * 3600)

Arguments

Details

This function retrieves the maintainer status (given an email) at CRAN. Values are optionally cached; the default cache location is inside the per-session temporary directory as R should not write elsewhere.

Value

Nothing, the sideffect of the display is the main effect

Author(s)

Brodie Gaslam (with minor modifications by Dirk Eddelbuettel)

checkPackageAsciiCode

Description

Check a package directory for non-ASCII characters in source files.

Usage

checkPackageAsciiCode(dir, respect_quotes = FALSE)

Arguments

Details

The function is a renamed and slightly edited copy of the base R function .check_package_ASCII_code. It uses an unexported C function, also included, from base R, called as _check_nonASCII.

Value

A vector of things that are wrong per this function, also displayed on standard output

Author(s)

Dirk Eddelbuettel for this version, R Core for the underlying code

Examples

## Not run: 
checkPackageAsciiCode(".", FALSE)

## End(Not run)

Display a demotivating quote

Description

Display a demotivating quote to remind the users of the harsh reality econometric and statistical practice.

Usage

demotivate(x, width = NULL)

Arguments

Details

This function is a port of demotivate command for 'Stata' from the ado file at http://fmwww.bc.edu/repec/bocode/d/demotivate.ado.

Value

The formatted is returned invisibly.

Author(s)

Dirk Eddelbuettel for this function, and Kevin Denny for the 'Stata' original.

See Also

https://ideas.repec.org/c/boc/bocode/s458576.html

Examples

demotivate()

Are we in a git repository?

Description

The getGitRoot() function recursively ascends the filesystem tree from the given directory until it either finds a directory .git, or the top-level directory to abort the search. The root directory of the git repository is returned, with an exmpty string in the case of no repository. The inGit() function turns this into boolean predicate returning either TRUE or FALSE.

Usage

getGitRoot(cwd = getwd())

inGit(cwd = getwd())

Arguments

Value

For getGitRoot(), the path of the directory containing the .git directory, ie the project root directory, or an empty string in case the search started outside a git directory. The inGit() function returns a boolean as to whether a git repository was found or not.

Author(s)

Dirk Eddelbuettel

Examples

inGit()

Historical Price Data Download from Google Finance

Description

Download historical time series from Google Finance

Usage

googleFinanceData(sym, current = TRUE, sy = 2005, sm = 1, sd = 1, ey,
  em, ed)

Arguments

Details

The function uses an (unofficial) older CGI-style interface at Google to download historical data.

Value

A data.table object with a key on date

Author(s)

Dirk Eddelbuettel

See Also

The post at https://web.archive.org/web/20221007040328/https://chrisconlan.com/download-historical-stock-data-google-r-python/ provided the initial starting point

Intra-day market monitor

Description

Intra-day Market Monitor for Security Prices

Usage

intradayMarketMonitor(symbol = "^GSPC", defaultTZ = "America/Chicago",
  sleep = 10)

Arguments

Details

This function periodically queries a public data source for a current price of given symbol and updates an intra-daily chart for that security. A working example is symbol “^GSPC” for the S&P500 index which can be obtained in real-time during (New York) trading hours. Other symbols may work.

An alternate version offering 24-hour coverage, for example for futures on Globex, is being prepared.

The function could be further generalized in numerous way and should be considered ‘alpha’. Current default values are a 15 second sleep, and fixed cut-off times for market open/close states corresponding to NYSE hours. The data history is reset to the two most recent days at the close, amd the data is snapshot to file (with the filename derived from the symbol, and the path given by tools::R_user_dir). These parameters might become configuration parameters in the future.

Value

Nothing is returned, but a display of the current price and the recent history is updated, and the loops loops ‘forever’.

Author(s)

Dirk Eddelbuettel extending and refactoring the original code by Josh Ulrich

See Also

https://gist.github.com/joshuaulrich/ee11ef67b1461df399b84efd3c8f9f67#file-intraday-sp500-r

Examples

if (requireNamespace("quantmod", quietly)) {           # only suggested packages used
   suppressMessages({library(xts);library(quantmod)})  # dampen noise, add dang as needed
   intradayMarketMonitor()
}

Is the current session (networked) and connected?

Description

Function to (heuristically) test for a network connection by attempting to connect to a given website.

Usage

isConnected(site = "https://www.google.com")

Arguments

Details

The main page of Google is used as a proxy for overall network connectivity as Google is generally 'network-close' and the page is relatively small. If a network is unavailable this fails generally already on domain name service resolution. Special thanks to Barry and Brodie for a very helpful discussion re-discovering this function.

Value

A boolean value indicating networking status

Author(s)

Dirk Eddelbuettel

Set data.table threads respecting default settingss

Description

Set threads for data.table respecting possible local settings

Usage

limitDataTableCores(ncores, verbose = FALSE)

Arguments

Details

This function set the number of threads data.table will use while reflecting two possible machine-specific settings from the environment variable ‘OMP_THREAD_LIMIT’ as well as the R option ‘Ncpus’ (uses e.g. for parallel builds).

Value

The return value of the data.table function setDTthreads which is called as a side-effect.

Author(s)

Dirk Eddelbuettel

List largest objects and show memory use

Description

List object and memory used by these objects

Usage

ls.objects(pos = 1, pattern, order.by, decreasing = FALSE, head = FALSE,
  n = 5)

lsos(..., n = 10)

showMemoryUse(sort = "size", decreasing = FALSE, limit)

Arguments

Details

These helper functions have evolved over the years; some were also posted on StackOverflow in response to https://stackoverflow.com/questions/1358003/tricks-to-manage-the-available-memory-in-an-r-session

Value

The displayed data.frame is returned to, the main purpose effect however is the displayed information

Author(s)

Dirk Eddelbuettel, based on and extending code in mailing list posts by Petr Pikal and David Hinds

Display a motivating quote

Description

Display a motivating quote for users.

Usage

motivate(x, width = NULL)

Arguments

Details

This function is a port of motivate command for 'Stata' from the ado file at http://fmwww.bc.edu/repec/bocode/m/motivate.ado

Value

The formatted is returned invisibly.

Author(s)

Dirk Eddelbuettel for this function, and Kabira Namit for the 'Stata' original.

See Also

https://ideas.repec.org/c/boc/bocode/s458565.html

Examples

motivate()

Mute Twitter Users with Excessive Hashtag Use

Description

Mutes Twitter accounts using for than 'ncrit' hashtags among 'N' tweets in search of along with of 'term'.

Usage

muteTweeters(term = "#rstats", N = 1000, ncrit = 10)

Arguments

Details

This is a modified version of the code in a wonderful tweet by Colin Gillespie (csgillespie) on 2020-August-26. It requires the rtweet and data.table packages.

Value

NULL, invisibly, but the function is invoked for the side effect of calling post_mute.

Author(s)

Dirk Eddelbuettel

Examples

## Not run: 
## mute users with more than 10 hashtags among
## the 1000 most recent #rstats tweets
muteTweeters("#rstats", 1000, 10)

## End(Not run)

Plot Overbought/Oversold Regions for A Stock or ETF

Description

Compute and display overbought and oversold regions

Usage

plotOBOS(symbol, n = 50, type = c("sma", "ema", "zlema", "hma"),
  years = 1, blue = TRUE, current = TRUE, title = symbol,
  ticks = TRUE, axes = TRUE)

Arguments

Details

This function computes a smoothed version of the price using a moving average (with one of several possible methods) as well as a standard deviation band, and displays one and two standard deviations around the smoothed price.

Value

NULL as the function is invoked for the side effect of the plot

Author(s)

Dirk Eddelbuettel

Printing helper function for xts object

Description

Print helper function for xts objects.

Usage

## S3 method for class 'xts'
print(x, ..., n = 10)

Arguments

Value

The return from print

Author(s)

Dirk Eddelbuettel

readAndConvert

Description

Read a file in a different encoding and return it as UTF-8 using iconv

Usage

readAndConvert(filename, encoding = "")

Arguments

Details

The function is an adapted version of the one in the Rcpp Gallery post at https://gallery.rcpp.org/articles/iconv-via-r-header/ which is itself based on https://dewey.dunnington.ca/post/2021/using-rs-cross-platform-iconv-wrapper-from-cpp11/. It is however worth pointing out that ‘iconv’ results have been seen to vary across operating systems. While it is portable it does not guarantee identical outcomes across implementations: results on Windows have different from those on Unix OSs.

Value

A character variable with converted file content.

Rolling Minimum or Maximum over a Fixed Window

Description

This implementation is minimal without error checking, or NA handling. It is taken from the ichimoku package which had several more complicated variants, and is reused here with just tidyCpp.

Usage

rollMinMax(x, window, min = TRUE)

Arguments

Details

The ichimoku variant is by Charlie Gao and credits Andrew Uhl for the initial implementation.

Value

A vector of the same length as 'x' with elements 1 to (length(window) - 1) containing NAs.

Author(s)

Dirk Eddelbuettel for this version, R Core for the underlying code

Find Shadowed Packages

Description

Return a data.table object with ‘shadowed’ packages, meaning package which are installed in more than directory on the .libPaths.

Usage

shadowedPackages()

Details

The function relies on the base R functions installed.packages() to find all packages, as well as the base R abilility to compare version numbers (once properly converted to package_version type).

Value

data.table object with packages that are shadowed

Author(s)

Dirk Eddelbuettel

Silently load a library

Description

Silently attach a library to the search path.

Usage

silent(...)

Arguments

Details

This function wraps suppressMessages around the call to library

Value

Nothing, but the desired library is attached

Author(s)

Dirk Eddelbuettel

Print a parse tree

Description

Print a parse tree

Usage

## S3 method for class 'language'
str(expr, name = "", indent = 0)

Arguments

Value

The expression, invisibly

Author(s)

Bill Dunlap (and posted to r-devel on 4 Feb 2022)

wday

Description

Return the day of the week as an integer

Usage

wday(date = Sys.Date())

Arguments

Details

This function simply wraps around the as.POSIXlt function and returns its wday field.

Value

A integer with the weekday component of the date

Format a Date(time) object as ymd

Description

Format a Date(time) object as ymd

Usage

ymd(pt)

Arguments

Value

A character object formatted as ‘YYYYMMDD’

Author(s)

Dirk Eddelbuettel

Examples

if (requireNamespace("anytime", quietly=TRUE)) {
   ymd(anytime::anytime("2016-09-01 10:11:12.123456"))
   ymd(anytime::anydate("2016-Sep-01"))
}