Re: [R] [Rpy] currency or stock trading strategy

From: Dirk Eddelbuettel <>
Date: Tue 19 Sep 2006 - 13:09:23 GMT

[ rpy-help CC removed. Please don't blanket-cross post. ]

On 18 September 2006 at 11:52, Darren Weber wrote:
| Hi Patrick,
| thanks for pointing me to your work and Rmetrics.
| I have a few questions on my mind right now. Do you have methods for
| automatic download of price quote histories? I can use python to get
| XML data on FOREX price quotes from the NYRB and other sites.
| Together with Rpy and matplotlib, that data download could form the
| basis for an open source technical analysis platform. I still need
| some way to get open source price quote histories for stocks and
| options. Any ideas?

I hardly know where to start as you obviously haven't done a whole lot of homework, or are seriously Google-challenged. But for starters, consider that

i) the get.hist.quote() function in R's timeseries package downloads and

     plot anything Yahoo! Finance provides as data. You have the code right
     there to study and extend,

ii) there are extensive XML facilities provided in R's XML package,

iii) for a non-R solution, my Perl-based 'beancounter' application has been

     available for more than half a decade to automatically download,
     database (to your choice of PostgreSQL, MySQL, SQLite) and analyse
     market prices.  Getting the data from the db into R is then a pretty
     low hanging fruit.

Lastly, as Patrick told you, r-sig-finance may be more on target. You need to subscribe there before you can post, but the list archives are of course open for perusal.

Hope this helps, Dirk

Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison

______________________________________________ mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.
Received on Tue Sep 19 23:24:25 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 19 Sep 2006 - 15:30:06 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.