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library(quantmod)
# Tests for getSymbols
test.web.endpoints <- Sys.getenv("QUANTMOD_TEST_WEB_ENDPOINTS")
if (nzchar(test.web.endpoints)) {
# Checks for Alpha Vantage
apikey <- Sys.getenv("QUANTMOD_AV_API_KEY")
if (nzchar(apikey)) {
ibm_daily_unadj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = FALSE, periodicity = "daily", auto.assign = FALSE)
ibm_daily_adj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = TRUE, periodicity = "daily", auto.assign = FALSE)
stopifnot(has.Ad(ibm_daily_adj))
Sys.sleep(60) #AV throttles to 5 calls per minute
ibm_weekly_unadj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = FALSE, periodicity = "weekly", auto.assign = FALSE)
ibm_weekly_adj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = TRUE, periodicity = "weekly", auto.assign = FALSE)
stopifnot(has.Ad(ibm_weekly_adj))
ibm_monthly_unadj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = FALSE, periodicity = "monthly", auto.assign = FALSE)
ibm_monthly_adj <- getSymbols("IBM", src = "av", api.key = apikey,
adjusted = TRUE, periodicity = "monthly", auto.assign = FALSE)
stopifnot(has.Ad(ibm_monthly_adj))
}
}
# Checks to ensure caught errors do not prevent other symbols from loading.
# Use one symbol that always works (e.g. from disk) and another that fails.
data(sample_matrix, package = "xts")
IBM <- as.xts(sample_matrix)
cn <- c("Open", "High", "Low", "Close")
td <- tempdir()
tf <- file.path(td, "IBM.rda")
save(IBM, file = tf)
tf <- file.path(td, "IBM.csv")
write.zoo(IBM, file = tf, sep = ",")
rm(IBM)
e <- new.env()
# Test getSymbols() works if only passed one symbol that does not have data.
x <- try({
getSymbols("IBM;WYSIWYG", env = e, src = "csv", dir = td, col.names = cn)
}, silent = TRUE)
expect_true(exists("IBM", e))
rm(IBM, pos = e)
x <- try({
getSymbols("IBM;WYSIWYG", env = e, src = "rda", dir = td, col.names = cn)
}, silent = TRUE)
expect_true(exists("IBM", e))
rm(IBM, pos = e)
if (nzchar(test.web.endpoints)) {
x <- try({
getSymbols("IBM;WYSIWYG", env = e, src = "yahoo")
}, silent = TRUE)
expect_true(exists("IBM", e))
rm(IBM, pos = e)
if (nzchar(apikey)) {
x <- try({
getSymbols("IBM;WYSIWYG", env = e, src = "av", api.key = apikey)
}, silent = TRUE)
expect_true(exists("IBM", e))
rm(IBM, pos = e)
}
x <- try({
getSymbols("DGS10;WYSIWYG", env = e, src = "FRED")
}, silent = TRUE)
expect_true(exists("DGS10", e))
rm(DGS10, pos = e)
x <- try({
getSymbols("EUR/USD;WYS/WYG", env = e, src = "oanda")
}, silent = TRUE)
expect_true(exists("EURUSD", e))
rm(EURUSD, pos = e)
# Ensure getSymbols() errors if only passed one symbol that does not have data.
# "csv" and "rda" already skip missing symbols
x <- try({
getSymbols("WYSIWYG", env = e, src = "yahoo")
}, silent = TRUE)
expect_inherits(x, "try-error")
x <- try({
getSymbols("WYSIWYG", env = e, src = "FRED")
}, silent = TRUE)
expect_inherits(x, "try-error")
if (nzchar(apikey)) {
x <- try({
getSymbols("WYSIWYG", env = e, src = "av", api.key = apikey)
}, silent = TRUE)
expect_inherits(x, "try-error")
}
x <- try({
getSymbols("WYS/WYG", env = e, src = "oanda")
}, silent = TRUE)
expect_inherits(x, "try-error")
# Individual getSymbols() "methods" should not error if only passed one symbol.
setSymbolLookup(AAPL = "yahoo", DGS10 = "FRED")
getSymbols("AAPL;DGS10", env = e)
expect_true(exists("AAPL", e))
expect_true(exists("DGS10", e))
}
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