Setting default arguments for getSymbols()

Importing and Managing Financial Data in R

Joshua Ulrich

Quantitative Analyst & quantmod Co-Author and Maintainer

getSymbols() “methods”

getSymbols() doesn't contain code to import data
Code for each data source are in a getSymbols.[source] "method"
For example:

# You call getSymbols()
getSymbols("GDP", src = "FRED")

# getSymbols() calls source "method"
getSymbols.FRED("GDP")

Users should not call getSymbols() "methods" directly

Use setDefaults() to change default data source

setDefaults(getSymbols, src = "FRED")

gdp <- getSymbols("GDP", auto.assign = FALSE) 
# Note the 'src' attribute
str(gdp)

 An 'xts' object on 1947-01-01/2016-10-01 containing:
   Data: num [1:280, 1] 243 246 250 260 266 ...
  - attr(*, "dimnames")=List of 2
   ..$ : NULL
   ..$ : chr "GDP"
   Indexed by objects of class: [Date] TZ: UTC
   xts Attributes:  
 List of 2
  $ src    : chr "FRED"
  $ updated: POSIXct[1:1], format: "2017-02-13 08:46:50"

setDefaults()

Sets new default arguments using name = value pairs
Only alters behavior for getSymbols()
Stores values in global options()

Other arguments

Find formal arguments for a getSymbols() source method
- Use args(): args(getSymbols.yahoo)
- Use help(): help("getSymbols.yahoo")

Default from and to values

args(getSymbols.yahoo)
 function (Symbols, env, return.class = "xts", index.class = "Date", 
     from = "2007-01-01", to = Sys.Date(), ...)

setDefaults(getSymbols.yahoo, from = "2016-01-01", to = "2016-12-31") 
aapl <- getSymbols("AAPL", auto.assign = FALSE) 
str(aapl)

 An 'xts' object on 2016-01-04/2016-12-30 containing:
   Data: num [1:252, 1:6] 102.6 105.8 100.6 98.7 98.6 ...
  - attr(*, "dimnames")=List of 2
   ..$ : NULL
   ..$ : chr [1:6] "AAPL.Open" "AAPL.High" "AAPL.Low" "AAPL.Close" ...
   Indexed by objects of class: [Date] TZ: UTC
   xts Attributes:  
 List of 2
  $ src    : chr "yahoo"
  $ updated: POSIXct[1:1], format: "2017-02-13 08:46:50"

getDefaults()

getDefaults()

"getSymbols.yahoo"

getDefaults(getSymbols.yahoo)

$from
"'2016-01-01'"

$to
"'2016-12-31'"

Values returned do not imply those functions to accept user-specified defaults

setDefaults(load, 
            file = "my_file.RData")

# Will not alter behavior
getDefaults(load)

$file
"'my_file.RData'"

Let's practice!

Importing and Managing Financial Data in R