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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-14 01:12:46 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2011-10-14 01:12:46 -0400 |
| commit | 13b979c5152960458736a33a428b06d6e342ea7a (patch) | |
| tree | e0c67aa7d550ce7007fb554ae6c4252bce910b0c /bloomberg-data.R | |
| parent | 2275d3d22d9cc40f2b90ef33d403f2a8535dc7cd (diff) | |
| download | bandit-13b979c5152960458736a33a428b06d6e342ea7a.tar.gz | |
Preliminary getBloombergData function
not very robust yet, need to test more corner cases.
Diffstat (limited to 'bloomberg-data.R')
| -rw-r--r-- | bloomberg-data.R | 9 |
1 files changed, 3 insertions, 6 deletions
diff --git a/bloomberg-data.R b/bloomberg-data.R index 92d864a..8118d6c 100644 --- a/bloomberg-data.R +++ b/bloomberg-data.R @@ -1,4 +1,5 @@ require(RBloomberg) +source(getBloombergData.R) conn <- blpConnect(jvm.params = "-Xmx1024m") sp500.tickers <- as.character(bds(conn,"SPX Index","INDX_MEMBERS")[,1]) #remove exchange information @@ -8,15 +9,11 @@ for(i in 1:length(sp500.tickers)){ } list.sp500 <- list() -for(i in 1:length(sp500.tickers)){ +for(i in 1:10){ ticker <- sp500.tickers[i] - list.sp500[[ticker]] <- bdh(conn,paste(ticker,"Equity"),c("PX_OPEN","PX_HIGH","PX_LOW","PX_LAST"),as.Date("2000-01-01"),dates.as.row.names=F) + list.sp500[[ticker]] <- getBloombergData(conn,ticker,start.date) } -#split information -EQY_DVD_HIST_SPLITS -#dividend information -DVD_HIST add <- read.table("sp500 add.csv",sep=",",fill=T,header=T,colClasses="character",quote="") add$date <- as.Date(add$date,format="%m/%d/%Y") |