1 files changed, 22 insertions, 18 deletions
diff --git a/getBloombergData.R b/getBloombergData.R
index 302aac9..ccb0b41 100644
--- a/getBloombergData.R
+++ b/getBloombergData.R
@@ -1,23 +1,22 @@
-getBloombergData <- function(conn,ticker,start,date){
+getBloombergData <- function(conn,ticker,start.date){
+  require(TTR)
   ohlc <- bdh(conn,paste(ticker,"Equity"),c("PX_OPEN","PX_HIGH","PX_LOW","PX_LAST","VOLUME"),start.date,dates.as.row.names=F)
   colnames(ohlc) <- c("Date","Open","High","Low","Close","Volume")
   ohlc <- xts(ohlc[,-1],as.Date(ohlc$Date))
   #split information
-  override_field="DVD_START_DT" #DVD_END_DT
-  override_values=format(start,"%Y%M%d")
-  spl <-  bds(conn,paste(ticker,"Equity"),c("EQY_DVD_ADJUST_FACT"),override_field,override_values)
-   # bds returns NULL if there is no data.
-   #Adjustment Factor Operator Type
-   # 1 = div
-   # 2 = mul
-   # 3 = add
-   # 4 = sub
-   #Adjustment Factor Flag
-   # 1 = prices only
-   # 2 = volumes only
-   # 3 = prices and volume
+  spl <-  bds(conn,paste(ticker,"Equity"),c("EQY_DVD_ADJUST_FACT"))
+  # bds returns NULL if there is no data.
+  #Adjustment Factor Operator Type
+  # 1 = div
+  # 2 = mul
+  # 3 = add
+  # 4 = sub
+  #Adjustment Factor Flag
+  # 1 = prices only
+  # 2 = volumes only
+  # 3 = prices and volume
 
-   # can't handle 3 or 4 yet
+  # can't handle 3 or 4 yet
   if(NROW(spl)!=0){
     if (NROW(spl[spl[,"Adjustment Factor Operator Type"]%in% c(3,4),])>0){
       stop("case not handled")
@@ -33,16 +32,21 @@ getBloombergData <- function(conn,ticker,start,date){
     }
   }
   #div information
-  div <- bds(conn,paste(ticker,"Equity"),c("DVD_HIST"),override_fields,override <- values)
+  #we need to override the end date as well cause the Ex-Date might be in the
+  #future
+  override_fields <- c("DVD_START_DT", "DVD_END_DT")
+  override_values <- c(format(start.date,"%Y%m%d"),format(Sys.Date(),"%Y%m%d"))
+  div <- bds(conn,paste(ticker,"Equity"),c("DVD_HIST"),override_fields,override_values)
   if(NROW(div)!=0){
     div <- xts(div$"Dividend Amount",as.Date(div$"Ex-Date"))
   }
   if(is.null(div)&&is.null(spl)){
     divspl <- NULL
   }else if(is.null(div)){
-    divspl <- merge(NA,spl,all=T)
+    #need to use merge.xts, otherwise spl is cast to a numeric
+    divspl <- merge.xts(NA,spl,all=T)
   }else if(is.null(spl)){
-    divspl <- merge(div,NA,all=T)
+    divspl <- merge.xts(div,NA,all=T)
   }else{
     divspl <- merge(div,spl,all=T)
   }