cache.R

# Harvard Stats 107, Fall 2016, Dr. Parzen
# by David Wihl
# Download and cache stock symbol data
# Inspired from http://gekkoquant.com/2012/06/01/stock-data-download-saving-r/
library(quantmod)
fromDate = "2000-11-13"
toDate   = "2016-11-13"
funds    = read.csv(
  "data/vanguard.csv",
  header = T,
  colClasses = c("character", "character", "numeric")
)
stocksLst = funds$Ticker
savefilename <- "data/stockdata.RData" #The file to save the data in
startDate = as.Date(fromDate) #Specify what date to get the prices from
maxretryattempts <- 5 #If there is an error downloading a price how many times to retry

#Load the list of ticker symbols from a csv, each row contains a ticker
stockData <- new.env() #Make a new environment for quantmod to store data in
nrstocks = length(stocksLst) #The number of stocks to download

#Download all the stock data
for (i in 1:nrstocks) {
  for (t in 1:maxretryattempts) {
    tryCatch({
      #This is the statement to Try
      #Check to see if the variables exists
      #NEAT TRICK ON HOW TO TURN A STRING INTO A VARIABLE
      #SEE  http://www.r-bloggers.com/converting-a-string-to-a-variable-name-on-the-fly-and-vice-versa-in-r/
      if (!is.null(eval(parse(
        text = paste("stockData$", stocksLst[i], sep = "")
      )))) {
        #The variable exists so dont need to download data for this stock
        #So lets break out of the retry loop and process the next stock
        #cat("No need to retry")
        break
      }
      
      #The stock wasnt previously downloaded so lets attempt to download it
      cat("(",i,":",nrstocks,") ","Downloading ", stocksLst[i],"\t\t Attempt: ",t,"/",maxretryattempts,"\n")
      getSymbols(
        stocksLst[i],
        env = stockData,
        src = "yahoo",
        from = startDate,
        to = toDate,
        adjust = T
      )
    }
    #Specify the catch function, and the finally function
    , error = function(e)
      print(e))
  }
}

#Lets save the stock data to a data file
tryCatch({
  save(stockData, file = savefilename)
  cat("Sucessfully saved the stock data to %s", savefilename)
}
, error = function(e)
  print(e))