load.instruments {FinancialInstrument} | R Documentation |
load instrument metadata into the .instrument environment
Description
This function will load instrument metadata (data about the data)
either from a file specified by the file
argument or
from a data.frame
specified by the metadata
argument.
Usage
load.instruments(file = NULL, ..., metadata = NULL, id_col = 1,
default_type = "stock", identifier_cols = NULL, overwrite = TRUE)
Arguments
file |
string identifying file to load, default NULL, see Details |
... |
any other passthru parameters |
metadata |
optional, data.frame containing metadata, default NULL, see Details |
id_col |
numeric column containing id if primary_id isn't defined, default 1 |
default_type |
character string to use as instrument type fallback, see Details |
identifier_cols |
character vector of field names to be passed as identifiers, see Details |
overwrite |
TRUE/FALSE. See |
Details
The function will attempt to make reasonable assumptions about what you're trying to do, but this isn't magic.
You will typically need to specify the type
of instrument to be loaded, failure to do so will generate a Warning and default_type
will be used.
You will need to specify a primary_id
, or define a id_col
that contains the data to be used as the primary_id of the instrument.
You will need to specify a currency
, unless the instrument type
is 'currency'
Use the identifier_cols
argument to specify which fields (if any) in the CSV are to be passed to instrument
as the identifiers
argument
Typically, columns will exist for multiplier
and tick_size
.
Any other columns necessary to define the specified instrument type will also be required to avoid fatal Errors.
Additional columns will be processed, either as additional identifiers for recognized identifier names, or as custom fields. See instrument
for more information on custom fields.
See Also
loadInstruments
,
instrument
,
setSymbolLookup.FI
,
getSymbols
,
getSymbols.FI
Examples
## Not run:
load.instruments(system.file('data/currencies.csv.gz',package='FinancialInstrument'))
load.instruments(system.file('data/root_contracts.csv.gz',package='FinancialInstrument'))
load.instruments(system.file('data/future_series.csv.gz',package='FinancialInstrument'))
## End(Not run)