Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu -- Do you know how to read? http://www.alienetworks.com/srtest.cfm Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
Hi Liviu,
try yahooSeries from fImport
example:
library("fImport")
yahooSeries("EURUSD=X")
Best,
andreas
--
www.er.ethz.ch/people/ahuesler
You can try something about like this:
foo <- function(from, to, date){
url <-
"http://www.oanda.com/convert/classic?script=..%2Fconvert%2Fclassic&language=en&value=1"
params <-
sprintf("%s&date=%s&exch=%s&exch2=&margin_fixed=0&expr=%s&expr2=&SUBMIT=Convert+Now&lang=en&date_fmt=us",
url, format(as.Date(date), "%m/%d/%y"), from, to)
Lines <- readLines(params)
value <- gsub(".*([0-9]\\.+[0-9]+).*", "\\1",
grep("nl", grep(from,
grep(to, Lines, value = TRUE), value = TRUE), value = TRUE))
as.numeric(value)
}
foo('BRL', 'USD', '2009-10-14')
On Wed, Oct 14, 2009 at 6:40 AM, Liviu Andronic <landronimirc at
gmail.com> wrote:> Dear all
> Is there any R function that would perform currency conversion using
> up-to-date exchange rates? I would be looking for a function that
> allows to download recent exchange rates (say, from Yahoo!) and then
> use these in converting currencies (say, USD to EUR).
>
> I am not sure whether r-sig-finance would be more appropriate, but the
> (off-)topic feels general enough to me. Thank you
> Liviu
>
>
>
> --
> Do you know how to read?
> http://www.alienetworks.com/srtest.cfm
> Do you know how to write?
> http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Henrique Dallazuanna
Curitiba-Paran?-Brasil
25? 25' 40" S 49? 16' 22" O
There was such a function in the form of getFX in package=quantmod ,
but testing it makes me think there might have been a change in how
the website on which it depended might be expecting to get requests.
library(quantmod)
> getFX("EUR/USD",from=as.Date("2008-01-01"))
Error: oanda.com limits data to 500 days per request
You might look at how they implemented it and see if it could be
modified to work with your selected target web-server.
Or you could see if Rowlingson's reply to james in the archives was
helpful:
http://finzi.psych.upenn.edu/Rhelp08/2009-June/202979.html
--
David
On Oct 14, 2009, at 5:40 AM, Liviu Andronic wrote:
> Dear all
> Is there any R function that would perform currency conversion using
> up-to-date exchange rates? I would be looking for a function that
> allows to download recent exchange rates (say, from Yahoo!) and then
> use these in converting currencies (say, USD to EUR).
>
> I am not sure whether r-sig-finance would be more appropriate, but the
> (off-)topic feels general enough to me. Thank you
> Liviu
>
>
>
> --
> Do you know how to read?
> http://www.alienetworks.com/srtest.cfm
> Do you know how to write?
> http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT