The first part just works.
R> currency("USD")
[1] "USD"
R> future("AD", "USD", 100000)
[1] "AD"
Warning message:
In future("AD", "USD", 1e+05) :
underlying_id should only be NULL for cash-settled futures
R> future_series("AD_201206", expires="2012-06-18")
[1] "AD_201206"
R> getInstrument("AD_201206")
primary_id :"AD_201206"
currency :"USD"
multiplier :1e+05
tick_size : NULL
identifiers: list()
type :"future_series" "future"
root_id :"AD"
suffix_id :"201206"
expires :"2012-06-18"
Regarding the second part, I've never used setSymbolLookup.FI
. I'd either use setSymbolLookup
directly, or set a src
instrument attribute if I were going to go that route.
However, I'd probably make a getSymbols
method, maybe getSymbols.mycsv
, that knows how to find your data if you give it a dir
argument. Then, I'd just setDefaults
on your getSymbols
method (assuming that's how most of your data are stored).
I save data with saveSymbols.days()
, and use getSymbols.FI
daily. I think it wouldn't be much effort to tweak getSymbols.FI
to read csv files instead of RData files. So, I suggest looking at that code.
Then, you can just
setDefaults("getSymbols", src="mycsv")
setDefaults("getSymbols.mycsv", dir="path/to/dir")
Or, if you prefer
setSymbolLookup(AD_201206=list(src="mycsv", dir="/path/to/dir"))
or (essentially the same thing)
instrument_attr("AD_201206", "src", list(src="mycsv", dir="/path/to/dir")