gaincapital.R

getSymbol.gainc <- function(pair, year, month) {
  # Required packages, loads both zoo and xts
  require("xts")
  op <- options()
  options("digits.secs"=5)
  options("download.file.method"="wget")
  
  basepair = paste(tolower(pair), year, month, sep="_")
  pair = toupper(pair)
  pair = paste(substr(pair, 1, 3), "_", substr(pair,4, 6), sep="")
  
  if(file.exists(paste(toupper(basepair), ".rdata", sep=""))) {
    cat(toupper(basepair), ".rdata", sep="")
    load(paste(toupper(basepair), ".rdata", sep=""))
    return (get(pair))
  } else if(file.exists(paste(basepair, ".zip", sep=""))) {
    print("El fichero existe pasandolo a data")
    data <- read.csv(unz(paste(basepair, ".zip", sep=""), paste(basepair, ".csv", sep="")), header=TRUE ,sep=",")
    # unlink(paste(basepair, ".csv", sep=""))
  } else {
    
    # Parsing the arguments
    
    year = as.numeric(year)
    month = as.numeric(month)
    mon = c('January', 'February', 'March', 'April', 'May', 'June', 'July', 'August', 'September', 'October', 'November', 'December') [month]
    slash = ifelse((month<10), ("/0"), ("/"))
    
    # Download html file; works on linux with
    tmpname = paste("gaindatatempfile", year, month, sep="")
    htmlurl = paste("http://ratedata.gaincapital.com/", year, slash, month, "%20", mon, "/", sep="")
    download.file(htmlurl, tmpname, quiet=TRUE)
    
    # Parse the html file for pair records
    txtl=invisible(readLines(file(tmpname)))
    
    m <- regexpr(paste(pair, "(.*?)zip", sep=""), txtl)
    pairlist <- regmatches(txtl, m)
    
    # Close the connection and delete the html file
    closeAllConnections()
    # unlink (tmpname)
    
    # Preparing to download data files
    dlurl <- paste("http://ratedata.gaincapital.com/", year, slash, month, " ", mon, "/", pairlist[], sep="")
    
    for (i in 1:length(pairlist)) {
      # Tempororary string variables
      zipfile = pairlist[i]
      print(paste("Tratando fichero ", zipfile))
      csvfile = gsub(".zip", ".csv", pairlist[i])
      
      # Download zip file and extract the csv
      if(!file.exists(zipfile)) {
        print("Fichero no existe, bajando")
        download.file(dlurl[i], zipfile)
      } else {
        print("Fichero ya existe")
      }
      print("Descomprimiendo en tmpdata")
      tmpdata = read.csv(unz(zipfile, csvfile), header=TRUE ,sep=",")
      
      # Create zoo objects and append in series
      if (i == 1) {
        print("Es el primer fichero paso a data")
        data = tmpdata
      } else {
        print("No es el primer fichero lo paso a data con rbind")
        data = rbind(data, tmpdata)
      }
      
      # Close all connections and delete the zip file
      closeAllConnections()
      # unlink(csvfile)
      # unlink (zipfile)
    }
  }
  
  data <- data[!duplicated(data$RateDateTime),]
  data <- as.xts(zoo(data[, c("RateBid", "RateAsk")], as.POSIXct(strptime((data[,c("RateDateTime")]), "%Y-%m-%d %H:%M:%OS"))))
  
  colnames(data) <- c("sell", "buy")
  cat("Asignando data a ", pair, "\n")
  assign(pair, data)
  rm(data)
  save(list=pair, file=paste(toupper(basepair),".rdata", sep=""))
  
  return (get(pair))
}