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Single Item CREST market history extraction - Like @EVEprosper
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packages.list <- c("data.table", | |
"quantmod", | |
"jsonlite") | |
packages.new <- packages.list[!(packages.list %in% installed.packages()[,"Package"])] | |
if(length(packages.new)){ | |
install.packages(packages.new) | |
} | |
library(data.table) | |
library(quantmod) | |
library(jsonlite) | |
CREST_BASE = "https://crest-tq.eveonline.com/" | |
## GET TYPEID/REGION ID FROM http://eve-marketdata.com/developers/index.php ## | |
typeID = "29668" | |
#typeID = "37455" | |
regionID = "10000002" | |
chart_path = paste0(getwd(),"/Plots/") | |
dir.create(chart_path, showWarnings=FALSE) | |
plot.width = 1600 | |
plot.height = 900 | |
## SEE quantmod.com for TA ARGS ## | |
TA_args = "addBBands(15,2);addVo();addMACD(5,15,5);addRSI();addLines(h=30, on=4);addLines(h=70, on=4)" | |
graph_subset = "last 365 days" | |
#graph_subset = "last 1 years" | |
## FETCH ID/NAME CONVERSIONS FROM CREST ## | |
typeID_addr <- paste0(CREST_BASE, "inventory/types/", typeID, "/") | |
typeID.json <- fromJSON(readLines(typeID_addr)) | |
typeName <- typeID.json$name | |
regionID_addr <- paste0(CREST_BASE, "regions/", regionID, "/") | |
regionID.json <- fromJSON(readLines(regionID_addr)) | |
regionName <- regionID.json$name | |
## FETCH PRICE HISTORY FROM CREST AND INSERT INTO QUANTMOD ## | |
priceHistory_addr = paste0(CREST_BASE, "market/", regionID, "/history/?type=", CREST_BASE, "inventory/types/", typeID, "/") | |
market.json <- fromJSON(readLines(priceHistory_addr)) | |
market.data.json <- data.table(market.json$items) | |
market.data <- market.data.json[,list(Date = as.Date(date)[-1], | |
Volume= volume[-1], | |
High = highPrice[-1], | |
Low = lowPrice[-1], | |
Close =avgPrice[-1], | |
Open = avgPrice)] | |
n <- nrow(market.data) | |
market.data <- market.data[1:n-1,] | |
## FILTER OUT HIGH/LOW FLIERS ## | |
low_flag = quantile(market.data$Low,.25)/5 | |
high_flag = quantile(market.data$High,.75)*5 | |
market.data$Low[market.data$Low<=low_flag] <-min(market.data$Open,market.data$Close) | |
market.data$High[market.data$High>=high_flag] <-max(market.data$Open,market.data$Close) | |
## BUILD GRAPH AND PRINT PNG ## | |
graph_title <- paste(typeName,Sys.Date(),regionName, sep=" - ") | |
image_title <- paste(typeName,Sys.Date(),regionID, sep="_") | |
market.data.ts <- xts(market.data[,-1,with=F], order.by=market.data[,Date], period=7) | |
png(paste0(chart_path,image_title,".png"), width=plot.width, height=plot.height) | |
chartSeries(market.data.ts, | |
name = graph_title, | |
TA = TA_args, | |
subset = graph_subset) | |
dev.off() | |
## SAVE DATA TO CSV FOR OTHER PLATFORMS ## | |
write.csv(market.json, paste0(chart_path,image_title,".csv"), row.names=FALSE) | |
write.csv(market.data, paste0(chart_path,image_title,"_OHLC.csv"), row.names=FALSE) |
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Makes candlesticks that look like this. Find typeID lookup at eve-marketdata.com