Merge branch '247_getquote_tiingo'

Fixes #247, fixes #250.

R/getQuote.R

@@ -314,3 +314,59 @@ getQuote.av <- function(Symbols, api.key, ...) {
   rownames(output) <- output$Symbol
   return(output[, c("Trade Time", "Last", "Volume")])
 }
+
+`getQuote.tiingo` <- function(Symbols, api.key, ...) {
+  # docs: https://api.tiingo.com/docs/iex/realtime
+  # NULL Symbols will retrieve quotes for all symbols 
+  importDefaults("getQuote.tiingo")
+  if(!hasArg("api.key")) {
+    stop("getQuote.tiingo: An API key is required (api.key). ",
+         "Registration at https://api.tiingo.com/.", call. = FALSE)
+  }
+
+  base.url <- paste0("https://api.tiingo.com/iex/?token=", api.key)
+  r <- NULL
+  if(is.null(Symbols)) {
+    batch.size <- 1L
+    batch.length <- 1L
+  } else {
+    batch.size <- 100L
+    batch.length <- length(Symbols)
+  }
+
+  for(i in seq(1L, batch.length, batch.size)) {
+    batch.end <- min(batch.length, i + batch.size - 1L)
+    if(i > 1L) {
+      Sys.sleep(0.25)
+      cat("getQuote.tiingo downloading batch", i, ":", batch.end, "\n")
+    }
+
+    if(is.null(Symbols)) {
+      batch.url <- base.url
+    } else {
+      batch.url <- paste0(base.url, "&tickers=", paste(Symbols[i:batch.end], collapse = ","))
+    }
+
+    batch.result <- jsonlite::fromJSON(batch.url)
+    # do type conversions for each batch so we don't get issues with rbind
+    for(cn in colnames(batch.result)) {
+      if(grepl("timestamp", cn, ignore.case = TRUE)) {
+        batch.result[, cn] <- as.POSIXct(batch.result[, cn])
+      }
+      else if(cn != "ticker") {
+        batch.result[, cn] <- as.numeric(batch.result[, cn])
+      }
+    }
+    r <- rbind(r, batch.result)
+  }
+
+  colnames(r) <- gsub("(^[[:alpha:]])", "\\U\\1", colnames(r), perl = TRUE)
+  r[, "Trade Time"] <- r[, "LastSaleTimestamp"]
+
+  # merge join to produce empty rows for missing results from AV
+  # so that return value has the same number of rows and order as the input
+  if(!is.null(Symbols)) r <- merge(data.frame(Ticker = Symbols), r, by = "Ticker", all.x = TRUE)
+  rownames(r) <- r$Ticker
+  std.cols <- c("Trade Time", "Open", "High", "Low", "Last", "Volume")
+  return(r[, c(std.cols, setdiff(colnames(r), c(std.cols, "Ticker")))])
+}