Catch and warn for Alpha Vantage and Tiingo

Replace the lapply(Symbols, ...) with a for loop, so we can reuse the
same error-catching logic as the other getSymbols() 'methods'.

Also add tests to ensure all getSymbols() 'methods' catch errors
correctly. Only those that do not require a DB are tested.

Fixes #135.

R/getSymbols.R

@@ -1440,12 +1440,26 @@ getSymbols.av <- function(Symbols, env, api.key,
     return(mat)
   }
 
-  matrices <- lapply(Symbols, FUN=downloadOne,
-                     default.return.class=default.return.class,
-                     default.periodicity=default.periodicity)
-
+  returnSym <- Symbols
+  noDataSym <- NULL
+  matrices <- list()
+
+  for(i in seq_along(Symbols)) {
+    test <- try({
+      matrices[[i]] <- downloadOne(Symbols[[i]],
+        default.return.class = default.return.class,
+        default.periodicity = default.periodicity)
+    }, silent = TRUE)
+    if (inherits(test, "try-error")) {
+      msg <- attr(test, "condition")$message
+      warning("Unable to import ", dQuote(returnSym[[i]]), ".\n",
+        msg, call. = FALSE, immediate. = TRUE)
+      noDataSym <- c(noDataSym, returnSym[[i]])
+    }
+  }
+
   if (auto.assign) {
-    return(Symbols)
+    return(setdiff(returnSym, noDataSym))
   } else {
     return(matrices[[1]])
   }
@@ -1562,12 +1576,26 @@ getSymbols.tiingo <- function(Symbols, env, api.key,
     return(xts.data)
   }
 
-  matrices <- lapply(Symbols, FUN=downloadOne,
-                     default.return.class=default.return.class,
-                     default.periodicity=default.periodicity)
+  returnSym <- Symbols
+  noDataSym <- NULL
+  matrices <- list()
+
+  for(i in seq_along(Symbols)) {
+    test <- try({
+      matrices[[i]] <- downloadOne(Symbols[[i]],
+        default.return.class = default.return.class,
+        default.periodicity = default.periodicity)
+    }, silent = TRUE)
+    if (inherits(test, "try-error")) {
+      msg <- attr(test, "condition")$message
+      warning("Unable to import ", dQuote(returnSym[[i]]), ".\n",
+        msg, call. = FALSE, immediate. = TRUE)
+      noDataSym <- c(noDataSym, returnSym[[i]])
+    }
+  }
 
   if (auto.assign) {
-    return(Symbols)
+    return(setdiff(returnSym, noDataSym))
   } else {
     return(matrices[[1]])
   }

tests/test_getSymbols.R

@@ -21,3 +21,54 @@ if (apikey != "") {
     adjusted = TRUE, periodicity = "monthly", auto.assign = FALSE)
   stopifnot(has.Ad(ibm_monthly_adj))
 }
+
+# Checks to ensure caught errors do not prevent other symbols from loading.
+# Use one symbol that always works (e.g. from disk) and another that fails.
+data(sample_matrix, package = "xts")
+IBM <- as.xts(sample_matrix)
+cn <- c("Open", "High", "Low", "Close")
+
+td <- tempdir()
+tf <- file.path(td, "IBM.rda")
+save(IBM, file = tf)
+tf <- file.path(td, "IBM.csv")
+write.zoo(IBM, file = tf, sep = ",")
+rm(IBM)
+
+e <- new.env()
+
+x <- try({
+  getSymbols("IBM;WYSIWYG", env = e, src = "csv", dir = td, col.names = cn)
+}, silent = TRUE)
+stopifnot(exists("IBM", e))
+rm(IBM, pos = e)
+
+x <- try({
+  getSymbols("IBM;WYSIWYG", env = e, src = "rda", dir = td, col.names = cn)
+}, silent = TRUE)
+stopifnot(exists("IBM", e))
+rm(IBM, pos = e)
+
+x <- try({
+  getSymbols("IBM;WYSIWYG", env = e, src = "yahoo")
+}, silent = TRUE)
+stopifnot(exists("IBM", e))
+rm(IBM, pos = e)
+
+x <- try({
+  getSymbols("IBM;WYSIWYG", env = e, src = "av", api.key = apikey)
+}, silent = TRUE)
+stopifnot(exists("IBM", e))
+rm(IBM, pos = e)
+
+x <- try({
+  getSymbols("DGS10;WYSIWYG", env = e, src = "FRED")
+}, silent = TRUE)
+stopifnot(exists("DGS10", e))
+rm(DGS10, pos = e)
+
+x <- try({
+  getSymbols("EUR/USD;WYSIWYG", env = e, src = "oanda")
+}, silent = TRUE)
+stopifnot(exists("EURUSD", e))
+rm(EURUSD, pos = e)