Add periodicity argument to getSymbols.yahoo

[joshuaulrich]

Kurt Hornik expressed an interest in being able to use getSymbols.yahoo() as a drop-in replacement for tseries::get.hist.quote(). Email snippet below:

>> Last night I looked at the possibility of changing
>> tseries::get.hist.quote() on top of quantmod::getSymbols (yahoo, in
>> essence), to move towards a single point of failure :-)
>>
> I've thought about that too, because I also have TTR::getYahooData().
> My thought is to deprecate that function and suggest people use
> getSymbols.yahoo() instead.

Sounds like a plan :-)

>> There is one "issue": get.hist.quote() has a 'compression' argument,
>> with comment
>>
>> ## Added new argument 'compression'.
>> ## May be "d", "w" or "m", for daily weekly or monthly.
>> ## Defaults to "d".
>> ## John Bollinger, 2004-10-27, www.BollingerBands.com, bbands@yahoo.com
>>
>> and then added as
>>
>> "&g=", compression,
>>
>> to the query.  If this is still "in place", would it possibly to enhance
>> getSymbols.yahoo() accordingly?
>>
> getSymbols.yahoo() doesn't currently have a notion of "compression",
> but the Yahoo URL does.  You just need to specify the interval as one
> of: 1d, 1wk, 1mo.
> So I could add a "periodicity" argument to getSymbols.yahoo() after
> "..." to allow you to specify daily, weekly, or monthly.

That would be perfect!