Join GitHub today
GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together.
Sign upFeature request: enable getSymbols.av to retrieve weekly adjusted data #212
Comments
|
Thanks for letting me know they've added that functionality to their API! I also see they've added monthly adjusted time series too, so I've included that in my patch. Thanks for your contribution! |
Description
Presently, when requesting adjusted data, passing any periodicity argument to getSymbols.av other than "daily" results in the error "Only daily data can be adjusted". (Presently, lines 1304-1305 of getSymbols.R).
However, alpha vantage has added monthly and weekly adjusted time series, namely, TIME_SERIES_WEEKLY_ADJUSTED etc.
Is there any reason that getSymbols.R cannot be modified (at approximately lines 1304-1314) to allow getSymbols.av to access TIME_SERIES_WEEKLY_ADJUSTED if adjusted weekly data is requested?