analysis of stock market through Google Finance

ideas/stockmarket/GoogleFinance.R

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+#
+# ANALYSIS of STOCK TIME SERIES
+#
+
+# LIBRARIES and SETTINGS
+library(lattice)
+
+# FUNCTIONS
+stockAnalysis <- function(symbol, from) {
+
+        # set locale to make Date readable
+        lct <- Sys.getlocale("LC_TIME"); Sys.setlocale("LC_TIME", "C")
+
+        # gather data
+        url <- paste0("https://www.google.com/finance/historical?q=",
+                      symbol, "&startdate=", from, "&output=csv")
+        idata <- read.csv(url, stringsAsFactors = FALSE)
+        names(idata)[1] <- "Date"
+
+        # organize data
+        idata$Date <- as.Date(idata$Date,'%d-%B-%y')
+        idata$Year <- as.factor(format(idata$Date, "%Y"))
+        idata$Day  <- as.Date(format(idata$Date, "%d-%m"), "%d-%m")
+
+        # select data
+        pdata <- idata[idata$Date >= "1990-01-01" &
+                               idata$Date < "2016-01-01",]
+
+        # base plot data
+        # plot(pdata$Date, pdata$Close, type = "l")
+
+        # lattice plot data
+        plot <- 
+                xyplot(Close ~ Day | Year, data = pdata, main = symbol,
+                       panel = function(x, y, ...) {
+                               c <- lm(y ~ x)$coefficient[2]
+                               if(c >  0) { panel.fill(col = "lightgreen") }
+                               if(c <= 0) { panel.fill(col = "coral") }
+                               ## First call default panel function
+                               panel.xyplot(x, y, ...)
+                               ## Overlay a simple linear regression line
+                               panel.lmline(x, y, col = 2, lwd = 2)
+                       })
+
+        # reset locale
+        Sys.setlocale("LC_TIME", lct)
+
+        # output
+        plot
+}
+
+# MAIN
+## DJIA ETF
+symbol <- 'NYSEARCA:DIA'
+from   <- '1990-01-01'
+png(file = "DJIA.png")
+        stockAnalysis(symbol, from)
+dev.off()
+
+## S&P 500 ETF
+symbol <- 'NYSEARCA:SPY'
+from   <- '1990-01-01'
+png(file = "SP500.png")
+stockAnalysis(symbol, from)
+dev.off()
+
+## EURO STOXX 50 ETF
+symbol <- 'NYSEARCA:FEZ'
+from   <- '1990-01-01'
+png(file = "ES50.png")
+stockAnalysis(symbol, from)
+dev.off()
+
+## GOLD ETF
+symbol <- 'NYSEARCA:GLD'
+from   <- '1990-01-01'
+png(file = "Gold.png")
+stockAnalysis(symbol, from)
+dev.off()