Package 'GetQuandlData'

Returns the default cache folder

Description

Returns the default cache folder

Usage

get_cache_folder()

Value

a path (temporary)

Examples

get_cache_folder()

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Get inform about quandl database

Description

Uses metadata link to download information about available series and dates for a given database id.

Usage

get_database_info(db_in, api_key)

Arguments

db_in	Database id (e.g. "RATEINF")
api_key	YOUR api key

Value

A dataframe

Examples

db_in <- 'RATEINF'
api_key <- 'YOUR_API_HERE'

## Not run: 
df_db <- get_database_info(db_in, api_key)

## End(Not run)

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Import data from Quandl API

Description

Uses the json api from Quandl (<https://www.quandl.com/tools/api>) to import data into an R session. The great benefit from the original Quandl::Quandl is the use of package memoise to cache results, organization of the output dataframe in the tidy/long format and passing different multiple parameters to manipulate series.

Usage

get_Quandl_series(
  id_in,
  api_key = NULL,
  first_date = Sys.Date() - 365,
  last_date = Sys.Date(),
  do_cache = TRUE,
  order = "asc",
  collapse = "none",
  transform = "none",
  cache_folder = get_cache_folder()
)

Arguments

id_in	Character vector of ids to grab data. When using a named vector, the name is used to register the time series. Example: id_in <- c('US GDP' = 'FRED/GDP')
api_key	YOUR api key (get your own at <https://www.quandl.com/sign-up-modal?defaultModal=showSignUp>)
first_date	First date of all requested series as YYYY-MM-DD (default = Sys.date() - 365)
last_date	Last date of all requested series as YYYY-MM-DD (default = Sys.date() - 365)
do_cache	Do cache? TRUE (default) or FALSE. Sets the use of package memoise to cache results from the api
order	How to order the time series data: 'desc' (descending dates, default) or 'asc' (ascending)
collapse	Frequency of time series: 'none' (default), 'daily', 'weekly', 'monthly', 'quarterly', 'annual'
transform	Quandl transformation: 'none', 'diff', 'rdiff', 'rdiff_from', 'cumul', 'normalize'. Details at <https://docs.quandl.com/docs/parameters-2>
cache_folder	Folder where to save memoise cache files (temporary folder as default)

Details

ATTENTION: You'll need a api key in order to use this function. Get one at <https://www.quandl.com/sign-up-modal?defaultModal=showSignUp>.

Value

A dataframe in the long format

Examples

api_key <- 'YOUR_API_KEY_HERE'
id_in <- c('Inflation Canada' = 'RATEINF/INFLATION_CAN')
## Not run: 
 df <- get_Quandl_series(id_in = id_in, api_key = api_key)
 
## End(Not run)

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Fetches a single time series from Quandl

Description

Fetches a single time series from Quandl

Usage

get_single_Quandl(
  id_in,
  name_in,
  api_key,
  first_date,
  last_date,
  do_cache = TRUE,
  order = "asc",
  collapse = "none",
  transform = "none"
)

Arguments

id_in	Character vector of ids to grab data. When using a named vector, the name is used to register the time series. Example: id_in <- c('US GDP' = 'FRED/GDP')
name_in	Name of series to fetch
api_key	YOUR api key (get your own at <https://www.quandl.com/sign-up-modal?defaultModal=showSignUp>)
first_date	First date of all requested series as YYYY-MM-DD (default = Sys.date() - 365)
last_date	Last date of all requested series as YYYY-MM-DD (default = Sys.date() - 365)
do_cache	Do cache? TRUE (default) or FALSE. Sets the use of package memoise to cache results from the api
order	How to order the time series data: 'desc' (descending dates, default) or 'asc' (ascending)
collapse	Frequency of time series: 'none' (default), 'daily', 'weekly', 'monthly', 'quarterly', 'annual'
transform	Quandl transformation: 'none', 'diff', 'rdiff', 'rdiff_from', 'cumul', 'normalize'. Details at <https://docs.quandl.com/docs/parameters-2>

Value

A single dataframe

Examples

api_key <- 'YOUR_API_KEY_HERE'
id_in <- c('Inflation argentina' = 'RATEINF/INFLATION_ARG')
## Not run: 
 df <- get_single_Quandl(id_in = id_in, name_in = '',
                         api_key = api_key,
                         first_date = '2010-01-01',
                         last_date = Sys.Date())
 
## End(Not run)

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Transforms and organize json output to a tibble

Description

Transforms and organize json output to a tibble

Usage

json_to_tibble(l_in, id_in, name_in)

Arguments

l_in	Output of get_single_Quandl
id_in	Value of id
name_in	Name of id

Value

A beautiful dataframe

Examples

## Not run: 
my_id <- 'BCB/7832'
my_api <- 'YOURAPIHERE'
json_link <- sprintf(
                paste0('https://www.quandl.com/api/v3/datasets/%s',
                       '.json?start_date=2010-01-01?end_date=2019-09-30?',
                       'order=asc?collapse=none?transform=none?api_key=%s'),
                     my_id, my_api)
l_out <- jsonlite::fromJSON(json_link)
df <- json_to_tibble(l_out, id_in = my_id, name_in = 'Ibov change')

## End(Not run)

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