getSymbol error in R

Question

I get the error message:

Error in do.call(paste("getSymbols.", symbol.source, sep = ""), list(Symbols = current.symbols, : object 'from' not found

when I run the following code from Quantitative Trading with R from Georgakopoulos:

library(quantstrat)
library(xts)
library(TTR)
library(FinancialInstrument)
library(quantmod)
library(blotter)
library(PerformanceAnalytics)
library(foreach)


# CHAPTER 7
# Backtesting with Quantstrat
#################
# Initial setup #
#################
# Suppresses warnings
options("getSymbols.warning4.0" = FALSE)

# Do some house cleaning
rm(list = ls(.blotter), envir = .blotter)

# Set the currency and the timezone
currency('USD')
Sys.setenv(TZ = "UTC")

# Define symbols of interest
symbols <- c("XLB", #SPDR Materials sector
         "XLE", #SPDR Energy sector
         "XLF", #SPDR Financial sector
         "XLP", #SPDR Consumer staples sector
         "XLI", #SPDR Industrial sector
         "XLU", #SPDR Utilities sector
         "XLV", #SPDR Healthcare sector
         "XLK", #SPDR Tech sector
         "XLY", #SPDR Consumer discretionary sector
         "RWR", #SPDR Dow Jones REIT ETF
         "EWJ", #iShares Japan
         "EWG", #iShares Germany
         "EWU", #iShares UK
         "EWC", #iShares Canada
         "EWY", #iShares South Korea
         "EWA", #iShares Australia
         "EWH", #iShares Hong Kong
         "EWS", #iShares Singapore
         "IYZ", #iShares U.S. Telecom
         "EZU", #iShares MSCI EMU ETF
         "IYR", #iShares U.S. Real Estate
         "EWT", #iShares Taiwan
         "EWZ", #iShares Brazil
         "EFA", #iShares EAFE
         "IGE", #iShares North American Natural Resources
         "EPP", #iShares Pacific Ex Japan
         "LQD", #iShares Investment Grade Corporate Bonds
         "SHY", #iShares 1-3 year TBonds
         "IEF", #iShares 3-7 year TBonds
         "TLT" #iShares 20+ year Bonds)


# SPDR ETFs first, iShares ETFs afterwards
if(!"XLB" %in% ls()) {
  # If data is not present, get it from yahoo
  suppressMessages(getSymbols(symbols, from = from, to = to,  src = "yahoo",        adjust = TRUE))}

I have run this on two different machines. This exact code used to work on one. Now neither of them can run without producing this error. Thank you.

from is a variable that's not defined in this example. Where is this value supposed to be coming from? — MrFlick

discipulus discipulus · Accepted Answer · 2017-03-21T01:30:35

You have to define from and to variable in your code. Following runs perfectly well in my case:

if(!"XLB" %in% ls()) {
 # If data is not present, get it from yahoo
 suppressMessages(getSymbols(symbols, from = "1900-01-01",
                             to = "2017-03-21", src = "yahoo",
                             adjust = TRUE))
}

The output is

 [1] "XLB" "XLE" "XLF" "XLP" "XLI" "XLU" "XLV" "XLK" "XLY" "RWR" "EWJ" "EWG"
[13] "EWU" "EWC" "EWY" "EWA" "EWH" "EWS" "IYZ" "EZU" "IYR" "EWT" "EWZ" "EFA"
[25] "IGE" "EPP" "LQD" "SHY" "IEF" "TLT"

getSymbol error in R

1 Answers