Financial data in R - Stocks Price - yfR

The yfR Package - Data from Yahoo Finance for your Projects in R.

What is yfR?

If you are looking for data sources for your projects, I am sure that using financial data has come to your mind at some point.

We are going to see how to make available to in R historical stock data.

yfR is a new package available in R that will simplify the financial data collection from Yahoo Finance.

You can find the source code at:

• https://cran.r-project.org/web/packages/yfR/index.html
• https://github.com/ropensci/yfR

Previous work - BatchGetSymbols

Previously there author of this function created the package BatchGetSymbols, but now it has been improved https://github.com/msperlin/BatchGetSymbols.

Using the yfR Package

How to install yfR in RStudio

You can install yfR in R with any of the following commands:

# CRAN (stable)
install.packages('yfR')

# Github (dev version)
devtools::install_github('ropensci/yfR')

# ropensci
install.packages("yfR", repos = "https://ropensci.r-universe.dev")

Using yfR in R together with plotly

You can use yfR to query historical stock data in R the following way:

hist_price <- yf_get(tickers = test_ticker,
                        first_date= initial_date,
                        last_date= ending_date,
                        thresh_bad_data = 0.2,
                        freq_data="monthly") %>% select(ticker, price_close, ref_date) 
                        
hist_price$ym <- format(as.Date(hist_price$ref_date), "%Y-%m")
hist_price$Year <- as.integer(format(as.Date(hist_price$ref_date), "%Y"))

Then, just get some help from plotly to create one interactive visualization:

       plot_ly(hist_price, type = 'scatter', mode = 'lines') %>%
                          add_trace(x = ~ym, y = ~price_close, name = ~ticker)