##########################################
## List of securities (Yahoo tickers)
## thertrader@gmail.com - Nov. 2015
##########################################
theInstruments = c("^GSPC",
                   "SPY",
                   "QQQ",
                   "DDM",
                   "EFA",
                   "EEM",
                   "EWJ")
##########################################
## Daily prices from Yahoo
## thertrader@gmail.com - Nov. 2015
##########################################
library(quantmod)

startDate = "2000-01-01"
thePath = "D:\\daily\\data\\"
source(paste(thePath,"code\\listOfInstruments.r",sep=""))

for (ii in theInstruments){
 print(ii)
 data = getSymbols(Symbols = ii,
                   src = "yahoo",
                   from = startDate,
                   auto.assign = FALSE)
 colnames(data) = c("open","high","low","close","volume","adj.")
 write.zoo(data,paste(thePath,ii,".csv",sep=""),sep=",",row.names=FALSE)
}
##########################################
## Update data files
## thertrader@gmail.com - Nov. 2015
##########################################
library(quantmod)

lookback = 60
startDate = Sys.Date() - lookback
thePath = "D:\\daily\\data\\"
theFiles = list.files(path=thePath,pattern=".csv")

for (ii in theFiles){
 data = read.csv(paste(thePath,ii,sep=""))
 data = xts(data[,c("open","high","low","close","volume","adj.")],
 order.by = as.Date(data[,"Index"],format="%Y-%m-%d"))
 lastHistoricalDate = index(data[nrow(data),])

 recent = getSymbols(Symbols = substr(ii,1,nchar(ii)-4),
                      src = "yahoo",
                      from = statDate,
                      auto.assign = FALSE)
 colnames(recent) = c("open","high","low","close","volume","adj.")

 pos = match(as.Date(lastHistoricalDate,format="%Y-%m-%d"),index(recent))

 if (!is.na(pos)){
  if (pos == nrow(recent))
   print("File already up-to-date")

  if (pos < nrow(recent)){
   dt = NULL
   dt = rbind(data,recent[(pos+1):nrow(recent),])
   write.zoo(dt,paste(thePath,ii,sep=""),sep=",",row.names=FALSE)
  }
 }

 if (is.na(pos))
  print("Error: dates do not match")

   Create a batch file (updateDailyPrices.bat)
##########################################
## Another important part of the job is creating a batch file that automates the updating process above
## (I’m a Windows user). This avoids opening R/RStudio and run the code from there. The code below is placed on a .bat file
## (the path has to be amended with the reader’s setup). Note that I added an output file (updateLog.txt) to track the execution.
##########################################

cd ../..
C:\progra~1\R\R-3.1.2\bin\R.exe CMD BATCH --vanilla --slave "D:\daily\d