How to get R DataFrame from quantmod into Julia

[Reuben]

HI,

I am trying to use the quantmod "getFinancials" and "viewFinancials" functions to easily get financial statements into julia.

using RCall, DataFrames

reval("library(\"quantmod\")")

r= reval("getFinancials('GOOGL')")

t = reval("viewFinancials(GOOGL.f, type = 'IS', period = 'Q')")

When I all do this in a julia notebook, get a decent looking table of what i am looking for: https://www.dropbox.com/s/uqd42wm4jwq8mz3/Screenshot%202016-09-03%2017.41.20.png?dl=0

However, when I try to display this information in a julia dataframe, i just end up with a collection of julia arrays: https://www.dropbox.com/s/taobxhqc26jc7tk/Screenshot%202016-09-03%2017.42.15.png?dl=0

Perhaps the issue is the R dataframe not being exactly in the format Julia is expecting; I'm not familiar with the R side much. The data is there, this is basically working, but it would be nice to get a full fledged Julia DataFrame with proper row labels.

-Reuben

[Reuben]

Actually, for clarification, what i am really looking for is a way to use a dictionarly-like indexing to get data based on the row label name. Whether i ever get it looking pretty in the notebook is not significant.

[Milan Bouchet-Valat]

Indeed, the result of viewFinancials() is not a data.frame, but a
matrix with names. Looks like names are currently not preserved, I've
file an issue:
https://github.com/JuliaStats/RCall.jl/issues/144

As a workaround, you can convert the results to a data.frame before
passing them to Julia. Though you also need to move the row names into
a column to preserve them:
rcopy("cbind(Names=rownames(t), as.data.frame(t))")


Regards


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[Reuben]

Thank you Milan. Was able to work around based on your comment:

reval("library(\"quantmod\")")

r = reval("getFinancials('GOOGL')")

t = reval("viewFinancials(GOOGL.f, type = 'IS', period = 'Q')")

@rput t

u = rcopy("rownames(t)")

w = rcopy("colnames(t)")

v = @rget t

uf = DataFrame()

uf[:Field_Names] = u  

for i=1:length(w)

    uf[symbol(w[i])] = v[:,i]

end

uf