quandl_datatable now makes a metadata call to get proper types to then pass to readr.

Author: ClaytonJY

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: tidyquandl
 Title: A tidy interface to financial data via Quandl.com
-Version: 0.1.2.0
+Version: 0.1.2.9000
 Authors@R: person("Clayton", "Yochum", email = "[email protected]", role = c("aut", "cre"))
 Description: A tidy alternative to the `Quandl` package. Automatically batches and retries requests and ensures tibble outputs.
 License: MIT + file LICENSE
@@ -28,5 +28,5 @@ ByteCompile: true
 Encoding: UTF-8
 LazyData: true
 Roxygen: list(markdown = TRUE)
-RoxygenNote: 6.0.1
+RoxygenNote: 6.1.0
 VignetteBuilder: knitr

R/tables.R

@@ -1,6 +1,6 @@
 #' Retrieve data from a Quandl Tables API Endpoint
 #'
-#' This is a replacementfor [Quandl::Quandl.datatable] which allows for multiple
+#' This is a replacement for [Quandl::Quandl.datatable] which allows for multiple
 #' attempts, batches long parameters into multiple requests, always fetches all
 #' results, and always returns a tibble.
 #'
@@ -56,6 +56,9 @@ quandl_datatable <- function(code, ..., .batch = 50L) {
     stop("`.batch` must be a single integerish value")
   }
 
+  # get column types from metadata
+  type_df <- quandl_datatable_meta(code)$columns
+
   # process batches
   csv <- batch_parameters(list(...), .batch) %>%
     purrr::map(fetch_all_results, path = paste0("datatables/", code)) %>%      # make requests
@@ -65,7 +68,7 @@ quandl_datatable <- function(code, ..., .batch = 50L) {
     stringr::str_c(collapse = "\n")                                            # collapse to single string
 
   # read all at once
-  readr::read_csv(csv)
+  readr::read_csv(csv, col_types = convert_col_spec(type_df))
 }
 
 

R/utils.R

@@ -126,3 +126,25 @@ fetch_all_results <- function(params, path) {
 
   responses
 }
+
+
+#' Translate Quandl-provided types to readr-compatible column spec
+#' type_tbl should be from e.g. quandl_datatable_meta("WIKI/PRICES")$columns
+#'
+#' @noRd
+#' @keywords internal
+convert_col_spec <- function(type_tbl) {
+
+  types <- stringr::str_to_lower(type_tbl$type)
+
+  funcs <- dplyr::case_when(
+    stringr::str_detect(types, "^float|^bigdecimal|^double") ~ list(readr::col_double()),
+    stringr::str_detect(types, "^integer")                   ~ list(readr::col_integer()),
+    stringr::str_detect(types, "^datetime")                  ~ list(readr::col_datetime()),
+    stringr::str_detect(types, "^date")                      ~ list(readr::col_date()),
+    TRUE                                                     ~ list(readr::col_character())
+  ) %>%
+    rlang::set_names(type_tbl$name)
+
+  purrr::lift_dl(readr::cols)(funcs)
+}

man/quandl_datatable.Rd

@@ -36,7 +36,7 @@ describe("quandl_datatable()", {
   it("can be batched without affecting results", {
     tickers <- c("AAPL", "GOOGL", "MSFT")
 
-    expect_identical(
+    expect_equal(
       quandl_datatable("WIKI/PRICES", ticker = tickers, date = "2018-01-02"),
       quandl_datatable("WIKI/PRICES", ticker = tickers, date = "2018-01-02", .batch = 2L)
     )
@@ -46,7 +46,7 @@ describe("quandl_datatable()", {
     tickers <- c("AAPL", "GOOGL", "MSFT")
 
     # > 100 results
-    expect_identical(
+    expect_equal(
       quandl_datatable("WIKI/PRICES", ticker = tickers, date.gte = "2018-01-01", date.lt = "2018-02-01"),
       quandl_datatable("WIKI/PRICES", ticker = tickers, date.gte = "2018-01-01", date.lt = "2018-02-01", qopts.per_page = 20, .batch = 2L)
     )

tests/testthat/test-tables.R

@@ -116,3 +116,20 @@ describe("batch_params()", {
     expect_error(tidyquandl:::batch_parameters(params, 10L), "not yet supported")
   })
 })
+
+describe("convert_col_spec()", {
+
+  it("converts types as expected", {
+    type_df <- data.frame(
+      name = letters[1:8],
+      type = c("float", "BigDecimal(34, 12)", "double", "integer", "Datetime", "Date", "String", "foobar")
+    )
+
+    result <- tidyquandl:::convert_col_spec(type_df)
+
+    expect_identical(
+      result,
+      readr::cols(a = "d", b = "d", c = "d", d = "i", e = "T", f = "D", g = "c", h = "c")
+    )
+  })
+})