Use JSON API in getSplits() and getDividends()

These functions were not updated when the v7 (CSV) API was removed
(see #362).

Fixes #364.

R/getDividends.R

@@ -25,26 +25,39 @@ function(Symbol,from='1970-01-01',to=Sys.Date(),env=parent.frame(),src='yahoo',
   to.posix <- .dateToUNIX(to)
 
   handle <- .getHandle()
-  yahoo.URL <- .yahooURL(Symbol.name, from.posix, to.posix, "1d", "div")
+  yahoo.URL <- .yahooJsonURL(Symbol.name, from.posix, to.posix, "3mo")
+  yahoo.URL <- paste0(yahoo.URL, "&events=div|splits")
 
   conn <- curl::curl(yahoo.URL,handle=handle)
-  fr <- try(read.csv(conn, as.is=TRUE), silent = TRUE)
+  json <- try(jsonlite::fromJSON(conn, simplifyVector = FALSE)$chart$result, silent = TRUE)
+  div.events <- json[[1]][["events"]][["dividends"]]
 
-  if (inherits(fr, "try-error")) {
-    fr <- retry.yahoo(Symbol.name, from.posix, to.posix, "1d", "div", conn)
-  }
+  if(length(div.events) > 0) {
+    div.to.xts <- function(x) {
+      xts(x$amount, as.Date(.POSIXct(x$date, "UTC")))
+    }
+    # dividends from Yahoo are split-adjusted
+    divs <- do.call(rbind, lapply(div.events, div.to.xts))
 
-  fr <- xts(fr[,2],as.Date(fr[,1]))
-  colnames(fr) <- paste(Symbol.name,'div',sep='.')
+    split.events <- json[[1]][["events"]][["splits"]]
+    if(!split.adjust || length(split.events) == 0) {
+      # un-adjust dividends for splits
+      spl.to.xts <- function(x) {
+        ratio <- x$numerator/x$denominator
+        xts(ratio, as.Date(.POSIXct(x$date, "UTC")))
+      }
+      splits <- do.call(rbind, lapply(split.events, spl.to.xts))
 
-  # dividends from Yahoo are not split-adjusted
-  if(src[1] == "yahoo" && split.adjust) {
-    splits <- getSplits(Symbol.name, from="1900-01-01")
-    if(is.xts(splits) && is.xts(fr) && nrow(splits) > 0 && nrow(fr) > 0) {
-      fr <- fr * adjRatios(splits=merge(splits, index(fr)))[,1]
+      divs <- divs * adjRatios(splits=merge(splits, index(divs)))[,1]
     }
+
+    fr <- divs
+  } else {
+    fr <- xts(numeric(0), .Date(integer(0)))
   }
 
+  colnames(fr) <- paste(Symbol.name,'div',sep='.')
+
   if(is.xts(tmp.symbol)) {
     if(auto.update) {
       xtsAttributes(tmp.symbol) <- list(dividends=fr)

R/getSplits.R

@@ -27,23 +27,30 @@ function(Symbol,from='1970-01-01',to=Sys.Date(),env=parent.frame(),src='yahoo',
   to.posix <- .dateToUNIX(to)
 
   handle <- .getHandle()
-  yahoo.URL <- .yahooURL(Symbol.name, from.posix, to.posix, "1d", "split")
+  yahoo.URL <- .yahooJsonURL(Symbol.name, from.posix, to.posix, "3mo")
+  yahoo.URL <- paste0(yahoo.URL, "&events=splits")
 
-  conn <- curl::curl(yahoo.URL, handle=handle)
-  fr <- try(read.csv(conn, as.is=TRUE), silent=TRUE)
+  conn <- curl::curl(yahoo.URL,handle=handle)
+  json <- try(jsonlite::fromJSON(conn, simplifyVector = FALSE)$chart$result, silent = TRUE)
 
-  if (inherits(fr, "try-error")) {
-    fr <- retry.yahoo(Symbol.name, from.posix, to.posix, "1d", "split", conn)
+  if(inherits(json, "try-error")) {
+    msg <- paste0("Unable to import splits for", Symmbol.name,
+                  ".\n", attr(test, "condition")$message)
+    stop(msg)
   }
 
-  if(NROW(fr)==0) {
-    fr <- NA
+  split.events <- json[[1]][["events"]][["splits"]]
+
+  if(length(split.events) > 0) {
+    to.xts <- function(x) {
+      ratio <- x$numerator/x$denominator
+      xts(ratio, as.Date(.POSIXct(x$date, "UTC")))
+    }
+    fr <- 1 / do.call(rbind, lapply(split.events, to.xts))
   } else {
-    fr[,2] <- gsub(":", "/", fr[,2], fixed = TRUE)
-    fr$V3 <- 1 / vapply(parse(text=fr[,2]), eval, numeric(1))
-    fr <- xts(fr$V3, as.Date(fr[,1], "%Y-%m-%d"))
-    colnames(fr) <- paste(Symbol.name,'spl',sep='.')
+    fr <- xts(numeric(0), .Date(integer(0)))
   }
+  colnames(fr) <- paste(Symbol.name,'spl',sep='.')
 
   if(is.xts(tmp.symbol)) {
     if(auto.update) {

R/getSymbols.R

@@ -218,11 +218,11 @@ formals(loadSymbols) <- loadSymbols.formals
 }
 
 .yahooJsonURL <-
-function(symbol, from, to, period, type)
+function(symbol, from, to, interval)
 {
   u <- paste0("https://query2.finance.yahoo.com/v8/finance/chart/",
-              symbol, sprintf("?period1=%.0f&period2=%.0f", from, to),
-              "&interval=1d")
+              symbol,
+              sprintf("?period1=%.0f&period2=%.0f&interval=%s", from, to, interval))
   return(u)
 }