Use generic CSV parser

[johnmyleswhite]

We still need to finish integrating a generic CSV parser into Base, but it seems that you'd be better off using a general-purpose parser than doing comma-splitting by hand. There's probably a while before the generic parser works well enough for your use, but I thought it would be good to raise the idea now while you're working on your package.

[milktrader]

Ok, thanks. Currently the data is being parsed through an awkward combination of non-general control flow. It works, but only for one value column and I'm not capturing the column name at present.

[milktrader]

Brain storm

readtable(s::String, time=true)

Where the first column is parsed as a Calendar object. Should I open an issue?

[johnmyleswhite]

If we start to do automatic time series conversion, I think we shouldn't hardcore which columns are time series, but either (a) guess from the inputs or (b) require that a list of column names be specified by the user.

[milktrader]

read.zoo in all its kwarg glory

> args(read.zoo)
function (file, format = "", tz = "", FUN = NULL, regular = FALSE, 
    index.column = 1, drop = TRUE, FUN2 = NULL, split = NULL, 
    aggregate = FALSE, ..., text) 

The format arg is a string to pass to the Calendar.parse method. tz allows one to over-ride the local machine, index.column defaults to the first one for time, which is good for well over 98% of time series data. I'd pick all three for a readtable method.

[milktrader]

The readable method would solve this issue as well as make the code for Quandl a lot neater (and reliable given the trouble with missing values).

Currently, readable does not support http requests but it appears to be stubbed out to do this in the future.