aqr: Interface methods to use with an ActiveQuant Master Server
Version 0.4

This R extension provides methods to use a standalone ActiveQuant Master Server from within R. Currently available features include fetching and storing historical data, receiving and sending live data. Several utility methods for simple data transformations are included, too. For support requests, please join the mailing list at https://r-forge.r-project.org/mail/?group_id=1518

AuthorUlrich Staudinger, ActiveQuant GmbH
Date of publication2014-03-01 18:18:11
MaintainerUlrich Staudinger <ustaudinger@activequant.com>
LicenseGPL (>= 2)
Version0.4
URL http://www.activequant.com
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("aqr")

Getting started

Package overview

Popular man pages

aqdisabledebug: Disable debug messages
aqenabledebug: Enable debug messages
aqinitmessaging: Initializes the messaging layer
aqloadohlc: Loads OHLC from an AQ Master Server
aqstorematrix: stores a matrix onto an AQ Master Server
atestcalltodynlib: Test function
generatePnlCurve: method to generate a pnl curve from a running position. bids,...
See all...

All man pages Function index File listing

Man pages

approximateSLTP: Approximates StopLoss/TakeProfit for a given PNL series and...
aqdataready: Is data ready?
aqDayOfWeekStat: applies a function to all values per weekday.
aqdisabledebug: Disable debug messages
aqdrophour: removes all data that belongs to a specific hour from an...
aqdrophours: Drops data of several hours, delegates on to aqDropHour
aqenabledebug: Enable debug messages
aqfilterohlcsd: Removes outliers based on standard deviation filters....
aqhourindex: Returns for an XTS input list the hour index per element.
aqHourlyStat: applies a function across hour slots. Internally, it iterates...
aqinit: This method builds an object that carries necessary...
aqinitmessaging: Initializes the messaging layer
aqloadohlc: Loads OHLC from an AQ Master Server
aqloadseriesfield: Loads one series field from an AQ Master Server
aqLoadXtsFromCsv: Loads a XTS object from CSV, to be used with our...
aqLoadYahooEOD: Loads EOD data from Yahoo and returns an XTS object.
aqpoll: Poll data from the messaging bridge
aqr-package: Package level introduction
aqSaveXtsToCsv: Saves an XTS object to csv file.
aqsend: Send data to a messaging channel
aqstorematrix: stores a matrix onto an AQ Master Server
aqstoreseriesfield: Stores one series field to an AQ Master Server, typicall...
aqsubscribechannel: Subscribe to a messaging channel
aqunsubscribechannel: Unsubscribe from a messaging channel
aqwaitfordata: Wait for data at the bridge
atestcalltodynlib: Test function
buildarchiveurl: Builds an archive URL, based on connection parameters,...
generatePnlCurve: method to generate a pnl curve from a running position. bids,...
oneMonthAgo: returns the date one month (30 days) ago as date8
today: returns today as date8.

Functions

approximateSLTP Man page Source code
aqDataReady Man page Source code
aqDayOfWeekStat Man page Source code
aqDisableDebugMessages Man page Source code
aqDropHour Man page Source code
aqDropHours Man page Source code
aqEnableDebugMessages Man page Source code
aqFilterOHLCSD Man page Source code
aqHourIndex Man page Source code
aqHourlyStat Man page Source code
aqInit Man page Source code
aqInitMessaging Man page Source code
aqLoadOHLC Man page Source code
aqLoadSeriesField Man page Source code
aqLoadXtsFromCsv Man page Source code
aqLoadYahooEOD Man page Source code
aqPoll Man page Source code
aqSaveXtsToCsv Man page Source code
aqSend Man page Source code
aqStoreMatrix Man page Source code
aqStoreSeriesField Man page Source code
aqSubscribeChannel Man page Source code
aqTestCallToDynLib Man page Source code
aqUnsubscribeChannel Man page Source code
aqWaitForData Man page Source code
aqr Man page
aqr-package Man page
buildArchiveURL Man page Source code
generatePnlCurve Man page Source code
oneMonthAgo Man page Source code
today Man page Source code

Files

src
src/Makevars
src/generatePnlSeries.c
src/am.c
src/Makevars.win
NAMESPACE
R
R/hist_data.R
R/messaging.R
R/utils.R
R/aq_config.R
MD5
DESCRIPTION
man
man/aqdrophour.Rd
man/aqsubscribechannel.Rd
man/figures
man/figures/logo.jpg
man/figures/3.png
man/figures/2.png
man/figures/1.png
man/figures/4.png
man/approximateSLTP.Rd
man/aqdisabledebug.Rd
man/aqloadohlc.Rd
man/aqstorematrix.Rd
man/aqdataready.Rd
man/aqfilterohlcsd.Rd
man/aqinit.Rd
man/aqHourlyStat.Rd
man/oneMonthAgo.Rd
man/aqstoreseriesfield.Rd
man/aqunsubscribechannel.Rd
man/aqenabledebug.Rd
man/aqDayOfWeekStat.Rd
man/aqloadseriesfield.Rd
man/aqinitmessaging.Rd
man/buildarchiveurl.Rd
man/atestcalltodynlib.Rd
man/aqLoadYahooEOD.Rd
man/today.Rd
man/generatePnlCurve.Rd
man/aqhourindex.Rd
man/aqsend.Rd
man/aqLoadXtsFromCsv.Rd
man/aqwaitfordata.Rd
man/aqSaveXtsToCsv.Rd
man/aqpoll.Rd
man/aqr-package.Rd
man/aqdrophours.Rd
aqr documentation built on May 19, 2017, 7:41 a.m.

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