R/datasets.R

In pedquant: Public Economic Data and Quantitative Analysis

#' dataset of shanghai composite index
#'
#' The daily historical Shanghai Composite Index
#'
#' @format A data frame with 7506 rows and 15 variables:
#' \describe{
#'   \item{symbol}{stock ticker symbol}
#'   \item{name}{stock ticker name}
#'   \item{date}{trade date}
#'   \item{open}{stock price at the open of trading}
#'   \item{high}{stock price at the highest point during trading}
#'   \item{low}{stock price at the lowest point during trading}
#'   \item{close}{stock price at the close of trading}
#'   \item{volume}{number of shares traded}
#'   \item{amount}{monetary value of shares traded}
#'   \item{turnover}{rate of shares traded over total}
#'   \item{close_adj}{adjusted stock price at the close of trading}
#' }
#' 
"dt_ssec"

#' dataset of bank stocks in sse 
#'
#' The daily historical data of bank stocks
#'
#' @format A data frame with 7506 rows and 15 variables:
#' \describe{
#'   \item{symbol}{stock ticker symbol}
#'   \item{name}{stock ticker name}
#'   \item{date}{trade date}
#'   \item{open}{stock price at the open of trading}
#'   \item{high}{stock price at the highest point during trading}
#'   \item{low}{stock price at the lowest point during trading}
#'   \item{close}{stock price at the close of trading}
#'   \item{volume}{number of shares traded}
#'   \item{amount}{monetary value of shares traded}
#'   \item{turnover}{rate of shares traded over total}
#'   \item{close_adj}{adjusted stock price at the close of trading}
#' }
#' 
"dt_banks"