getSymbols.Rusquant: Download alpha strategy data from Rusquant

In rusquant: Quantitative Trading Framework

Download alpha strategy data from Rusquant

Description

This function retrieves alpha data for the specified alpha,symbols from Rusquant API. The data can be returned in either xts or data.frame format.

Usage

getSymbols.Rusquant(
  Symbols,
  env = globalenv(),
  field = NULL,
  from = "2007-01-01",
  to = Sys.Date(),
  period = "day",
  market = NULL,
  api.key = NULL,
  verbose = FALSE,
  auto.assign = FALSE,
  ...
)

Arguments

Symbols	a character vector of symbols to be downloaded.
env	the environment where the data should be stored. Default is the global environment.
field	the name(s) of alpha strategy to retrieve from the API. Default is NULL.
from	the start date of the data to be retrieved. Default is '2007-01-01'.
to	the end date of the data to be retrieved. Default is Sys.Date().
period	a character value indicating the periodicity of the data. Default is 'day'.
market	a character value indicating the market where the symbols are traded. Default is NULL.
api.key	a character value indicating the API key to be used for the request. Default is NULL.
verbose	a logical value indicating whether to print informative messages. Default is FALSE.
auto.assign	a logical value indicating whether to automatically assign the downloaded data to an object with the symbol name. Default is FALSE.
...	Additional arguments to be passed to functions.

Value

returns an data.table object containing the requested data with alpha strategy data

Note

Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.

Author(s)

Vyacheslav Arbuzov

Examples

rusquant_key = 'get free key from rusquant.ru'
getSymbols.Rusquant('SBER',field = 'A1_L_P1',api.key = rusquant_key)
getSymbols('SBER',src='Rusquant',field = 'A1_L_P1',api.key = rusquant_key)

rusquant documentation built on Sept. 30, 2024, 9:42 a.m.