sample_pricing: Sample security pricing data for examples and testing
In strand: A Framework for Investment Strategy Simulation
Description
Usage
Format
Details
Description
A dataset containing sample security pricing data for 492 securities and 65
weekdays, from 2020-06-01 to 2020-08-31. This data was downloaded using the
Tiingo Stock API and is redistributed with
permission.
Usage
1
Format
A data frame with 31980 rows and 8 variables:
- date
Pricing date.
- id
Security identifier.
- price_unadj
The unadjusted price of the security.
- prior_close_unadj
The unadjusted prior closing price of the security.
- dividend_unadj
The dividend for the security on an unadjusted basis, if any.
- distribution_unadj
The distribution (e.g., spin-off) for the
security on an unadjusted basis (note that there is no spin-off information
in this dataset, so all values are zero).
- volume
Trading volume for the security, in shares.
- adjustment_ratio
The adjustment ratio for the security. For example,
AAPL has an adjustment ratio of 0.25 to account for its 4:1 split on
2020-08-31.
Details
Full code for reconstructing the dataset can be found in the
pystrand repository.
strand documentation built on Nov. 20, 2020, 1:08 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Format Details
Description
A dataset containing sample security pricing data for 492 securities and 65 weekdays, from 2020-06-01 to 2020-08-31. This data was downloaded using the Tiingo Stock API and is redistributed with permission.
Usage
1 |
Format
A data frame with 31980 rows and 8 variables:
- date
Pricing date.
- id
Security identifier.
- price_unadj
The unadjusted price of the security.
- prior_close_unadj
The unadjusted prior closing price of the security.
- dividend_unadj
The dividend for the security on an unadjusted basis, if any.
- distribution_unadj
The distribution (e.g., spin-off) for the security on an unadjusted basis (note that there is no spin-off information in this dataset, so all values are zero).
- volume
Trading volume for the security, in shares.
- adjustment_ratio
The adjustment ratio for the security. For example, AAPL has an adjustment ratio of 0.25 to account for its 4:1 split on 2020-08-31.
Details
Full code for reconstructing the dataset can be found in the pystrand repository.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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