download_data: Download and Process Data Based on Type

In tidyfinance: Tidy Finance Helper Functions

Download and Process Data Based on Type

Description

Downloads and processes data based on the specified type (e.g., Fama-French factors, Global Q factors, or macro predictors), and date range. This function checks if the specified type is supported and then delegates to the appropriate function for downloading and processing the data.

Usage

download_data(type, start_date = NULL, end_date = NULL, ...)

Arguments

type	The type of dataset to download, indicating either factor data or macroeconomic predictors.
start_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, the full dataset or a subset is returned, dependening on the dataset type.
end_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, the full dataset or a subset is returned, depending on the dataset type.
...	Additional arguments passed to specific download functions depending on the type. For instance, if type is "constituents", this might include parameters specific to download_data_constituents.

Value

A tibble with processed data, including dates and the relevant financial metrics, filtered by the specified date range.

Examples

  download_data("factors_ff_3_monthly", "2000-01-01", "2020-12-31")
  download_data("macro_predictors_monthly", "2000-01-01", "2020-12-31")
  download_data("constituents", index = "DAX")
  download_data("fred", series = c("GDP", "CPIAUCNS"))
  download_data("stock_prices", symbols = c("AAPL", "MSFT"))

tidyfinance documentation built on April 3, 2025, 6:10 p.m.