Import: Import Class

In MislavSag/findata: Collect data fro trading and financial ML

Import Class

Description

Help class that imports all relevant data from sources (for now onlz FMP).

Super class

findata::DataAbstract -> Import

Public fields

fmp

Help field to hold FMP class.

Methods

Public methods

• Import$new()

• Import$get_data_fmp()

• Import$clone()

---

Method new()

Create a new Import object.

Usage

Import$new()

Returns

A new 'Import' object.

---

Method get_data_fmp()

Function imports all relevant data for USA stocks from FMP Prep.

Usage

Import$get_data_fmp(
  symbols,
  uri_market_cap = "F:/equity/usa/fundamentals/market_cap.parquet",
  uri_earning_announcements =
    "F:/data/equity/us/fundamentals/earning_announcements.parquet",
  uri_fundamentals = "F:/data/equity/us/fundamentals/fundamentals.parquet",
  uri_prices = "F:/data/equity/daily_fmp_all.csv",
  uri_dividends = "F:/equity/usa/fundamentals/dividends.parquet",
  first_date = NA
)

Arguments

symbols

Securities symbols.

uri_market_cap

Tiledb uri for market capitalization.

uri_earning_announcements

Tiledb uri for earning announcements.

uri_fundamentals

to fundamentals data.

uri_prices

Tiledb uri for daily OHLCV prices.

uri_dividends

Tiledb uri for dividends data.

first_date

if NA, keep all. Otherwise, keep only data from first_date.

Returns

Data.table with factors.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

Import$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.