Macros: Macros Class

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

Macros Class

Description

Function calculates macro variables potentially important for trading/investment strategies. Some are ussualy used in asset pricing literature, while others are not.

Super class

findata::DataAbstract -> Macros

Public fields

source

Data source for calculating macro predictors.

fmp

Help field to hold FMP class.

import

Help field to hold Import class.

Methods

Public methods

• Macros$new()

• Macros$get_macros()

• Macros$clone()

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Method new()

Create a new Macros object.

Usage

Macros$new(source = NULL)

Arguments

source

Data source for calculating macro predictors.

Returns

A new 'Macros' object.

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Method get_macros()

Main function that calculates factors.

Usage

Macros$get_macros()

Returns

Data.table with factors.

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Method clone()

The objects of this class are cloneable with this method.

Usage

Macros$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

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