MF_funcs: mutual fund stats functions
In QuantAndrew/QDataGet: Data getting functionns

mutual fund stats functions

MF_getQuote get fund's quote from multiple data source.

MF_getStockPort get fund's stock portfolio from financial reports.

MF_Turnover_annual get fund's annual turnover rate.

MF_setupday get fund's set up date.

MF_nav_stat get fund's nav stats.

MF_getQuote(fundID, begT, endT, variables = "NAV_adj_return1",
  datasrc = c("wind", "jy", "ts"), NAfill = FALSE)

MF_getStockPort(fundID, rptDate, mode = c("all", "top10"), datasrc = c("jy",
  "ts", "wind"))

MF_Turnover_annual(fundID, begrptDate, endrptDate)

MF_setupday(fundID, datasrc = c("jy", "wind"))

MF_nav_stat(fundID, begT, endT, bmk, freq = NULL, scale = 250,
  datasrc = c("wind", "jy"), fundnav)

`fundID`	is vector of fundID.
`begT`	is a vector of begin date,can be missing,if missing,then fund's set up date will be begT
`endT`	is end date,can be missing,if missing,then the nearest trading day for today will be endT.
`variables`	see examples.
`freq`	is fund's nav statistic frequency,default value is `NULL`,same as `rtn.periods`.
`scale`	is number of periods in a year,for daily return default value is 250,for monthly return default value is 12.
`fundnav`	is a data frame with four columns,contains `date`,`fundID`,`nav_rtn`,`bmk_rtn`.fundnav can be missing,if missing,this function with get data from specified data source.

#---MF_getQuote--------------------------------------------------------------
fundID <- c("519983.OF","519987.OF")
begT <- as.Date("2016-01-05")
# -- get one variable from wind
variables <- "NAV_adj_return1"
re <- MF_getQuote(fundID = fundID, begT = begT, variables = variables)
# -- get multiple variables from wind
variables <- "nav,NAV_adj,NAV_adj_return1"
re <- MF_getQuote(fundID = fundID, begT = begT, variables = variables)
# -- get one variable from jy
variables <- "NVDailyGrowthRate"
re <- MF_getQuote(fundID = fundID, variables = variables,datasrc = 'jy')
variables <- "UnitNV,NVDailyGrowthRate"
re <- MF_getQuote(fundID = fundID, variables = variables,datasrc = 'jy')

#---MF_getStockPort----------------------------------------------------------
fundID <- c("519983.OF","519987.OF")
re <- MF_getStockPort(fundID,as.Date("2016-09-30"),mode="top10",datasrc = "jy")

#---MF_Turnover_annual-------------------------------------------------------
begrptDate <- as.Date("2015-06-30")
endrptDate <- as.Date("2016-12-31")
fundID <- c("519983.OF","519987.OF")
re <- MF_Turnover_annual(fundID, begrptDate, endrptDate)

#---MF_setupday-------------------------------------------------------
re <- MF_setupday(fundID)

#---MF_nav_stat----------------------------------------------------------
# -- get one fund's nav stats from set up date.
mfstat <- MF_nav_stat(fundID='100038.OF')
# -- get one fund's yearly nav stats from set up date.
mfstat <- MF_nav_stat(fundID='100038.OF',freq='year')
# -- get mutiple funds' nav stats from specified date.
fundID <- c('162411.OF','501018.OF')
begT <- as.Date('2016-01-04')
endT <- as.Date('2017-12-31')
mfstat <- MF_nav_stat(fundID=fundID,begT=begT,endT=endT)
# -- define benchmark by yourself.
fundID <- c('000978.OF','000877.OF')
bmk <- c('EI000905','EI000300')
mfstat <- MF_nav_stat(fundID=fundID,bmk=bmk,datasrc='jy')
# -- pass raw data by yourself.
mfstat <- MF_nav_stat(fundnav=fundnav)