getQuote: getQuote

In QuantAndrew/QDataGet: Data getting functionns

Description

get Quote series of stocks, indexs, futures in certain period

Usage

getQuote(stocks, begT = as.Date("1990-12-19"), endT = Sys.Date(),
  variables = select.list(CT_TechVars(datasrc = datasrc, secuCate = "EQ",
  tableName = tableName)[["varName"]], graphics = TRUE, multiple = TRUE),
  melt = FALSE, split = if (length(stocks) > splitNbin) TRUE else FALSE,
  splitNbin = 300, tableName = "QT_DailyQuote",
  datasrc = defaultDataSRC())

getIndexQuote(stocks, begT = as.Date("1990-12-19"), endT = Sys.Date(),
  variables = select.list(CT_TechVars(datasrc = datasrc, secuCate = "EI",
  tableName = "QT_IndexQuote")[["varName"]], graphics = TRUE, multiple = TRUE),
  melt = FALSE, datasrc = defaultDataSRC())

Arguments

stocks	a charactor vector of stockID or indexID.
begT	an object of class "Date"
endT	an object of class "Date"
variables	a vector of charactor. Call funtion CT_TechVars(secuCate="EQ") to get all available variables of equity, funtion CT_TechVars(secuCate="EI") of equity index, and funtion CT_TechVars(secuCate="IF") of index future.
melt	a logical. If FALSE(default), the style of result is "stockID+date~variable";If TRUE, the quote data will be melted(see the examples for details).
tableName	character string, giving the table name from which get data.

Value

the quote data, a data frame object with cols:stockID,date and the elements the param variable containing. If melt is TRUE, data frame with cols:stockID,date,variable,value

Author(s)

Ruifei.Yin

Examples

# get stock's quote
stocks <- c("EQ002001","EQ002002")
begT <- as.Date("2007-01-01")
endT <- as.Date("2013-02-01")
variables <- c("close","pct_chg","vwap")
re <- getQuote(stocks,begT,endT,variables,datasrc="local")
re <- getQuote(stocks,begT,endT,variables,melt=TRUE,datasrc="local")
stocks <- getIndexComp("EI000300")
system.time(uu2 <- getQuote(stocks,begT,endT,variables,datasrc="local",split=FALSE))
system.time(uu1 <- getQuote(stocks,begT,endT,variables,datasrc="local",split=TRUE))
# get index quote
indexs <- c("EI000001","EI000300")
begT <- as.Date("2015-01-01")
endT <- as.Date("2016-08-01")
variables <- c("close","pct_chg")
re <- getIndexQuote(indexs,begT,endT,variables,datasrc="local")
re <- getIndexQuote(indexs,begT,endT,variables,datasrc="jy")

QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.