lcfs.add: lcfs.add

In QuantAndrew/QDataGet: Data getting functionns

Description

add/update one factorscore column in local sqlite table "QT_FactorScore". On the same time, correspondingly, add/update a record into table "CT_FactorLists" and table "CT_TechVars".

Usage

lcfs.add(factorFun, factorPar = "", factorDir, factorID,
  factorName = default.factorName(factorFun, factorPar, factorDir),
  factorType = "", factorDesc = "", splitNbin = "month")

Arguments

factorFun	a character string naming the function to get the factor scores
factorPar	a character string, containing the parameters of the factorFun. Note that unlike in getTSF, here the factorPar could not be a list, because it need to be written into database.
factorDir	a integer,should be 1 or -1 (1 for the positive factor,-1 for the negative one). Note that the factorDir here is only used to write a record into table "CT_FactorLists", not used when getting TSF. So that the factorscore in table "QT_FactorScore" is kept "raw", without adding the dirrection infomation.
factorID	a character string
factorName	a character string. IF missing, then take a default name by function default.factorName.
factorType	a character string
factorDesc	a character string
splitNbin	a character of interval specification(see cut.Date for detail). Specify the time interval when looping of getting the TSF object.

Value

Write data into the local sqlite database, returning NULL.

Author(s)

Ruifei.Yin

See Also

getTSF,modelPar.factor, lcdb.update.QT_FactorScore

Examples

system.time(lcfs.add(factorFun="gf.F_rank_chg",factorPar="lag=60,con_type=\"1,2\"", factorDir=1, factorID="F000999"))

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