trday.get: trday.get

In QuantAndrew/QDataGet: Data getting functionns

Description

get the trading date series from begT to endT

Usage

trday.get(begT = as.Date("1990-12-19"), endT = Sys.Date(), stockID = NULL,
  datasrc = "memory")

Arguments

begT	a Date object.The default is as.Date("1990-12-19")
endT	a Date object.The default is Sys.Date()
stockID	a character string or null. If null, the market trading days, other wise the trading days of specific stock.

Value

a vector of class Date

Author(s)

Ruifei.yin

Examples

re <- trday.get()
re <- trday.get(as.Date("2012-01-01"),as.Date("2012-09-30"))
re <- trday.get(as.Date("2012-07-01"),as.Date("2013-03-30"),stockID="EQ000527")
system.time(replicate(100,ii <- trday.get(datasrc="local"))) # 14.09
system.time(replicate(100,ii <- trday.get(datasrc="memory"))) # 0.39
system.time(replicate(100,ii <- trday.get(datasrc="local",stockID="EQ000527"))) # 16.38
system.time(replicate(100,ii <- trday.get(datasrc="memory",stockID="EQ000527"))) # 1.25

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