TSFR.rptTSF_nextF: TSFR.rptTSF_nextF

In QuantAndrew/quantbox: Auxiliary toolbox for quant research.

Description

TSFR.rptTSF_nextF

Usage

TSFR.rptTSF_nextF(begT = as.Date("2007-12-31"),
  endT = as.Date("2016-12-31"), freq = "y", univ, funchar,
  refinePar = refinePar_default(), ...)

Arguments

funchar	can be missing when ... arguments are passed.
...	argument for getTSF.

Value

a TSFR object,date_end represents next report date,factorscore represents factorscore of next report date.

Examples

begT <- as.Date("2007-12-31")
endT <- as.Date("2017-12-31")
freq <- "y"
univ <- "EI000985"
funchar <- '"factorscore",reportofall(9900100,RDate)' #ROE
funchar <- '"factorscore",reportofall(9900604,RDate)' #growth of net profit
funchar <- '"factorscore",reportofall(9900501,RDate)' #divdendyield
refinePar <- refinePar_default(type="scale",sectorAttr=NULL)
refinePar <- refinePar_default(type="scale",sectorAttr=defaultSectorAttr())
TSFR <- TSFR.rptTSF_nextF(begT,endT,freq,univ,funchar,refinePar)
TSFR <- TSFR.rptTSF_nextF(begT,endT,freq,univ,refinePar=refinePar,factorFun='gf.PB_mrq', factorPar = list(fillna = TRUE))

QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.