index_valuation: lcdb.build.QT_IndexValuation

In QuantAndrew/quantbox: Auxiliary toolbox for quant research.

Description

lcdb.build.QT_IndexValuation

lcdb.update.QT_IndexValuation

lcdb.build.QT_IndexValuation_SW

lcdb.update.QT_IndexValuation_SW

get_univ_valuation

calc_univ_valueper

Usage

lcdb.build.QT_IndexValuation(indexID = c("EI399006", "EI000933"),
  addIndex = FALSE)

lcdb.update.QT_IndexValuation(begT, endT = Sys.Date() - 1)

lcdb.build.QT_IndexValuation_SW(endT = as.Date("2017-12-31"))

lcdb.update.QT_IndexValuation_SW(begT, endT = Sys.Date() - 1)

getIndexValuation(valtype = c("PE", "PB"), caltype = "median",
  begT = as.Date("2001-01-04"), endT = Sys.Date() - 1)

getIndexValuation_SW(begT = as.Date("2001-01-04"), endT = Sys.Date() - 1)

get_univ_valuation(univID, begT, endT = Sys.Date() - 1, freq = "week",
  valtype = c("PE", "PB", "eps", "bps"), caltype = c("median", "total",
  "mean"), rmoutlier = FALSE, rmneg = FALSE, rmST = FALSE)

calc_univ_valueper(TSV, nwin = 50, cumula = TRUE)

Author(s)

Andrew Dow

Andrew Dow

Andrew Dow

Examples

lcdb.build.QT_IndexValuation()
lcdb.update.QT_IndexValuation()
lcdb.build.QT_IndexValuation_SW()
lcdb.update.QT_IndexValuation_SW()
re <- getIndexValuation()
#get newest valuation
re <- getIndexValuation(begT = Sys.Date(),endT = Sys.Date())
re <- getIndexValuation_SW()
indlist <- CT_industryList(std = 3,level=1)
univID <- indlist$IndustryID
TSV <- get_univ_valuation(univID)
re <- calc_univ_valueper(TSV)

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