pricereturns: Grab daily prices and price returns for the previous two...

In anttsou/qmj: Quality Scores for the Russell 3000

Grab daily prices and price returns for the previous two years.

Description

get_prices grabs price-related data for a given data frame of companies and returns a matrix-like object containing relevant price data.

Usage

get_prices(companies = qmj::companies_r3k16)

Arguments

companies

A data frame of company names and tickers.

Details

get_prices is also able to write .RData files to the user's temporary directory. If canceled partway through, the function is able to find and re-read this data to resume progress. Once complete, the function deletes all used temporary data.

Parameter defaults to provided data set of companies if empty.

Value

A matrix-like object containing relevant price data. The rows of the matrix are dates in the international standard of YYYY-MM-DD. Each column specifies what data it covers in the form of TICKER.DATA, with the exception of price returns, which are stored as pret.#, where # refers to the the i-th company given.

The first company calculated is always the S&P 500, and its price return column is simply 'pret'.

Functions

• get_prices(): Calculates price returns for an xts object.

See Also

get_info

clean_downloads

tidy_prices

Examples

get_prices(companies_r3k16[companies_r3k16$ticker %in% c("AAPL", "AMZN"), ])

anttsou/qmj documentation built on Feb. 19, 2025, 5:25 p.m.