getSymbols.Gigapack: Download Giga Candles data from GigaPack

In arbuzovv/rusquant: Quantitative Trading Framework

Download Giga Candles data from GigaPack

Description

Download historical market data from GigaPack for a given symbol and time range.

Usage

getSymbols.Gigapack(
  Symbols,
  env = globalenv(),
  from = Sys.Date() - 30,
  to = Sys.Date(),
  date = "",
  verbose = TRUE,
  field = "",
  type = "candles",
  fake = FALSE,
  reps = 1,
  trim = 0.1,
  auto.assign = FALSE,
  ...
)

Arguments

Symbols	a character vector of AlgoPack symbols to download data for.
env	environment where to create the downloaded data object.
from	a character string indicating the start date of the data to download, in YYYY-MM-DD format.
to	a character string indicating the end date of the data to download, in YYYY-MM-DD format.
date	a character string indicating the specific date of the data to download, in YYYY-MM-DD format.
verbose	a logical indicating whether to print the response details or not.
field	a character string indicating the GigaPack field
type	a character string indicating the GigaPack field candles or tech
fake	a bool string indicating the Giga Candles or Alter Giga
reps	number of alternative history geneartion
trim	number of entropy in data
auto.assign	a logical indicating whether to automatically assign the downloaded data to the global environment.
...	additional arguments passed to getSymbols.AlgoPack

Value

returns an data.table object containing financial data

Note

Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.

Author(s)

Vyacheslav Arbuzov

Examples

getSymbols.Gigapack('SBER', field = 'disb.q20')

arbuzovv/rusquant documentation built on Feb. 1, 2024, 6:39 p.m.