getTrades: Download trades of account

In arbuzovv/rusquant: Quantitative Trading Framework

Download trades of account

Description

Get trades for a given broker from a specified date to the current date.

Usage

getTrades(
  src = "",
  api.key = "",
  clientId = "",
  figi = "",
  from = Sys.Date() - 5,
  to = Sys.Date(),
  symbol_info = FALSE,
  time_transform = TRUE,
  verbose = FALSE
)

Arguments

src	Character string indicating the broker to use. Currently, only "tinkoff" and "alor" are supported.
api.key	Character string containing the API key for the broker's API.
clientId	Character string containing the client ID for the broker.
figi	Character string containing the Financial Instrument Global Identifier for the broker.
from	Date specifying the start date for the trade data. Defaults to 5 days ago.
to	Date specifying the end date for the trade data. Defaults to the current date.
symbol_info	Logical indicating whether to include symbol information in the returned data. Defaults to FALSE.
time_transform	Logical indicating whether to transform the timestamps to the local timezone. Defaults to TRUE.
verbose	Logical indicating whether to print verbose output. Defaults to FALSE.

Value

A data frame containing the trade 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

getTrades(src = "tinkoff", api.key = "tks token", clientId = "clientID", figi = "figi",verbose=TRUE)

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