Description Usage Arguments Examples
Plots historical futures term structure data contained in an S4 object of class FuturesTS from the pullit package.
Plots historical market performance indicators for S4 objects of class FundMarket from the pullit package.
Plots historical market performance (type = "performance") or positions summary (type = "positions") by leg for S4 objects of class AssetPricingFactor from the factorem package..
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object |
an S4 object from the finRes suite. |
... |
extra plot parameters. |
ticker |
a scalar character vector. Bloomberg identifier. |
frame |
a scalar integer vector. Animation speed parameter; the lower the faster. |
type |
a scalar character vector. Specifies the type of plot desired: "performance" or "positions". |
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library(finRes)
# pull data from Bloomberg with pullit
term_structure <- pull_futures_market(Bloomberg = T, type = 'term structure',
active_contract_tickers = "C A Comdty", start = as.character(Sys.Date() - 365L),
end = as.character(Sys.Date()), TS_positions = 1L:10L, roll_type = "A",
roll_days = 0L, roll_months = 0L, roll_adjustment = "N")
# plot futures term structure
plot(term_structure, ticker = "C A Comdty")
## End(Not run)
## Not run:
library(finRes)
# pull data from Bloomberg with pullit
fund <- pull_fund_market(Bloomberg = T, tickers = "SPY US Equity",
start = as.character(Sys.Date() - 365L), end = as.character(Sys.Date()))
# plot fund performance
plot(fund, ticker = "SPY US Equity")
## End(Not run)
## Not run:
library(finRes)
# pull data from Bloomberg via pullit
tickers <- c("C A Comdty", "S A Comdty", "SMA Comdty", "BOA Comdty",
"W A Comdty", "KWA Comdty", "MWA Comdty", "O A Comdty")#'
term_structure <- pull_futures_market(Bloomberg = T, type = 'term structure',
active_contract_tickers = tickers, start = as.character(Sys.Date() - (2L * 365L)),
end = as.character(Sys.Date()), TS_positions = 1L, roll_type = "A", roll_days = 0L,
roll_months = 0L, roll_adjustment = "N")
# construct an asset pricing factor with factorem
factor <- momentum_factor(term_structure)
# plot factor performance
plot(factor, type = "performance")
# plot factor performance
plot(factor, type = "positions")
## End(Not run)
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