get_ochlav: Get Securities Price and Volume Data

In chrishaarstick/madstork: MadStork Portfolio Management

Description

Wrapper function to get historical security prices for 1 or more symbols. Function uses getSymbol function from quantmod package. Returns Open, Close, High, Low, Adj Close, and Volume

Usage

get_ochlav(symbols, start_date = "1990-01-01", end_date = Sys.Date(),
  error_handling = "pass", warning = FALSE)

Arguments

symbols	vector of stock symbol characters. can be 1 or more
start_date	starting date for historical prices. default is '1990-01-01'. Y-m-d format required
end_date	ending date for historical prices. default is current date. Y-m-d format required
error_handling	option to handle errors within foreach loop. options are 'pass', 'remove', or 'stop'
warning	logical argument to print getSymbol warnings to console

Value

tibble with symbol historical prices. schema is date, symbol, open, close, high, low, adj_close, volume

Examples

library(tidyverse)
library(quantmod)
symbols <- c("spy", "tlt")
sym_data <- symbols %>% get_ochlav(.)

chrishaarstick/madstork documentation built on Jan. 3, 2022, 8:34 p.m.