Man pages for chriszheng2016/zstmodelr
Stock Factor Models for China Stock Market Investment

as_period_dateConvert dates series into periodic dates series
backup_indicatorsBackup indicators in batch mode
build_reportBuild report from template
build_sort_portfoliosBuild sort portfoilos basing on group list of stocks
clean_extremes_madClean extremes by MAD method
clean_extremes_sigmaClean extremes by normal sigma method
clear_tablesClear data in all tables in stock database
close_stock_dbClose the stock database
code2nameTranslate code into name
code_name_listClass creator of code_name_list class
composite_factorBuild composite factor by aggregating related factors
compute_indicatorCompute indicator by customized function and variables...
convert_import_fileConvert a raw importing file through process_fun
create_attribute_def_funCreate definition function of new attribute for modifying...
create_indicatorCreate indicator by definition function and variables...
create_indicator_def_funCreate definition function of indicator for computing...
delete_indicatorsDelete indicators in batch mode
dir_path_dbGet Path of Data Directory from stock_db
expect_not_nullExtend testthat expectation for not null
expect_type_fieldsIdentify fields with specified type
factors_weight_equalCompute factors weight for compositing factor by equal-weight...
factors_zscoreCompute z-scores of factors dataset
factor_test_ICCreator of factor_test_IC class
factor_test_sort_portfoliosCreator of factor_test_sort_portfolios class
factor_test_uniregressCreator of factor_test_uniregress class
generate_indicatorsGenerate indicators in batch mode
get_assets_returnGet assets return from market and stocks return
get_datasourceGet data source info for importing raw data
get_factorsGet factors from stock_db
get_factors_infoGet factors Info from stock_db
get_financial_reportGet financial report timeseries from stock_db
get_indicator_defsGet definitions of customized indicators from stock_db
get_indicatorsGet indicators from stock_db
get_indicators_from_sourceGet indicators from specified source in stock_db
get_indicators_infoGet indicators Info from stock_db
get_indicator_varsGet input vars for computing customized indicators from...
get_industry_infoGet industry info from stock_db
get_market_returnGet market return timeseries from stock_db
get_profileGet profile of stock_db
get_riskfree_rateGet riskfree rate from stock_db
get_spt_stocksGet stock info of special treatment from stock_db
get_stock_datasetGet a dataset of a list of stock_cd from a table in stock_db
get_stock_industryGet industry info of stocks from stock_db
get_stock_infoGet stock info from stock_db
get_stock_returnGet stock return timeseries from stock_db
get_table_datasetGet dataset from a table in stock_db
gta_dbCreator of gta_db class
guess_dates_periodGuess periodicity of date series
help_funDisplay usage of function
import_tableImport a raw data file into table in stock database
ind_attr_def_indcdGet attribute definition function of industry code from...
ind_attr_def_trdstatGet attribute definition function of trading status from...
indicator_attributeAdd attribute to indicator timeseries of stocks
indicator_expr_funsUtils functions to facilitate defining indicator expr
init_stock_dbInit param of stock db
interactive_callCall a function interactively
interactive_funTurn a function into interactive function
is_periodic_datesCheck date series is periodic or not
is_type_fieldCheck whether fields are specified type
knit_reportCustom Knit function for RStudio to build report
list_stock_tablesList all tables of stock_db
model_build_fundamentalCreator of factor_test_uniregress class
mode_valueget mode value of a vector
modify_indicatorModify indicator to add new attribute
name2codeTranslate name into code
normalizeNormalize a vector of data
normalize_factorsNormalize the factors dataset
open_stock_dbOpen stock database
parse_indicator_varsParse vars in indicator expr from stock_db
pipePipe operator
prioritize_indicator_defsPrioritize indicators defs by analyzing dependency indicators
process_filesProcess importing files in stock database
read_import_fileRead a raw file for importing to stock db
related_indicator_defsGet related indicator_defs of specified indicators
save_indicators_to_sourceSave indicators to specified source in stock_db
skip_if_stock_db_not_readySkip tests if stock db is not ready
skip_on_ci_for_osSkip on CI on specific OS
standardize_normal_scaleStandardize data vector by applying normal scale method
standardize_rank_scaleStandardize data vector by applying rank scale method
stock_dbsubclass object factory of stock_db class
stock_db_operationGeneric function for stock_db
stocks_excess_returnGet stocks excess return from stocks return and riskfree_rate
suppress_warningsSuppress specific warnings
ts_asfreqFrequency Conversion Function of Setting Frequency of...
ts_lagCompute a lagged version of timeseries
ts_resampleFrequency Conversion Function of Resamping timeseries
ttm_financial_reportConvert financial report to TTM format
update_dbUpdate tables in stock database with new data
utils_exprUtility functions of expr
utils_logfileUtility functions of log file
utils_parallelUtils functions to control parallel process
utils_profileUtility functions of profile
verify_fieldsVerify existence of fields in data
weight_formulaBuild aggregating formula of composite factor
with_parallelTurn on/off Parallel process temporarily
write_import_fileWrite a raw file for importing to stock db
zscore_filter_stocksFilter stocks by factors z-score
zstmodelr-packagezstmodelr: Stock Factor Models for China Stock Market...
chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.