generate_indicators: Generate indicators in batch mode

In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment

Description

Generate customized indicators of stock_db in batch, and save into files.

Usage

generate_indicators(
  stock_db,
  ds_indicator_defs,
  validate_def = FALSE,
  validate_stkcds = c("600031", "000157", "600066", "000550"),
  parallel = getOption("zstmodelr.common.parallel", TRUE),
  log_file_prefix = "generate_indicator_log",
  log_dir = "./log"
)

Arguments

stock_db	A stock database object to operate.
ds_indicator_defs	A dataframe of indicator definition to generate.
validate_def	A logic flag to determine whether to validate indicator definition or not.Default FALSE, means to produce indicators on full dataset, TRUE means to validate definition on small datasets.
validate_stkcds	A character vector of stock codes used for validating indicator definition.
parallel	A logic to determine whether to use parallel processing. Default TRUE means to use parallel processing.
log_file_prefix	A character of log file prefix to name log file. Log file is named as format of "log_file_prefix(current).csv" Default is "generate_indicator_log".
log_dir	Path to save log file. If NULL, don't save log file by default "./log".

Details

There are two methods of generating indicators:

• formal production: produce final result of indicators on full dataset from stock_db, which will take longer time ;

• validating definition: produce trial results of indicators on small dataset from stock_db, which will take shorter time.

Value

NULL invisibly. Raise error if anything goes wrong.

See Also

Other indicator generate functions: backup_indicators(), delete_indicators()

chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.