get_factors: Get factors from stock_db

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

Description

Generic function to get factor timeseries from stock_db.

Usage

get_factors(stock_db, factor_codes, ...)

## S4 method for signature 'gta_db'
get_factors(stock_db, factor_codes, ...)

Arguments

stock_db	A stock database object to operate.
factor_codes	A vector of factor code.
...	Extra arguments to be passed to methods.

Value

A dataframe of factor timeseries if succeed, otherwise NULL. In order to store multi-factors with different periods(day, month, quarter, year), returned data frame adapts longer format, which means name of factor is stored in "factor_name", value of factor is stored in "factor_value".

Functions

• get_factors,gta_db-method: get factor timeseries from a database of gta_db class

See Also

Other stock_db generics: close_stock_db(), code2name(), dir_path_db(), get_factors_info(), get_financial_report(), get_indicators_from_source(), get_indicators_info(), get_indicators(), get_industry_info(), get_market_return(), get_profile(), get_riskfree_rate(), get_spt_stocks(), get_stock_dataset(), get_stock_industry(), get_stock_info(), get_stock_return(), get_table_dataset(), init_stock_db(), list_stock_tables(), name2code(), open_stock_db(), save_indicators_to_source()

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