get_factors: Get factors from stock_db

Description Usage Arguments Value Functions See Also

Description

Generic function to get factor timeseries from stock_db.

Usage

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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

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.