get_indicators_from_source: Get indicators from specified source in stock_db

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

Description

Generic function to get indicator timeseries from specified source in stock_db.

Usage

get_indicators_from_source(
  stock_db,
  indicator_source,
  indicator_codes = NULL,
  ouput_format = c("long", "wide"),
  ...
)

## S4 method for signature 'gta_db'
get_indicators_from_source(
  stock_db,
  indicator_source,
  indicator_codes,
  ouput_format,
  ...,
  data_filters,
  date_fields,
  retain_fields
)

Arguments

stock_db	A stock database object to operate.
indicator_source	A name of table or file(with extension) in which indicators are stored. For file, formats of rds,csv are supported.
indicator_codes	A vector of indicator code. Default NULL return all indicators in the source.
ouput_format	Output format for data frame, i.e "long" and "wide": in long format: code of indicator is stored in "ind_code", value of indicator is stored in "ind_value"; in wide format: value of indicator is stored in field named with the name of indicator.
...	Extra arguments to be passed to methods.
data_filters	A list of filter to apply on result data. The list consists of items which has field as its name and filter expr string as its content, default is list( typrep = "typrep == 'A'", markettype = "markettype == 21"). Only valid for gta_db.
date_fields	A character vector of possible date field in original data, which will be renamed as "date". default is c("date", "accper", "trddt", "trdmnt", "trdynt","clsdt", "shrchdgt"). Only valid for gta_db.
retain_fields	A character vector of possible fields to retain in final dataset, default is c("stkcd", "indcd"). Only valid for gta_db.

Value

A data frame of indicator timeseries if succeed, otherwise NULL.

Functions

• get_indicators_from_source,gta_db-method: get indicator timeseries from specified source in a database of gta_db class

See Also

Other stock_db generics: close_stock_db(), code2name(), dir_path_db(), get_factors_info(), get_factors(), get_financial_report(), 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.