get_market_return: Get market return timeseries from stock_db

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

Description

Generic function to get stock return timeseries from stock_db.

Usage

get_market_return(
  stock_db,
  period_type = c("day", "month", "year"),
  period_date = c("start", "end"),
  output_type = c("timeSeries", "tibble"),
  ...
)

## S4 method for signature 'gta_db'
get_market_return(
  stock_db,
  period_type = c("day", "month", "year"),
  period_date = c("start", "end"),
  output_type = c("timeSeries", "tibble"),
  ...
)

Arguments

stock_db	A stock database object to operate.
period_type	Date period for time series, e.g. "day", "month", "year", by default value is "day".
period_date	Choose start/end date of period as the date for observation
output_type	Format of output result, e.g "timeSeries", "tibble".
...	Extra arguments to be passed to methods.

Value

A timeseries of market return.

Functions

• get_market_return,gta_db-method: get market return 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_factors(), get_financial_report(), get_indicators_from_source(), get_indicators_info(), get_indicators(), get_industry_info(), 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.