ttm_financial_report: Convert financial report to TTM format

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

Description

Convert financial report from normal format(quarterly accumulated format) to TTM format(Trail Twelve Months).

Usage

ttm_financial_report(
  ds_financial_report,
  date_index_field = "Accper",
  key_fields = c("Stkcd", "Typrep"),
  field_suffix = "ttm",
  parallel = getOption("zstmodelr.common.parallel", TRUE)
)

Arguments

ds_financial_report	A data.frame of financial report to convert.
date_index_field	A character name of date index field of dataframe of financial report, default 'Accper'.
key_fields	A character vector of key fields, which identify unique observation in each date, default c("Stkcd", "Typrep").
field_suffix	A character suffix for result fields, default is "ttm".
parallel	A logic to determine whether to use parallel processing. Default TRUE means to use parallel processing.

Value

A dataframe of financial report of TTM format if succeed, otherwise NULL.

See Also

Other data management: clear_tables(), convert_import_file(), get_datasource(), import_table(), process_files(), read_import_file(), update_db(), write_import_file()

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