Description Usage Arguments Format Details Examples
create a R6 object of acount to analyse factor. can calculate the factor/number rank stock easily.
1 2 3 | p <- factor_acount$new(con, buy_stock = NULL)
p$factor_update(buy_num, begin_date, end_date, wait_sell = F, refresh = T, show_trace = T)
p$show_wait_sell()
|
con |
connection for data |
buy_stock |
data.frame, column code, buy_date(date), num(int) |
begin_date |
int, the first date to backtest |
end_date, |
int, the end date to backtest |
wait_sell, |
logic. if True, sell the stock wait for sell every day |
refresh, |
logic, clean acount history |
show_trace, |
logic, print history day by day |
... |
the paramater inherit from stock_acount |
stock_acount$new(con, buy_stock)
to create new object
factor_update(buy_num, begin_date, end_date, wait_sell = F, refresh = T, show_trace = T)
factor buy top buy_num stock every month
show_wait_sell()
to show stock can't sell
An R6Class
generator object inherit from stock_acount
1 2 3 4 5 6 7 8 9 | ## Not run:
con <- odbcConnect('tiny')
my_acount <- factor_acount$new(con = con,
buy_stock = data_all %>%
transmute(code = wind_code, buy_date = ymd(trade_dt)) %>%
group_by(buy_date) %>% mutate(num = 1:n()))
my_acount$factor_update(20, 20170101, 20170531, wait_sell = T)
## End(Not run)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.