Man pages for imlijunda/tswbench
Tushare Workbench

adAccumulation/Distribution Line
adjust_ohlcPerform dividen adjustment on OHLC data.
adoscAccumulation/Distribution Oscillator
aoAwesome Oscillator
aroscAroon Oscillator
atrAverage True Range
cash-.tsapiRequest data from Tushare API
cciCommodity Channel Index
cmoChande Momentum Oscillator
connect_rt_dbReturn DBI connection to realtime database
create_indexCreate index on a table
create_rt_loaderCreate a realtime data loader
create_rt_loopCreate a realtime data loop
create_srt_dbCreate a Sina realtime database
create_tableCreate an empty table from reference tabular data
dailyQuery daily OHLC data
default_srt_codesQuery default Sina realtime codes
do.retrySimple do.call retry wrapper
dpoDetrended Price Oscillator
emvEase of Movement
filter_bookdepthFilter order book / tick data by available book depth
get_rt_dbReturn realtime database
get_srt_dbReturn default Sina realtime database file path
grp_intervalGroup variable by intervals, left open
indicatorsTechnical indicators
insert_toInsert data to an SQL connection
intradayQuery intraday OHLC data
itime_nowReturn current time/date as ITime/IDate
lag_deltaCalculate lagged element/delta/ratio
macdMoving average convergence/divergence
make_cumulative_psquareOnline quantile estimation based on P-Square algorithm
make_cumulative_quantileOnline quantile estimation based on KLL algorithm
make_emaOnline exponential moving average
make_filter_rls_linearCreate an online RLS filter for MA model
make_filter_rls_polyCreate an online RLS filter for polynomial model
make_hmaHull moving average
make_kamaKaufman adaptive moving average
make_lagCalculate lagged element/delta/ratio
make_moving_gastwirthOnline moving Gastwirth estimator
make_moving_maeMoving mean absolute error
make_moving_meanOnline moving/cumulative mean and sd
make_moving_medianOnline moving median
make_moving_minOnline moving min/max
make_moving_momentOnline moving/cumulative statistics
make_moving_quantileOnline moving quantile
make_moving_sortedCreate a moving sort object.
make_moving_volatilityOnline moving/cumulative volatility
make_moving_zscoreMoving z-score algorithm for anomaly detection
make_smaSimple moving average
make_vidyaVariable index dynamic average
make_volclk_orderConstruct volume clock from order
make_volclk_tickConstruct volume clock from tick
make_vwmaVolume weighted moving average
make_wildersWilders smoothing average
make_wmaWeighted moving average
market_eodQuery whole-market end-of-day data by date
massMass Index
mdailyQuery whole-market daily OHLC data
mfiMoney Flow Index
new_filter_GNGDCreate a GNGD (Generalized Normalized Gradient Descent)...
new_filter_NLMSCreate an NLMS (Normalized Least Mean Squares) filter object
new_filter_RLSCreate an RLS (Recursive Least Squares) filter object
norm_ashare_codeNormalise A-share codes
obvOn Balance Volume
onlineTechnical indicators, online version
parse_ashare_codeParse A-share codes
pnviPositive/Negative Volume Index
ppoPercentage Price Oscillator
print.tsapiPrint Values
realtime_js_str_varQuery function generator
report_marketQuery whole-market quarterly reports
report_quarterQuery quarterly reports
resample_ohlc_ashareResample A-share OHLC data
resample_ohlc_ashare1Resample OHLC variance 1:
resample_ohlc_ashare2Resample OHLC variance 2:
rsiRelative Strength Index
rt_exit_timerDefault exit timer for A-share market
rt_sleep_timerDefault sleep timer for A-share market
select_bookdepthSelect bookdepth columns from order book / tick data
select_fromSelect from an SQL connection
SetTokenSet/Get Tushare Pro API token
shdjt_ashare_codeQuery all A-share codes from www.shdjt.com
sina_ashare_codeNormalise A-share codes to Sina format
sina_realtime_loaderGenerate a Sina realtime data loader function
sina_realtime_loopRun Sina realtime data loop
sina_realtime_quoteQuery realtime quotes from Sina
spread_bookdepthCalculate price and volume spread from order book / tick data
tbucket_intradayCalculate suitable time buckets/intervals for intraday...
tbucket_intraday_ashareCalculate suitable time buckets/intervals for intraday...
tencent_realtime_moneyflowQuery realtime moneyflow data from Tencent
tencent_realtime_quoteQuery realtime quotes from Tencent
transform_ohlcTransform to OHLC from tick data / order book data
transform_priceTransform to price distribution from tick data / order book...
trixTrix Momentum Indicator
tsapi_funcList available Tushare API functions
tsapi_usageReturn usage for a Tushare API function
tsec_intraday_ashareConvert A-share intraday timestamps to seconds traded
TushareApiGet a Tushare API object.
tushare_realtime_startStart/Stop/Ping Tushare websocket
tushare_realtime_tick_parserGenerate a record parser for Tushare realtime tick data
tushare_realtime_websocketCreate a Tushare realtime websocket
TusRequestMake raw request to Tushare Pro API
willrWilliams willr(high, low, close, period) \itemhighhigh...
imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.