twitterAnomalyDetect: Anomaly Detection of Tweets on certain Topic

In ivanliu1989/RQuantTrader: A collection of functions for pair trading

Description

When do people tweet? Anomaly Detection of Tweets on certain Topic.

Usage

twitterAnomalyDetect(tweets, lastDay = Sys.Date(), title = "AUD/USD",
  alpha = 0.5, fontsize = 10)

Arguments

tweets	a list of corpus and data.frame of tweets retreived from tweet_corpus_chunck() or tweet_corpus{}
lastDay	last date of the analysis
title	title to be added to the results plots
alpha	opacity 0.5 default
fontsize	font size

Details

Please use RQuantAPI for twitter data retrieval

Examples

setupTwitterConn()
tweets <- tweet_corpus_chunck(search = "aud+usd", n = 50000, chunck_size = 7, total_size = 90, until = Sys.Date())
saveRDS(tweets, '~/analytics/Workspace/Tweets.RDS')
tweets = readRDS('~/analytics/Workspace/Tweets.RDS')
anomalies <- twitterAnomalyDetect(tweets, lastDay = Sys.Date(), title = "AUD/USD")
anomalies$tweetsDistribution
anomalies$anomalies

ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.