R/data.R

#' S&P 500 Price Data for 2017
#'
#' A raw xts dataset of S&P 500 price data from 2017-01-02 through 2018-01-02. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for the S&P 500 on that day.
#'   \item HIGH. high price for the S&P 500 on that day.
#'   \item LOW. low price for the S&P 500 on that day.
#'   \item CLOSE. diamond colour, from J (worst) to D (best)
#'   \item VOLUME. NA for this particular security
#' }
#'
#' @docType data
#' @keywords datasets
#' @name SPX
#' @usage data(SPX)
#' @format An xts object with 261 rows and 5 variables
NULL

#' SPDR S&P 500 ETF Price Data
#'
#' A raw xts dataset of SPDR S&P 500 ETF (SPY) price data from 2006-03-01 through 2017-12-31. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for SPY on that day.
#'   \item HIGH. high price for SPY on that day.
#'   \item LOW. low price for SPY on that day.
#'   \item CLOSE. close price for SPY on that day.
#'   \item VOLUME. trading volume for SPY on that day.
#' }
#'
#' @docType data
#' @keywords datasets
#' @name SPY
#' @usage data(SPY)
#' @format An xts object with 3,088 rows and 5 variables
NULL

#' PowerShares DB Commodity Tracking ETF Price Data
#'
#' A raw xts dataset of PowerShares DB Commodity Tracking ETF (DBC) price data from 2006-03-01 through 2017-12-31. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for DBC on that day.
#'   \item HIGH. high price for DBC on that day.
#'   \item LOW. low price for DBC on that day.
#'   \item CLOSE. close price for DBC on that day.
#'   \item VOLUME. trading volume for DBC on that day.
#' }
#'
#' @docType data
#' @keywords datasets
#' @name DBC
#' @usage data(DBC)
#' @format An xts object with 3,088 rows and 5 variables
NULL

#' iShares MSCI EAFE ETF Price Data
#'
#' A raw xts dataset of iShares MSCI EAFE ETF (EFA) price data from 2006-03-01 through 2017-12-31. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for EFA on that day.
#'   \item HIGH. high price for EFA on that day.
#'   \item LOW. low price for EFA on that day.
#'   \item CLOSE. close price for EFA on that day.
#'   \item VOLUME. trading volume for EFA on that day.
#' }
#'
#' @docType data
#' @keywords datasets
#' @name EFA
#' @usage data(EFA)
#' @format An xts object with 3,088 rows and 5 variables
NULL

#' iShares 7-10 Year Treasury Bond ETF Price Data
#'
#' A raw xts dataset of iShares 7-10 Year Treasury Bond ETF (IEF) price data from 2006-03-01 through 2017-12-31. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for IEF on that day.
#'   \item HIGH. high price for IEF on that day.
#'   \item LOW. low price for IEF on that day.
#'   \item CLOSE. close price for IEF on that day.
#'   \item VOLUME. trading volume for IEF on that day.
#' }
#'
#' @docType data
#' @keywords datasets
#' @name IEF
#' @usage data(IEF)
#' @format An xts object with 3,088 rows and 5 variables
NULL

#' Vanguard Real Estate ETF Price Data
#'
#' A raw xts dataset of Vanguard Real Estate ETF (VNQ) price data from 2006-03-01 through 2017-12-31. Useful for testing
#' whether fluxcapacitor backtests perform as expected. This dataset is as-is, pulled from Quandl's ZEP database.
#'
#' \itemize{
#'   \item OPEN. opening price for VNQ on that day.
#'   \item HIGH. high price for VNQ on that day.
#'   \item LOW. low price for VNQ on that day.
#'   \item CLOSE. close price for VNQ on that day.
#'   \item VOLUME. trading volume for VNQ on that day.
#' }
#'
#' @docType data
#' @keywords datasets
#' @name VNQ
#' @usage data(VNQ)
#' @format An xts object with 3,088 rows and 5 variables
NULL
jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.