get.marketData.random: Random end of day US Stock prices
In kkhamutou/MarkowitzUW: Advanced R Project

Description Usage Arguments Value Note References

Retrieves N number of random stocks from the Quandl Dataset.

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get.marketData.random(nassets, start_date, end_date,
  collapse = c("daily", "weekly", "monthly", "quarterly", "annual"),
  api_key, excludedCodes = NULL, skipNA = TRUE, recursive = FALSE)

`nassets`	An integer, number of stock in a portfolio
`start_date`	A Date object, format="YYYY-MM-DD". Retrieve data rows on and after the specified start date.
`end_date`	A Date object, format="YYYY-MM-DD". Retrieve data rows up to and including the specified end date.
`collapse`	Change the sampling frequency of the returned data. Default is none; i.e., data is returned in its original granularity.
`api_key`	A string, authentication toket for a Quandl user.
`excludedCodes`	A string or list of strings, stock codes that should be excluded from random sampling.
`skipNA`	Boolean, if skipNA=TRUE, an assert that has NA in its date range is excluded.
`recursive`	Boolean, if recursive=TRUE, a function will execute until exact predefined number of stocks is found.

list(data=dataframe of stocks in portfolio, missingCode=vector of codes that do not satisfy input params)

If recursive=TRUE & skipNA=TRUE, a function will search for N asserts that satisfy start_date, end_date and collapse arguments. Therefore, eventually, it may go out of requests allowed by Quandle.

Also see get.marketData function for additional information.

kkhamutou/MarkowitzUW documentation built on June 10, 2019, 8:17 a.m.