| applyFunctionToAllStocks | apply the same function to all stocks in test.txt |
| calcDailyHLSD | get daily hldsd |
| calcDailyMean | calculate daily mean |
| calcDailyMeanSD | calculate sd |
| calcKelly | kelly |
| calcOpenPositionForStock | calc position stock |
| calcSharp | calculate sharpe of a return series |
| calcSharpeCpp | calc sharpe |
| calcSSSharpe | calculate sharpe of a specific stock calc sharp |
| calcSSSharpeDate | date |
| checkCorrel | check correl |
| compareAllSharpYtd | compare all sharpe |
| compareAllSharpYtdDate | compare all sharpe |
| computeMonthlyTcost | t costs |
| computeWeekendAll | compute week return and percentile for all stocks |
| computeWeekPercReturn | computing week percentile and week return |
| convertTimeToDecimal | converting time |
| daysWithActivePosition | get days with active position |
| fillData000001 | fill data for 000001 |
| fillData399006 | fill the destination cyb with raw data |
| fromBenchToBenchlist | processing a bench with four columns (output from... |
| FTSEdataToExcel | ftse data to excel |
| generateCYBDay | generate cyb day file |
| generateCYBMin | generate min data cyb |
| generateIndexDay | generating index |
| generateIndexMin | gen index min |
| genReturnMatrix | gen return matrix |
| getBenchMark | get bench of a stock and output to folder (ticker, chn,... |
| getClosingPriceBeforeD | get closing price |
| getCorrel | get correl between symb and index |
| getCorrelGen | correl between one stock and all benches |
| getCYBFolder | get cyb folder |
| getData | get data |
| getDataPure | general method to get stocks |
| getDataPureD | get data |
| getDataVol | get data including vol traded and amount |
| getDayCumSharpeCpp | get cumu sharpe |
| getDayCumuSharpe | get cumulative sharpe of one day for one symbol |
| getDayDataFolder | get day data folder |
| getDaySharpe | get the sharpe ratio of the day given a stock and a date |
| getDaySharpeFromEnv | get day sharpe with data given in an env |
| getDaySharpeSinceDate | get sharpe from date (inclusive) |
| getFTSE50Index | getting ftse A50 index |
| getFTSEData | download FTSE index constituents sheet |
| getFTSEDataNoDownload | directly process, no download |
| getHighLowAll | wrapper |
| getHighLowDates | get the high and low dates of a stock |
| getHistHighDate | get the hist high date (earliest match, conservative) |
| getHistHighDateAll | get hist high for all stocks, wrapper function |
| getIndexDayCumuSharpe | get minute cumulative sharpe |
| getIndicies | get Index |
| getMA | helper function |
| getMAAll20 | compute MA |
| getMAAll60 | compute MA 60 |
| getMainboardFolder | get main board folder |
| getMean | testing function |
| getMinuteDataFolder | get min data folder |
| getMinuteDataForDay | get minute data for day |
| getMinuteDataPure | get minute data pure |
| getMinuteDataPureForAllDate | get minute data for all date |
| getMinuteDataPureWithPrevClose | get minute data |
| getMinuteDelta | get minute delta |
| getMinuteMtm | get minute mtm |
| getMinuteMtmForAll | get minute mtm for all |
| getMonOfWeek | get the monday of a given date |
| getMonthlySharpe | monthly sharpe, month, mean, sr |
| getMTMDelta | get the minute data mtm |
| getMTMForAll | get mtm for all |
| getNAV | getting NAVs |
| getOneTicker | get one ticker(not vectorized) |
| getOpenPnl | open pnl |
| getOpenPnlForPtf | open pnl for all stocks |
| getOpenPos | get open position with ytd close price get open pos |
| getOpenPosPure | get open position list |
| getPercentileAll | get percentile of all stocks |
| getPercentileCpp | take a data frame and get percentile |
| getPMCHY | compute pmchy |
| getPMCHYFor1Stock | compute 1 stock pmch |
| getSD | testing function |
| getSharpe | testing function |
| getSharpeAllStocksOnDat | get the list of high sharpe stocks on a given date |
| getSHCOMP | daily shcomp |
| getSum | identity function |
| getSumChgC | get sumChg, sumChgSq, n, sr of a change series in list |
| getSumSumSq | export to file to be processed for wtd sharpe |
| getSumSumSqAll | get all sum and sum sq for a given date provide sum and sum... |
| getTicker | get ticker function |
| getTradingDates | get trading dates |
| getTradingFolder | #' get monday of week #' @importFrom lubridate is.Date... |
| getTradingHistory | get trading history from file |
| getTradingTime | get trade time |
| getWeekVolPercentile | get week trade vol percentile |
| getWtdCumuSharpe | wtd cumulative sharpe. |
| getWtdDailySharpe | m/t/w/th/fr sharp |
| getWtdDailySharpeAll | get wtd sharpe all |
| getWtdMaxMin | get wtd percentile |
| getWtdMaxMinAll | get week to date max and min for all stocks |
| getWtdPercentile | get wtd percentile |
| getWtdSharpe | the last function was cumulative (showing sharpe for each... |
| getXIN0UIndex | XIN0U |
| getYtdCumSharpeCpp | get cumu ytd sharpe |
| getYtdLowDate | ytd low date |
| getYtdPercentile | getYtdpercentile |
| graphCYB | graphing |
| graphCYBD | graphing detailed |
| graphShcomp | Graph |
| graphShcompD | Graph |
| isAm | testing if AM |
| isPm | testing if pm |
| loadRecurrentStocks | load into main namespace all stocks that exceed an active day... |
| m1 | compute cumulative wtd sharpe |
| saveToGit | saving data to git and gitignore |
| sharpGraph | graph sharpe for year to date |
| timesThree | testing function |
| updateFTSEWeights | update ftse weights using the new.xlsx file |
| updateTradeDateFTSEOpen | update trading dates |
