MF_funcs: mutual fund stats functions
In raphael210/QDataGet: Data getting functionns

Description Usage Arguments Examples

mutual fund stats functions

MF_getQuote get fund's quote from multiple data source.

MF_rtn_table get fund's nav stats.

MF_rtn_plot get funds' hedge nav plot

MF_rtn_get get fund's nav return

MF_basicinfo get fund's basic info

MF_getStockPort get fund's stock portfolio from financial reports.

MF_getStockPort get fund's industry allocation from financial reports.

MF_Turnover_annual get fund's annual turnover rate.

MF_getQuote(fundID, begT, endT, variables = "NAV_adj_return1",
  datasrc = c("wind", "jy", "ts"), NAfill = FALSE)

MF_rtn_table(fundID, begT, endT, bmk = NULL, freq = NULL, scale = 250,
  datasrc = c("jy", "wind"))

MF_rtn_plot(fundID, begT, endT, bmk = NULL, datasrc = c("jy", "wind"),
  plottype = c("all", "excess"), wrap_sacles = c("free", "free_x", "free_y",
  "fixed"))

MF_rtn_get(fundID, begT, endT, bmk = NULL, datasrc = c("jy", "wind"))

MF_basicinfo(fundID, info = c("fundName", "setupday", "benchindex"),
  datasrc = c("jy", "wind"))

MF_getStockPort(fundID, rptDate, mode = c("all", "top10"), datasrc = c("jy",
  "ts", "wind"))

MF_getindustry(fundID, rptDate, datasrc = c("jy", "ts", "wind"))

MF_Turnover_annual(fundID, begrptDate, endrptDate)

`fundID`	is vector of fundID.
`begT`	is a vector of begin date,can be missing,if missing,then fund's set up date will be begT
`endT`	is end date,can be missing,if missing,then the nearest trading day for today will be endT.
`variables`	see examples.
`freq`	is fund's nav statistic frequency,default value is `NULL`,same as `rtn.periods`.
`scale`	is number of periods in a year,for daily return default value is 250,for monthly return default value is 12.

#---MF_getQuote--------------------------------------------------------------
fundID <- c("519983.OF","519987.OF")
begT <- as.Date("2016-01-05")
# -- get one variable from wind
variables <- "NAV_adj_return1"
re <- MF_getQuote(fundID = fundID, begT = begT, variables = variables)
# -- get multiple variables from wind
variables <- "nav,NAV_adj,NAV_adj_return1"
re <- MF_getQuote(fundID = fundID, begT = begT, variables = variables)
# -- get one variable from jy
variables <- "NVDailyGrowthRate"
re <- MF_getQuote(fundID = fundID, variables = variables,datasrc = 'jy')
variables <- "UnitNV,NVDailyGrowthRate"
re <- MF_getQuote(fundID = fundID, variables = variables,datasrc = 'jy')

#---MF_getStockPort----------------------------------------------------------
fundID <- c("519983.OF","519987.OF")
re <- MF_getStockPort(fundID,as.Date("2016-09-30"),mode="top10",datasrc = "jy")

#---MF_Turnover_annual-------------------------------------------------------
begrptDate <- as.Date("2015-06-30")
endrptDate <- as.Date("2016-12-31")
fundID <- c("519983.OF","519987.OF")
re <- MF_Turnover_annual(fundID, begrptDate, endrptDate)

#---MF_basicinfo-------------------------------------------------------
#get fund's fundname and setupday
re <- MF_basicinfo(fundID)
#get setupday only
re <- MF_basicinfo(fundID,info='setupday')

#---MF_rtn_table----------------------------------------------------------
# -- get one fund's nav stats from set up date.
mfstat <- MF_rtn_table(fundID='100038.OF')
# -- get one fund's yearly nav stats from set up date.
mfstat <- MF_rtn_table(fundID='100038.OF',freq='year')
# -- get mutiple funds' nav stats from specified date.
fundID <- c('162411.OF','501018.OF')
begT <- as.Date('2016-01-04')
endT <- as.Date('2017-12-31')
mfstat <- MF_rtn_table(fundID=fundID,begT=begT,endT=endT)
# -- define benchmark by yourself.
fundID <- c('000978.OF','000877.OF')
bmk <- c('EI000905','EI000300')
mfstat <- MF_rtn_table(fundID=fundID,bmk=bmk)
#---MF_navrtn_plot----------------------------------------------------------
#all hs300 enchanced funds
fundID <- c("000478.OF","002311.OF","002510.OF","002906.OF","003986.OF","161017.OF")
begT <- as.Date('2018-01-02')
bmk <- 'EI000905'
MF_rtn_plot(fundID,begT,bmk=bmk)
# set begT as setupdate+
begT <- MF_basicinfo(fundID,info = 'setupday')+months(1)
MF_rtn_plot(fundID,begT,bmk=bmk)
# hs300 and zz500 enhanced funds
fundID <- c("000478.OF","002311.OF","310318.OF","002906.OF","003986.OF","161017.OF","100038.OF","163407.OF")
MF_rtn_plot(fundID) #bmk can be missing