buildFactorLists: buildFactorLists

In raphael210/QDataGet: Data getting functionns

Description

get a list of FactorList, which is offen used in "multi-factor model builbing" or in "multifactor comparison".

Usage

buildFactorLists(..., factorRefine)

buildFactorLists_lcfs(factorIDs, factorRefine = refinePar_default("none"))

Arguments

...	one or more FactorList. See more detail in buildFactorList.
factorIDs	a character vector of factorID, available in table CT_FactorLists() .

Value

a list of FactorList

Note

In function buildFactorLists, the settings of factorRefine will be changed samely by the given arguments, if they are not missing.

function buildFactorLists_lcfs give a simply and direct way to build a list of factorlist through "lcfs", given a vector of factorID. Here, the settings of factorRefine will be set samely by the given arguments, and the other settings will be get through "lcfs" (CT_FactorLists()). See also buildFactorList_lcfs.

Examples

FactorLists <- buildFactorLists(
  buildFactorList(factorFun="gf.pct_chg_per",
                  factorPar=list(N=60),
                  factorDir=-1),
  buildFactorList(factorFun="gf.float_cap",
                  factorPar=list(),
                  factorDir=-1),
  buildFactorList(factorFun="gf.PE_ttm",
                  factorPar=list(),
                  factorDir=-1)
)
# - change the factor-refining method.
FactorLists2 <- buildFactorLists(
  buildFactorList(factorFun="gf.pct_chg_per",
                  factorPar=list(N=60),
                  factorDir=-1),
  buildFactorList(factorFun="gf.float_cap",
                  factorPar=list(),
                  factorDir=-1),
  buildFactorList(factorFun="gf.PE_ttm",
                  factorPar=list(),
                  factorDir=-1),
  factorRefine = refinePar_default()
)
# - through lcfs
factorIDs <- c("F000001","F000002","F000005")
FactorLists3 <- buildFactorLists_lcfs(factorIDs)

raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.