ts.wss: ts.wss

In raphael210/QDataGet: Data getting functionns

Description

realize the "stock-data-expert" functions in Tinysoft.Given the stocklist, get specific variables of the stocks from Tinysoft.

Usage

ts.wss(stocks, funchar, varname, rptDate, Time = Sys.Date(), Rate = 1,
  RateDay = 0, adjust_yoy = FALSE)

Arguments

stocks	a vector of stockID.
funchar	expression to get variables from tinysoft,a character string, usually copyed from tinysoft "stock-data-expert". If you want to specify the rptDate by param rptDate, the expression should be converted simply by replaceing the specified reportdate in the stock-data-expert expression by 'Rdate'. e.g. convert Last12MData(20091231,46002) to Last12MData(Rdate,46002).
varname	vector of charactor string
rptDate	a specified rptDate, with class of Date. Could be missing when unnessasry. See examples for more detail.
Time	a Date object, giving the pn_date() in tinysoft
Rate	a integer,giving the type of rights adjustment, could be one of 0(no adjustment),1(geometric adjustment),2(simple adjustment),3
RateDay	a integer,giving the base date of right adjustment,could be one of 0(the last trading day),-1(the IPO date),or a tinysoft date integer(eg. rdate2ts(as.Date("2010-01-02")))
adjust_yoy	a logic. If TRUE, param Time will be set to rptDate.deadline(rptDate), the financial index before(not including) rptDate will be adjusted, the financial index after rptDate will not be adjusted.

Value

a dataframe,with cols:stockID,stockName,and the returned variables.

Note

you can get different financial index by set param Time and param adjust_yoy. If you set param Time to 1900-01-01, all the financial index returned will not be adjusted; If you set param Time to Sys.Date(), all the financial index returned will be adjusted; See example for detail.

Examples

stocks <- c("EQ600011","EQ000631","EQ000004")
funchar1 <- '"eps",reportofall(9900000,20121231),
   "zyywlrzzl",reportofall(9900601,20121231),
   "yszk",report(44009,20121231),
   "isFinanceCompany",IsFCompany_(),
   "close",close(),
   "rtn(%)(19890705,20120705)",StockZf(32694,41095),
   "Ndayrtn(%)(N=10)",StockZf2(10),
   "floatMV(20110926)",StockMarketValue(40812)'
re1 <- ts.wss(stocks,funchar1)

# -- specify the rptDate
funchar2 <- '"eps",reportofall(9900000,Rdate),
   "zyywlrzzl",reportofall(9900601,Rdate),
   "yszk",report(44009,Rdate),
   "isFinanceCompany",IsFCompany_(),
   "close",close(),
   "rtn(%)(19890705,20120705)",StockZf(32694,41095),
   "Ndayrtn(%)(N=10)",StockZf2(10),
   "floatMV(20110926)",StockMarketValue(40812)'
re2 <- ts.wss(stocks,funchar2,rptDate=as.Date('2012-12-31'))

all.equal(re1,re2)  # TRUE

# -- getting financial index (adjust or not)
ts.wss("EQ000027",'"G_NP_Q",LastQuarterData(Rdate,9900604,0)',as.Date("2007-03-31"),Time=as.Date("1900-06-29")) # 31.8 (07_adj/06_adj-1)
ts.wss("EQ000027",'"G_NP_Q",LastQuarterData(Rdate,9900604,0)',as.Date("2007-03-31"),Time=Sys.Date()) # 229.16 (07_unadj/06_unadj-1)
ts.wss("EQ000027",'"G_NP_Q",LastQuarterData(Rdate,9900604,0)',as.Date("2007-03-31"),adjust_yoy=TRUE) # 49 (07_unadj/06_adj-1) This is the correct one!

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