Man pages for scalastic/fin.backend
Financial Computations Backend
| BalanceMinority | Re-balances target on learning data |
| data_file.load_currencies | Load currencies data from CSV file |
| data_file.load_euribor | Load EURIBOR values from CSV file |
| data_file.load_fchi | Load FCHI (CAC40) indice from CSV file |
| data_file.load_vix | Load VIX values from CSV file |
| data_file.load_vxd | Load VXD values from CSV file |
| data_tools.extract_forecasting_data | Extracts the forecasting data depending on the forecast date |
| data_tools.extract_forecasting_data_by_level | Extracts the forecasting data depending on the forecast date... |
| data_tools.extract_learning_data | Extracts the learning data depending on the forecast date |
| data_tools.extract_learning_data_by_level | Extracts the learning data depending on the forecast date and... |
| data_tools.filter_nonnumeric | Filters non numerical columns |
| data_tools.filter_trend | Filters 'Trend' and Target columns |
| data_tools.filter_trend_by_level | Filters 'Trend' column of specific level. |
| data_tools.flat_raw_data | Flats raw data by selecting good known flag r and define... |
| data_tools.flat_rebalance_raw_data | Flats and re-balances raw data by selecting good known flag r... |
| data_tools.get_daily_forecasting_dates | Retrieve all possible daily forecasting dates for this asset. |
| data_tools.get_forecasting_dates | Retrieve all possible forecasting dates for this asset. |
| data_tools.get_target | Builds two-class 'Factor' target |
| data_tools.load_raw_data | Loads all data needed for forecasting. |
| data_tools.sample | Samples data to filter forecast. |
| data_tools.target_to_factor | Converts target into factor |
| data_tools.transform_target | Transform Target to a 2-class factor depending on level and... |
| data_tools.transform_to_sample | Transforms flat data into sample ones. |
| data_tools.update_raw_data | Update previously computed data used for forecasting with new... |
| db_asset.delete | Delete specified asset from DB if exists. |
| db_asset.load | Load asset data from DB. |
| db_asset.save | Save new asset only into DB. |
| db_asset.update | Update specified asset into DB if exists. |
| db_currency.delete | Delete one specified Currency from DB if exists. |
| db_currency.load | Load all Currencies from DB. |
| db_currency.load_one | Load one Currency from DB. |
| db_currency.name_column | Title |
| db_currency.save | Save Currency into DB. |
| db_currency.update | Update one specified Currency into DB if exists. |
| db_ibor.delete | Delete one specified IBOR from DB if exists. |
| db_ibor.load | Load all IBOR Index from DB. |
| db_ibor.load_one | Load one IBOR Index from DB. |
| db_ibor.name_column | Title |
| db_ibor.save | Save IBOR Index into DB. |
| db_ibor.update | Update one specified IBOR into DB if exists. |
| db_utils.delete | Internal optimized delete function by factorizing code. |
| db_utils.load | Internal optimized load function by factorizing code. |
| db_utils.mongodb_uri | Defines the MongoDB URI. |
| db_utils.name_column | Internal optimization storage by renaming column. |
| db_utils.save | Internal optimized save function by factorizing code. |
| db_utils.update | Internal optimized update function by factorizing code. |
| db_volatility.delete | Delete one specified Volatility Index from DB if exists. |
| db_volatility.load | Load Volatility Index Index from DB. |
| db_volatility.save | Save Volatility Index Index into DB. |
| db_volatility.update | Update one specified Volatility Index into DB if exists. |
| delta_point.build | Builds Delta Points |
| euribor.get_pca | Computes PCA on EURIBOR. |
| export_csv.X_y | Export X & y as CSV files |
| fin.backend | fin.backend: A base package for Financial Forecasts... |
| flag_r_bind_table_flag | Binds 2 lists of 'data.table'. |
| flag_r.build | Builds Flag R at once (bulk process). |
| flag_r_check_all | Title |
| flag_r_check_flag_neutral | Title |
| flag_r_check_flag_r | Title |
| flag_r_check_objectif | Title |
| flag_r_check_stoploss | Title |
| flag_r_compute_flag_r_init | Computes stoploss, target, signal and neutral flags. |
| flag_r.extract | Extracts Flag R from its temporary technical table. |
| flag_r_fix_flag_neutral | Computes and fixes neutral flags on daily process. |
| flag_r_get_flag_neutral | Computes neutral flags on bulk process. |
| flag_r.get_levels | Title |
| flag_r.get_levels_index | Title |
| flag_r_initialize_objectif_stoploss | Initializes the temporary technical table (TTT). |
| flag_r.set_levels | Title |
| flag_r.update_daily | Builds and updates R Flag daily |
| indicator_technic.get | Technical Indicator |
| init_db.import_data | Title |
| technical_tools.dynamic_merge | Dynamic merge of data.tables list with INNER join. |
| technical_tools.dynamic_merge_full | Dynamic merge of data.tables list with FULL OUTER join. |
| technical_tools.subtract_year | Subtracts period from a date. |
