In thanhuwe8/mladv: mladv - Machine Learning for Finance routines

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)

mladv

The package mladv provide tools to clean, convert and analyze the financial data. It also provides various tools to apply machine learning to financial data.

Installation

We expect to release the package as soon as possible in CRAN. At the mean time, you can install it with devtools:

devtools::install_github("thanhuwe8/mladv")

Example

First you load the data from the package

library(mladv)
head(data1,3)

With the data_set, we can convert the raw market data into different bars such as time bars or volume bars as examples below with SSI_data

volume6000 <- volumebarr(data1, 15000)
head(volume6000)

minute_bar <- timebar(data1, "minute")
head(minute_bar)

We can still use functions from popular packages such as quantmod or ggplot2 with the return data.frame

We will add more useful functions later.

License

This project is licensed under the GPL3 License

thanhuwe8/mladv documentation built on June 9, 2019, 9:26 p.m.