R/technical_indicators.R

In threadingdata/finnhubr: Integration with Finnhub.io API

#' @title Technical Indicators
#' @description Get technical indicators
#'  
#' @param symbol Stock ticker
#' @param resolution 1-minute, 5-minute, 15-minute, 30-minute, 60-minute, 
#' daily, weekly and monthly
#' @param indicator Selected indicator
#' @param from Begin date - default 30-days from today
#' @param to End date - current date
#' 
#' @importFrom dplyr bind_cols rename mutate select everything
#' 
#' @return
#' @export
#' 
#' @examples
#' technical_indicators('NVDA')
#' technical_indicators('NVDA', indicator = 'SMA')
#' technical_indicators('NVDA', indicator = 'EMA')
#' technical_indicators('NVDA', indicator = 'TEMA')
#' technical_indicators('NVDA', indicator = 'RSI')
#' technical_indicators('NVDA', indicator = 'BBANDS')
#' technical_indicators('NVDA', resolution = 1, indicator = 'BBANDS')
#' technical_indicators('NVDA', resolution = 5)
#' technical_indicators('NVDA', resolution = 15)
#' technical_indicators('NVDA', resolution = 30)
#' technical_indicators('NVDA', resolution = 60)
#' technical_indicators('NVDA', resolution = 'D')
#' technical_indicators('NVDA', from = lubridate::today() - 365, resolution = 'W', indicator = 'BBANDS')
technical_indicators <- function(symbol,
                                 indicator = 'SMA',
                                 resolution = 'D', 
                                 from = today() - 14,
                                 to = today(),
                                 ...){
  
  from <- date_to_unix(from)
  to <- date_to_unix(to)
  
  url <- finnhub_endpoint('technical_indicators')
  
  df <- retry_get(url, 
                  query = list(token = finnhub_key(),
                               symbol = symbol,
                               indicator = indicator,
                               resolution = resolution,
                               from = from,
                               to = to))
  df$s <- NULL
  
  df %>% 
    dplyr::bind_cols() %>% 
    dplyr::rename(close = c,
                  high = h,
                  low = l,
                  open = o,
                  unixtime = t,
                  volume = v) %>% 
    dplyr::mutate(symbol = symbol) %>% 
    dplyr::select(symbol, unixtime, open, high, low, close, volume, dplyr::everything())
}