Man pages for tmk-c/myrlib
My R library for daily work
| buildEquityCurvePlot | Build equity curve and drawdown plot by ggplot2 |
| calcEquityCurveFromTrans | Calculate equity curve from transactions. |
| calcGapStrategy | Calculate "Open Gap Strategy" performance |
| calcGapStrategyAllParams | Calculate "Open Gap Strategy" performance of all parameter... |
| calcGapStrategyDailyUniverse | Calculate Gap strategies' daily universe info |
| calcGapStrategyParallel | Calculate "Open Gap Strategy" performance parallely. |
| calcGapStrategyWFA | Walforward analysis of "Open Gap Strategy" |
| calcIBCommission | Calculate IB's stock order commission. |
| calcIndicatorParallel | Rollapply indicator function parallely by calculation windows |
| calcOpenGapCoefParallel | Calculate Open Gap Coeficient |
| calcPerformance | Calculate performance metrics from equity curve. |
| convertColumnName | Convert column name between column names in DB and R style... |
| generateDataParams | Generate "Open Gap Strategy" data parameters. |
| generateStrategyParamSet | Generate "Open Gap Strategy" parameters |
| getActiveSymbols | Get active stock symbols from DB |
| getAnnualRanges | Get annual date range |
| getDailyOHLCV | Get stock daily OHLCV and it's adjusted price from DB |
| getDailyOHLCVQuoteMedia | Get stock daily OHLCV and it's adjusted price from QuoteMedia... |
| getDailyOHLCVSharadar | Get stock daily OHLCV and it's adjusted price from Sharadar... |
| getDataByColumn | Get all stock data of specified column and date range |
| getGapStrategyResults | Get Gap Strategie's results with some calculated columns |
| getGGTheme | Get custom ggplot theme |
| getParamSetDiff | Get parameter setdiff from past results in DB. |
| getSliceColumnsData | Get all stock data of specified columns and date range |
| getSliceData | Get all stock data of specified columns and date range |
| getSliceDataQuoteMedia | Get all stock data of specified columns and date range from... |
| getSliceDataSharadar | Get all stock data of specified columns and date range from... |
| getSliceIndicatorData | Get all indicator data of specified type and date range |
| getSymbolInfo | Get all stock symbol info from DB |
| insertResults | Insert backtest result into DB. |
| spreadColumnsToXtsList | Spread columns to xts list |
