getSliceData: Get all stock data of specified columns and date range

In tmk-c/myrlib: My R library for daily work

Description

Get all stock data of specified columns and date range

Usage

getSliceData(dbcon.str, columns, start.date = Sys.Date() - 365,
  end.date = Sys.Date(), symbols = NULL, verbose = FALSE,
  sma.lens = NULL, sd.lens = NULL, avg.tover.lens = NULL,
  open.gap.coef.lens = NULL)

Arguments

dbcon.str	Connection string for Sharadar or QuoteMedia.
columns	columns to retrieve (valid columns = open, high, low, close, adj.open, adj.high, adj.low, adj.close, volume, tover, dividend, roc.pc2tc, roc.pc2to, roc.to2tc, sma, sd, avg.tover and open.gap.coef)
start.date	start date by "yyyy-mm-dd" format
end.date	end date by "yyyy-mm-dd" format
symbols	Symbol list for subsetting the data
verbose	Output messages.
sma.lens	SMA calculation lengths by integer vector
sd.lens	SD calculation lengths by integer vector
avg.tover.lens	Average turnover calculation lengths by integer vector
open.gap.coef.lens	Open Gap Coef calculation lengths by integer vector

Value

List of all stock data of specified column as data.table format

tmk-c/myrlib documentation built on May 29, 2019, 1:44 p.m.