library(financialds)
library(xts)
rs <- getAllStocks()
code <-
paste('SH',rs$SH[1,]$code,sep = '_')
getStock(code)
getFuture(code='hc_f',constact = '1710',dbuser = 'root',dbpwd = '111111')
top15 <- getContacts('hc_f','root','111111') #return top 15 volumn
Sys.setlocale("LC_TIME","C")
library(DBI)
library(RSQLite)
library(microbenchmark)
library(TTR)
library(RcppBDT)
library(fasttime)
library(xts)
conn <-
DBI::dbConnect(RSQLite::SQLite(), dbname = "C:/Users/Usong/Desktop/example.db3")
on.exit(dbDisconnect(conn))
dbListTables(conn)
getdata <- function() {
rs <- dbSendQuery(
conn,
"select substr(datetime('now', 'localtime') , 1 ,10) || ' ' || UpdateTime as time ,BidPrice1,AskPrice1 from DepthMarketData"
)
chunk <- NULL
while (!dbHasCompleted(rs)) {
chunk <- rbind(chunk , dbFetch(rs, 100000))
}
dbClearResult(rs)
#fr <-
# xts(chunk[, -1], as.POSIXlt(chunk[, 1], origin = "1970-01-01"))
#fr <-
# xts(chunk[, -1], order.by = strptime(chunk[, 1], format="%Y-%m-%d %H:%M:%S"))
fr <-
xts(chunk[, -1], order.by = fastPOSIXct(chunk[, 1], tz='GMT'))
#fr <-
# xts(chunk[, -1], order.by = RcppBDT::cToPOSIXct(chunk[, 1], tz='GMT'))
k <- to_period(fr, period = 'minutes', k = 5)
k$SMA10m <- SMA(k[, grep('fr.Close', colnames(k))], 1)
k$SMA5m <- SMA(k[, grep('fr.Close', colnames(k))], 2)
}
microbenchmark(getdata(),times=5L)
library(quantmod)
r <- getFuture(
src = "SQLite",
dbname = "C:/Users/Usong/Desktop/example.db3"
)
chart_Series(k)
add_TA(fr[,'SMA5m'], col = "red", lwd = 1.5, legend = "5m", type = 'l',on=1)
add_TA(fr[,'SMA10m'], col = "blue", lwd = 1.5, legend = "10m", type = 'l',on=1)
add_TA(atr[,'tr'], col = "red", lwd = 1.5, legend = "10m", type = 'l',on=4)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.