percent: Part4: Format Conversion Function

Description Usage Arguments Examples

Description

These functions allow you –

Usage

1

Arguments

tests

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Examples

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connect.and.query = function(query, type = "get")
GET.value.lookup = function(table = "scaling", col2lookup = "Scaling_Ratio", col.name = "Date", col.value)
GET.n.until = function(column, table, n, DATE)
GET.column = function(table, column)
GET.rt.dateRange = function(first_day, last_day, tickers = slec.tickers, table = "daily_return")
GET.rt = function(tickers = "SHV,SHY,IEI,AGZ,STIP,TIP", table, DATE, days.all = 504, delim = ",")
excludeSheet
applyPreference = function(features, excludeSheet, riskTolerance="Low", investmentHorizon="Short")
check.and.print = function(x)
check.dateRange = function(dataset, column = "Date")
check.valid.tickers = function(tickers, first_day, last_day, lookback.days)
as.Date.n = function(x)
SD.year2day = function(SD_year, is.percent = FALSE)
SD.day2year = function(SD_day)
rt.quater2year = function(rt_quater)
rt.year2quater = function(rt_year)
percent = function(x){x / 100}
YTM2adjust_rt = function(YTM)
shorten.rts = function(dataset, exclude = "Date")
adjusted_rt2proj_rt = function(adjusted_rt, daily_rt, DATE, days.lookBackMmt=105, days.excludeMmt=21)
cov.period = function(DATE, days.lookBackSD = 504, daily_rt)
cov.matrix2 = function(cov_period, SR)
opti.wets.donlp2 = function(SD_1year.max=3.5, rt_1quater.min=-3, proj_rt, cov_matrix2, stress_rt, stress_drawdown=15)
opti.wets = function(daily_rt, forward_rt, DATE, days.lookBackSD=504, days.lookBackMmt=105, days.excludeMmt=21, SD_1year.max=3.5, rt_1quater.min=-3,forward_rt_type = "adjusted",stress_rt, stress_drawdown)
portfolio.SD = function(weights, cov_matrix2)
portfolio.rt = function(weights, rt_)
global.bounds = function(SD, limit)
notebook.declare = function(daily_rt)
compound = function(notebook, thisDay, cov_period.thisDay, returns.thisDay)
check.if.rebalance = function(SD_thisDay, lowerBound, upperBound)

yuezhengjessica/RoboPackage documentation built on May 3, 2019, 2:55 p.m.