R/q_return.R

In zac-garland/equityresearch: Equity Research in R

q_return <- function(ticker, start_date = NULL, end_date = NULL, frequency = NULL){

  if(is.null(frequency)){
    frequency = "daily"

  }



  prices <- q_price(ticker = ticker,
          start_date = start_date,
          end_date = end_date,
          frequency = frequency)


  if(length(unique(prices$q_ticker)) > 1){

    prices <- prices %>%
      group_by(q_ticker)

  }





  return_name <- paste0(frequency,"_return")

df <- prices %>%
  dplyr::select(q_ticker,date,adjClose) %>%
  tq_mutate(select = adjClose,
            mutate_fun = periodReturn,
            period = frequency,
            col_rename = "return") %>%
  mutate(cumulative_return = with_order(date,cumprod,1+return)-1) %>%
  ungroup() %>%
  rename(!!return_name := return)



df <- df %>%
    dplyr::filter(date != min(date, na.rm = T))

df

}