Package: pedquant 0.2.5

pedquant: Public Economic Data and Quantitative Analysis

Provides an interface to access public economic and financial data for economic research and quantitative analysis. The data sources including NBS, FRED, Sina, Eastmoney and etc. It also provides quantitative functions for trading strategies based on the 'data.table', 'TTR', 'PerformanceAnalytics' and etc packages.

Authors:Shichen Xie [aut, cre]

pedquant_0.2.5.tar.gz
pedquant_0.2.5.zip(r-4.7)pedquant_0.2.5.zip(r-4.6)pedquant_0.2.5.zip(r-4.5)
pedquant_0.2.5.tgz(r-4.6-any)pedquant_0.2.5.tgz(r-4.5-any)
pedquant_0.2.5.tar.gz(r-4.7-any)pedquant_0.2.5.tar.gz(r-4.6-any)
pedquant_0.2.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
pedquant/json (API)

# Install 'pedquant' in R:

install.packages('pedquant', repos = c('https://shichenxie.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/shichenxie/pedquant/issues

Pkgdown/docs site:https://pedquant.com

Datasets:

dt_banks - Dataset of bank stocks in sse
dt_ssec - Dataset of shanghai composite index

On CRAN:

5.10 score 67 stars 38 scripts 905 downloads 28 exports 93 dependencies

Last updated from:7725f765f3. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	165
source / vignettes	OK	198
linux-release-x86_64	NOTE	181
macos-release-arm64	NOTE	95
macos-oldrel-arm64	NOTE	90
windows-devel	NOTE	108
windows-release	NOTE	107
windows-oldrel	NOTE	92
wasm-release	OK	124

Exports:%x<%%x>%ed_code ed_fred ed_fred_symbol ed_nbs ed_nbs_subregion ed_nbs_symbol md_bond md_forex md_future md_future_symbol md_money md_moneycn md_stock md_stock_adjust md_stock_financials md_stock_symbol md_symbol pq_addti pq_addti_funs pq_freq pq_opr pq_performance pq_performance_funs pq_plot pq_portfolio pq_return

Dependencies:askpass backports base64enc bit bit64 broom bslib cachem cellranger cli clipr commonmark corrplot countrycode cpp11 crayon curl data.table digest dplyr echarts4r evaluate farver fastmap fontawesome fs generics glue highr hms htmltools htmlwidgets httpuv httr jquerylib jsonlite knitr labeling later lattice lifecycle lubridate magrittr memoise mime openssl otel PerformanceAnalytics pillar pkgconfig prettyunits progress promises purrr quadprog R6 rappdirs RColorBrewer Rcpp readr readxl rematch rlang rmarkdown rstudioapi rvest sass scales selectr shiny sourcetools stringi stringr sys tibble tidyr tidyselect timechange tinytex TTR tzdb utf8 vctrs viridisLite vroom withr xefun xfun xml2 xtable xts yaml zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
crossover operators	%x<% %x>%
dataset of bank stocks in sse	dt_banks
dataset of shanghai composite index	dt_ssec
code list by category	ed_code
query FRED economic data	ed_fred
symbol of FRED economic data	ed_fred_symbol
query NBS economic data	ed_nbs
subregion code of NBS economic data	ed_nbs_subregion
symbol of NBS economic data	ed_nbs_symbol
query bond data	md_bond
query forex data	md_forex
query future market data	md_future
symbol of future market data	md_future_symbol
query interbank offered rate	md_money
query chinese benchmark rates	md_moneycn
query stock market data	md_stock
adjust stock prices	md_stock_adjust
query financial statements	md_stock_financials
symbol components of exchange	md_stock_symbol
symbol of market data	md_symbol
adding technical indicators	pq_addti
technical functions	pq_addti_funs
converting frequency of daily data	pq_freq
dataframe operation	pq_opr
calculating performance metrics	pq_performance
performance functions	pq_performance_funs
creating charts for time series	pq_plot
calculating returns/equity of portfolio	pq_portfolio
calculating returns by frequency	pq_return