Package: tidyquant 1.0.9
Matt Dancho
tidyquant: Tidy Quantitative Financial Analysis
Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.
Authors:
tidyquant_1.0.9.tar.gz
tidyquant_1.0.9.zip(r-4.5)tidyquant_1.0.9.zip(r-4.4)tidyquant_1.0.9.zip(r-4.3)
tidyquant_1.0.9.tgz(r-4.4-any)tidyquant_1.0.9.tgz(r-4.3-any)
tidyquant_1.0.9.tar.gz(r-4.5-noble)tidyquant_1.0.9.tar.gz(r-4.4-noble)
tidyquant_1.0.9.tgz(r-4.4-emscripten)tidyquant_1.0.9.tgz(r-4.3-emscripten)
tidyquant.pdf |tidyquant.html✨
tidyquant/json (API)
NEWS
| # Install 'tidyquant' in R: |
| install.packages('tidyquant', repos = c('https://business-science.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/business-science/tidyquant/issues
- FANG - Stock prices for the "FANG" stocks.
dplyrfinancial-analysisfinancial-datafinancial-statementsmultiple-stocksperformance-analysisperformanceanalyticsquantmodstockstock-exchangesstock-indexesstock-listsstock-performancestock-pricesstock-symboltidyversetime-seriestimeseriesxts
Last updated 2 months agofrom:ae5a6ee60f. Checks:OK: 6 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 01 2024 |
| R-4.5-win | OK | Nov 01 2024 |
| R-4.5-linux | OK | Nov 01 2024 |
| R-4.4-win | NOTE | Nov 01 2024 |
| R-4.4-mac | OK | Nov 01 2024 |
| R-4.3-win | OK | Nov 01 2024 |
| R-4.3-mac | OK | Nov 01 2024 |
Exports:%>%ABSAS_DATEAS_DATETIMEav_api_keyAVERAGEAVERAGE_IFSCEILING_DATECEILING_DAYCEILING_MONTHCEILING_QUARTERCEILING_WEEKCEILING_YEARCHANGECHANGE_FIRSTLASTcoord_x_datecoord_x_datetimeCORCOUNTCOUNT_DAYSCOUNT_IFSCOUNT_UNIQUECOVCREATE_IFSCUMULATIVE_MAXCUMULATIVE_MEANCUMULATIVE_MEDIANCUMULATIVE_MINCUMULATIVE_PRODUCTCUMULATIVE_SUMDATEDATE_SEQUENCEDATE_TO_DECIMALDATE_TO_NUMERICDATEVALUEDAYDMYDMY_HDMY_HMDMY_HMSDOMDOWEDATEEOMONTHEXPFIRSTFLOOR_DATEFLOOR_DAYFLOOR_MONTHFLOOR_QUARTERFLOOR_WEEKFLOOR_YEARFVgeom_barchartgeom_bbandsgeom_bbands_geom_candlestickgeom_mageom_ma_HOLIDAY_SEQUENCEHOLIDAY_TABLEHOURIRRLAGLASTLEADLOGMAXMAX_IFSMDAYMDYMDY_HMDY_HMMDY_HMSMEDIANMEDIAN_IFSMINMIN_IFSMINUTEMONTHMONTHDAYNET_WORKDAYSNOWNPVNTHpalette_darkpalette_greenpalette_lightPCT_CHANGEPCT_CHANGE_FIRSTLASTpivot_tablePMTPVQDAYquandl_api_keyquandl_searchQUARTERQUARTERDAYRATERETURNROUND_DATEROUND_DAYROUND_MONTHROUND_QUARTERROUND_WEEKROUND_YEARscale_color_tqscale_colour_tqscale_fill_tqSECONDSQRTSTDEVSUMSUM_IFStheme_tqtheme_tq_darktheme_tq_greentidyquant_conflictstiingo_api_keyTODAYtq_exchangetq_exchange_optionstq_fund_holdingstq_fund_source_optionstq_gettq_get_optionstq_indextq_index_optionstq_mutatetq_mutate_tq_mutate_fun_optionstq_mutate_xytq_mutate_xy_tq_performancetq_performance_tq_performance_fun_optionstq_portfoliotq_portfolio_tq_repeat_dftq_transformtq_transform_xytq_transmutetq_transmute_tq_transmute_fun_optionstq_transmute_xytq_transmute_xy_VARVLOOKUPWDAYWEEKWEEKDAYWEEKNUMWEEKNUM_ISOWORKDAY_SEQUENCEYEARYEAR_ISOYEARFRACYMDYMD_HYMD_HMYMD_HMS
Dependencies:anytimeaskpassbase64encBHbitbit64bslibcachemcellrangerclassclicliprclockcodetoolscolorspacecpp11crayoncrosstalkcurldata.tablediagramdigestdplyrevaluatefansifarverfastmapfontawesomeforcatsforecastfracdifffsfurrrfuturefuture.applygenericsggplot2globalsgluegowergtablehardhathighrhmshtmltoolshtmlwidgetshttrhttr2ipredisobandjquerylibjsonliteKernSmoothknitrlabelinglaterlatticelavalazyevallifecyclelistenvlmtestlubridatemagrittrMASSMatrixmemoisemgcvmimemunsellnlmennetnumDerivopensslpadrparallellyPerformanceAnalyticspillarpkgconfigplotlyprettyunitsprodlimprogressprogressrpromisespurrrquadprogquantmodR6rappdirsRColorBrewerRcppRcppArmadilloRcppRollreadrreadxlrecipesrematchrlangrmarkdownrpartrsamplesassscalesshapesliderSQUAREMstringistringrsurvivalsystibbletidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturesTTRtzdburcautf8vctrsviridisLitevroomwarpwithrxfunxtsyamlzoo
Charting with tidyquant
Rendered fromTQ04-charting-with-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-01-29
Core Functions in tidyquant
Rendered fromTQ01-core-functions-in-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-01-29
Excel in R with tidyquant
Rendered fromTQ06-excel-in-r.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2023-09-29
Started: 2020-02-29
Introduction to tidyquant
Rendered fromTQ00-introduction-to-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-01-29
Performance Analysis with tidyquant
Rendered fromTQ05-performance-analysis-with-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-02-11
R Quantitative Analysis Package Integrations in tidyquant
Rendered fromTQ02-quant-integrations-in-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-01-29
Scaling and Modeling with tidyquant
Rendered fromTQ03-scaling-and-modeling-with-tidyquant.Rmdusingknitr::rmarkdownon Nov 01 2024.Last update: 2024-09-02
Started: 2017-03-02
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| tidyquant: Integrating quantitative financial analysis tools with the tidyverse | tidyquant-package tidyquant |
| Set Alpha Vantage API Key | av_api_key |
| Zoom in on plot regions using date ranges or date-time ranges | coord_x_date coord_x_datetime |
| Deprecated functions | deprecated tq_transform tq_transform_xy |
| Excel Date and Time Functions | AS_DATE AS_DATETIME CEILING_DATE CEILING_DAY CEILING_MONTH CEILING_QUARTER CEILING_WEEK CEILING_YEAR COUNT_DAYS DATE DATEVALUE DATE_SEQUENCE DATE_TO_DECIMAL DATE_TO_NUMERIC DAY DMY DMY_H DMY_HM DMY_HMS DOM DOW EDATE EOMONTH excel_date_functions FLOOR_DATE FLOOR_DAY FLOOR_MONTH FLOOR_QUARTER FLOOR_WEEK FLOOR_YEAR HOLIDAY_SEQUENCE HOLIDAY_TABLE HOUR MDAY MDY MDY_H MDY_HM MDY_HMS MINUTE MONTH MONTHDAY NET_WORKDAYS NOW QDAY QUARTER QUARTERDAY ROUND_DATE ROUND_DAY ROUND_MONTH ROUND_QUARTER ROUND_WEEK ROUND_YEAR SECOND TODAY WDAY WEEK WEEKDAY WEEKNUM WEEKNUM_ISO WORKDAY_SEQUENCE YEAR YEARFRAC YEAR_ISO YMD YMD_H YMD_HM YMD_HMS |
| Excel Financial Math Functions | excel_financial_math_functions FV IRR NPV PMT PV RATE |
| Excel Summarising "If" Functions | AVERAGE_IFS COUNT_IFS CREATE_IFS excel_if_functions MAX_IFS MEDIAN_IFS MIN_IFS SUM_IFS |
| Excel Pivot Table | excel_pivot_table pivot_table |
| Excel Reference Functions | excel_ref_functions VLOOKUP |
| Excel Statistical Mutation Functions | ABS CHANGE CUMULATIVE_MAX CUMULATIVE_MEAN CUMULATIVE_MEDIAN CUMULATIVE_MIN CUMULATIVE_PRODUCT CUMULATIVE_SUM excel_stat_mutation_functions EXP LAG LEAD LOG PCT_CHANGE RETURN SQRT |
| Excel Statistical Summary Functions | AVERAGE CHANGE_FIRSTLAST COR COUNT COUNT_UNIQUE COV excel_stat_summary_functions FIRST LAST MAX MEDIAN MIN NTH PCT_CHANGE_FIRSTLAST STDEV SUM VAR |
| Stock prices for the "FANG" stocks. | FANG |
| Plot Bollinger Bands using Moving Averages | geom_bbands geom_bbands_ |
| Plot Financial Charts in ggplot2 | geom_barchart geom_candlestick geom_chart |
| Plot moving averages | geom_ma geom_ma_ |
| tidyquant palettes for use with scales | palette_dark palette_green palette_light palette_tq |
| Query or set Quandl API Key | quandl_api_key |
| Search the Quandl database | quandl_search |
| tidyquant colors and fills for ggplot2. | scale_color_tq scale_colour_tq scale_fill_tq scale_manual |
| tidyquant themes for ggplot2. | theme_tq theme_tq_dark theme_tq_green |
| Conflicts between the tidyquant and other packages | tidyquant_conflicts |
| Set Tiingo API Key | tiingo_api_key |
| Get quantitative data in 'tibble' format | tq_get tq_get_options |
| Get all stocks in a stock index or stock exchange in 'tibble' format | tq_exchange tq_exchange_options tq_fund_holdings tq_fund_source_options tq_index tq_index_options |
| Mutates quantitative data | tq_mutate tq_mutate_ tq_mutate_fun_options tq_mutate_xy tq_mutate_xy_ tq_transmute tq_transmute_ tq_transmute_fun_options tq_transmute_xy tq_transmute_xy_ |
| Computes a wide variety of summary performance metrics from stock or portfolio returns | tq_performance tq_performance_ tq_performance_fun_options |
| Aggregates a group of returns by asset into portfolio returns | tq_portfolio tq_portfolio_ tq_repeat_df |
