pedquant (version 0.1.7)

md_stock: query stock market data

Description

md_stock provides an interface to query EOD (end of date) stock prices.

Usage

md_stock(symbol, source = "yahoo", type = "history", freq = "daily",
  date_range = "3y", from = NULL, to = Sys.Date(), adjust = FALSE,
  print_step = 1L, ...)

Arguments

symbol

symbols of stock shares.

source

the available data sources are 'yahoo' (https://finance.yahoo.com) and '163' (https://money.163.com).

type

the data type, including history, adjfactor and spot. Default is history.

freq

default is daily. It supports daily, weekly and monthly for yahoo data; daily for 163 data.

date_range

date range. Available value including '1m'-'11m', 'ytd', 'max' and '1y'-. Default is '3y'.

from

the start date. Default is NULL.

to

the end date. Default is current system date.

adjust

whether to adjust the OHLC prices. If it is NULL or FALSE, return the original data. Default is FALSE. For the yahoo data, the adjustment is based on the close_adj; for the 163 data, the adjustment is based on the cumulative products of close/close_prev.

print_step

A non-negative integer. Print symbol name by each print_step iteration. Default is 1L.

...

Additional parameters.

Examples

# NOT RUN {
# Example I
# query history prices from yahoo
dt_yahoo1 = md_stock(symbol=c("^GSPC", "000001.SS"))

# FAANG
FAANG = md_stock(c('FB', 'AMZN', 'AAPL', 'NFLX', 'GOOG'), date_range = 'max')

# for Chinese shares/fund
## the symbol without suffix
dt_yahoo2 = md_stock(c("000001", "^000001", "512510"))
## the symbol with suffix
dt_yahoo3 = md_stock(c("000001.sz", "000001.ss"))

# adjust factors, splits and dividend
dt_adj = md_stock(symbol=c("AAPL", "000001.SZ", "000001.SS"), 
                    type='adjfactor', date_range='max')

 
# Example II
# query history prices from 163
dt1 = md_stock(symbol=c('600000', '000001', '^000001', '^399001'), 
               source="163")

# valuation ratios (pe, pb, ps)
# only available for stock shares in sse and szse
dt2 = md_stock(symbol=c('600000', '000001', '^000001', '^399001'), 
               source="163", valuation = TRUE)
             
             
# Example III
# query spot prices
dt_spot1 = md_stock(symbol=c('600000.SS', '000001.SZ', '000001.SS', '399001.SZ'), 
                    type='spot', source="163")

# query spot prices of all A shares in sse and szse
dt_spot2 = md_stock(symbol='a', source="163", type='spot')
# query spot prices of all A/B shares and index in sse and szse
dt_spot3 = md_stock(symbol=c('a', 'b', 'index'), source="163", type='spot')

# show spot prices and sector/industry
dt_spot4 = md_stock(symbol = c('a', 'b', 'index', 'fund'), source = '163', 
  type = 'spot', show_tags = TRUE)

# Example IV
# query company information, including profile, IPO, structure of income, structure of employee
dt_info = md_stock('600036', type = 'info')

# query structure of income in history only
dt_info2 = md_stock('600036', type = 'info', str_income_hist = TRUE)

# }
# NOT RUN {
# }