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rusquant (version 1.1.4)

Quantitative Trading Framework

Description

Collection of functions to retrieve financial data from various sources, including brokerage and exchange platforms, financial websites, and data providers. Includes functions to retrieve account information, portfolio information, and place/cancel orders from different brokers. Additionally, allows users to download historical data such as earnings, dividends, stock splits.

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Version

Install

install.packages('rusquant')

Monthly Downloads

334

Version

1.1.4

License

GPL-3

Maintainer

Vyacheslav Arbuzov

Last Published

September 16th, 2024

Functions in rusquant (1.1.4)

getPortfolio

Retrieve portfolio data from different brokers/exchanges
getSymbols.Tinkoff

Get earnings data from investing.com
getTradelog

Get tradelog information from a brokerage or exchange
placeOrder

Place an order on a broker/exchange platform
getTrades

Download trades of account
getSymbols.Poloniex

Get financial data from Poloniex
getSymbols.Rusquant

Download alpha strategy data from Rusquant
getSymbols.MarketWatch

MarketWatch data
getAccounts

Get account information from a brokerage or exchange
getEconomic

Get economic data from Investing.com
getDividends

Download dividends data
getOrderbook

Get the order book for a given symbol from a supported exchange
getIPO

Get IPO calendar data from Investing.com
getEarnings

Download earnings data from investing.com
auth

Set creds for Datasource
getOrders

Retrieve Orders Information from Brokers
cancelOrder

Cancel an order on a broker/exchange platform
getSymbols.Comon

Download data from Comon copytrading platform
getSymbols.Mfd

Get financial data from Mfd.ru
getSplits

Get stock split calendar data from investing.com
getSymbols.Gigapack

Download Giga Candles data from GigaPack
getSymbols.Alor

Download Alor data
getSymbols.Moex

Get financial data from MOEX Exchange
getSymbolList

Get a list of symbols for a given stock exchange
getSymbols.Algopack

Download AlgoPack data from MOEX
getSymbols.Finam

Download historical data from Finam.ru