Package: quantmod 0.4.26.1
quantmod: Quantitative Financial Modelling Framework
Specify, build, trade, and analyse quantitative financial trading strategies.
Authors:
quantmod_0.4.26.1.tar.gz
quantmod_0.4.26.1.zip(r-4.5)quantmod_0.4.26.1.zip(r-4.4)quantmod_0.4.26.1.zip(r-4.3)
quantmod_0.4.26.1.tgz(r-4.4-any)quantmod_0.4.26.1.tgz(r-4.3-any)
quantmod_0.4.26.1.tar.gz(r-4.5-noble)quantmod_0.4.26.1.tar.gz(r-4.4-noble)
quantmod_0.4.26.1.tgz(r-4.4-emscripten)quantmod_0.4.26.1.tgz(r-4.3-emscripten)
quantmod.pdf |quantmod.html✨
quantmod/json (API)
NEWS
| # Install 'quantmod' in R: |
| install.packages('quantmod', repos = c('https://joshuaulrich.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/joshuaulrich/quantmod/issues
algorithmic-tradingchartingdata-importfinancetime-series
Last updated 17 days agofrom:91fba23dc4. Checks:OK: 1 ERROR: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win | ERROR | Nov 05 2024 |
| R-4.5-linux | ERROR | Nov 05 2024 |
| R-4.4-win | ERROR | Nov 05 2024 |
| R-4.4-mac | ERROR | Nov 05 2024 |
| R-4.3-win | ERROR | Nov 05 2024 |
| R-4.3-mac | ERROR | Nov 05 2024 |
Exports:.chart.theme.chob.quantmodEnvAdadd_ADXadd_axisadd_BBandsadd_DEMAadd_EMAadd_EVWMAadd_GMMAadd_MACDadd_RSIadd_Seriesadd_SMAadd_SMIadd_TAadd_Voadd_VWAPadd_WMAaddADXaddAroonaddAroonOscaddATRaddBBandsaddCCIaddChADaddChVoladdCLVaddCMFaddCMOaddDEMAaddDPOaddEMAaddEMVaddEnvelopeaddEVWMAaddExpiryaddKSTaddLinesaddMACDaddMFIaddMomentumaddOBVaddPointsaddROCaddRSIaddSARaddShadingaddSMAaddSMIaddTAaddTDIaddTRIXaddVoaddVolatilityaddWMAaddWPRaddZigZagaddZLEMAadjustOHLCallReturnsannualReturnas.quantmod.OHLCattachSymbolsaxTicksByTime2axTicksByValuebarChartbuildDatabuildModelcandleChartchart_parschart_Serieschart_themechartSerieschartShadingchartTAchartThemeClClClClOpcurrent.chobdailyReturnDeltdropTAfindPeaksfindValleysfittedModelfittedModel<-flushSymbolsfutures.expirygetDefaultsgetDividendsgetFingetFinancialsgetFXgetMetalsgetModelDatagetOptionChaingetPricegetQuotegetSplitsgetSymbolLookupgetSymbolsgetSymbols.alphavantagegetSymbols.avgetSymbols.csvgetSymbols.FREDgetSymbols.googlegetSymbols.mysqlgetSymbols.MySQLgetSymbols.oandagetSymbols.rdagetSymbols.RDatagetSymbols.SQLitegetSymbols.tiingogetSymbols.yahoogetSymbols.yahoojhas.Adhas.Askhas.Bidhas.Clhas.Hihas.HLhas.HLChas.Lohas.OHLChas.OHLCVhas.Ophas.Pricehas.Qtyhas.Tradehas.VoHiHiClHLHLCimportDefaultsis.BBOis.HLis.HLCis.OHLCis.OHLCVis.quantmodis.quantmodResultsis.TBBOLaglineChartlistTALoloadSymbolLookuploadSymbolsLoClLoHimatchChartmodelDatamodelSignalmonthlyReturnmoveTAnew.replotnewTANextoanda.currenciesOHLCOHLCVOpOpClOpHiOpLoOpOpoptions.expirypeakperiodReturnquantmodenvquarterlyReturnreChartremoveSymbolssaveChartsaveSymbolLookupsaveSymbolsseriesAccelseriesDecelseriesDecrseriesHiseriesIncrseriesLosetDefaultssetSymbolLookupsetTAshowshowSymbolsspecifyModelstandardQuotesummaryswapTAtradeModelunsetDefaultsunsetTAvalleyviewFinviewFinancialsVoweeklyReturnyahooQFyahooQuote.EODyearlyReturnzoom_ChartzoomChartzooom
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Quantitative Financial Modelling Framework | quantmod-package quantmod quantmodenv |
| Add Directional Movement Index | addADX |
| Add Bollinger Bands to Chart | addBBands |
| Add Commodity Channel Index | addCCI |
| Add Contract Expiration Bars to Chart | addExpiry |
| Add Moving Average to Chart | addDEMA addEMA addEVWMA addMA addSMA addWMA addZLEMA add_DEMA add_EMA add_EVWMA add_GMMA add_SMA add_VWAP add_WMA |
| Add Moving Average Convergence Divergence to Chart | addMACD |
| Add Rate Of Change to Chart | addROC |
| Add Relative Strength Index to Chart | addRSI |
| Add Parabolic Stop and Reversal to Chart | addSAR |
| Add Stochastic Momentum Indicator to Chart | addSMI |
| Add Volume to Chart | addVo |
| Add William's Percent R to Chart | addWPR |
| Adjust Open,High,Low,Close Prices For Splits and Dividends | adjustOHLC |
| Attach and Flush DDB | attachSymbols flushSymbols |
| Create Data Object for Modelling | buildData |
| Build quantmod model given specified fitting method | buildModel |
| Experimental Charting Version 2 | add_ADX add_axis add_BBands add_MACD add_RSI add_Series add_SMI add_TA add_Vo axTicksByTime2 axTicksByValue chart_pars chart_Series chart_theme new.replot zoom_Chart |
| Create Financial Charts | .chob barChart candleChart chartSeries current.chob lineChart matchChart reChart |
| Create A Chart Theme | .chart.theme chartTheme |
| A Chart Object Class | chob-class |
| A Technical Analysis Chart Object | chobTA-class show,chobTA-method |
| Create DDB Bindings | create.binding |
| Manage Default Argument Values for quantmod Functions | getDefaults importDefaults setDefaults unsetDefaults |
| Calculate Percent Change | Delt |
| Find Peaks and Valleys In A Series | findPeaks findValleys peak valley |
| quantmod Fitted Objects | anova.quantmod coef.quantmod coefficients.quantmod fitted.quantmod fitted.values.quantmod fittedModel fittedModel<- formula.quantmod logLik.quantmod plot.quantmod resid.quantmod residuals.quantmod vcov.quantmod |
| Load Financial Dividend Data | getDividends |
| Download and View Financial Statements | getFin getFinancials viewFin viewFinancials |
| Download Exchange Rates | getFX |
| Download Daily Metals Prices | getMetals |
| Update model's dataset | getModelData |
| Download Option Chains | getOptionChain |
| Download Option Chain Data from orats | getOptionChain.orats |
| Download Current Stock Quote | getQuote standardQuote yahooQF yahooQuote.EOD |
| Load Financial Split Data | getSplits |
| Load and Manage Data from Multiple Sources | getSymbols getSymbols.Bloomberg loadSymbols removeSymbols saveSymbols showSymbols |
| Download OHLC Data from Alpha Vantage | getSymbols.Alphavantage getSymbols.alphavantage getSymbols.AlphVantage getSymbols.alphVantage getSymbols.av |
| Load Data from csv File | getSymbols.csv |
| Download Federal Reserve Economic Data - FRED(R) | getSymbols.FRED |
| Retrieve Data from MySQL Database | getSymbols.MySQL getSymbols.mysql |
| Download Currency and Metals Data from Oanda.com | getSymbols.oanda oanda.currencies |
| Load Data from R Binary File | getSymbols.rda getSymbols.RData |
| Retrieve Data from SQLite Database | getSymbols.SQLite |
| Download OHLC Data from Tiingo | getSymbols.tiingo |
| Download OHLC Data From Yahoo Finance | getSymbols.yahoo |
| Download OHLC Data From Yahoo! Japan Finance | getSymbols.yahooj |
| Check For OHLC Data | has.Ad has.Ask has.Bid has.Cl has.Hi has.HL has.HLC has.Lo has.OHLC has.OHLCV has.Op has.Price has.Qty has.Trade has.Vo is.BBO is.HL is.HLC is.OHLC is.OHLCV is.TBBO |
| Internal quantmod Objects | .quantmodEnv addShading chartShading |
| Test If Object of Type quantmod | is.quantmod is.quantmodResults |
| Lag a Time Series | Lag Lag.data.frame Lag.numeric Lag.quantmod.OHLC Lag.zoo |
| Extract Dataset Created by specifyModel | modelData |
| Extract Model Signal Object | modelSignal |
| Create A New TA Indicator For chartSeries | addTA chartTA newTA |
| Advance a Time Series | Next Next.data.frame Next.numeric Next.quantmod.OHLC Next.zoo |
| Extract and Transform OHLC Time-Series Columns | Ad Cl ClCl ClOp getPrice Hi HiCl HL HLC Lo LoCl LoHi OHLC OHLC.Transformations OHLCV Op OpCl OpHi OpLo OpOp seriesAccel seriesDecel seriesDecr seriesHi seriesIncr seriesLo Vo |
| Calculate Contract Expirations | futures.expiry options.expiry |
| Calculate Periodic Returns | allReturns annualReturn dailyReturn monthlyReturn periodReturn quarterlyReturn weeklyReturn yearlyReturn |
| Class "quantmod" | fittedModel<-,quantmod-method fittedModel<--methods quantmod-class quantmodResults-class quantmodReturn-class show,quantmod-method show,quantmodResults-method show,tradeLog-method summary,quantmod-method tradeLog-class |
| Create Open High Low Close Object | as.quantmod.OHLC quantmod.OHLC |
| Save Chart to External File | saveChart |
| Manage Symbol Lookup Table | getSymbolLookup loadSymbolLookup saveSymbolLookup setSymbolLookup |
| Manage TA Argument Lists | listTA setTA unsetTA |
| Specify Model Formula For quantmod Process | specifyModel |
| Add Technical Indicator to Chart | addAroon addAroonOsc addATR addChAD addChVol addCLV addCMF addCMO addDPO addEMV addEnvelope addKST addLines addMFI addMomentum addOBV addPoints addTDI addTRIX addVolatility addZigZag dropTA moveTA swapTA TA |
| Simulate Trading of Fitted quantmod Object | tradeModel |
| Change Zoom Level Of Current Chart | zoom zoomChart zooom |
