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R package pedquant realizes stock download and financial quantitative analysis
2022-07-29 10:33:00 【Mrrunsen】
In the use of R When conducting financial quantitative analysis , How to use R Provided by the package API To effectively obtain A Share data , It has always been a minor problem .R Community used quantmod/tidyquant The package mainly obtains data through Yahoo Finance . The US stock data of Yahoo Finance is very comprehensive , Yes A The support of stocks is not ideal , Either there are missing values or the length of time is limited , There is also a lack of necessary financial data . The domestic quantitative platform effectively supports R Not many .Tushare The community has developed a R package Tushare(https://cran.r-project.org/web/packages/Tushare/index.html) It's a good choice . Developed by Xie Shichen pedquant(https://cran.rproject.org/web/packages/pedquant/index.html), Provides us with another option .
“pedquant” Signification ” Public economic data and quantitative analysis “(Public Economic Data and Quantitative Analysis).penquant It provides access interfaces to domestic and international financial and economic data , Data sources include the National Bureau of statistics of China (NBS)、FRED、 Yahoo Finance 、163 Finance, etc . meanwhile ,pedquant It also provides some basic graphics and analysis tools .
We get from A Stock data start .
library(pedquant)
library(tidyverse)
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