Menyiapkan strategi I

Perdagangan Finansial dengan R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

Tiga tanggal penting

Quantstrat memerlukan initDate, tanggal from, dan tanggal to.
YYYY-MM-DD, mis. “2000-01-01”

initdate <- "1999-01-01"
from <- "2003-01-01"
to <- "2015-12-31"

Menyiapkan quantstrat

# Setel zona waktu sistem:
Sys.setenv(TZ = "UTC")

# Atur mata uang (kita gunakan USD dulu):
currency("USD")

# Ambil data keuangan:
getSymbols("LQD", from = from, to = to, 
           src = "yahoo", adjust = TRUE)
# Perlakukan sebagai saham dasar
stock("LQD", currency = "USD", multiplier = 1)

Ringkasan

initDate = "1999-01-01"
from = "2003-01-01"
to = “2015-12-31"
Sys.setenv(TZ = "UTC")
currency("USD")
getSymbols("LQD", from = from, to = to, src = "yahoo", 
           adjust = TRUE)

Ayo berlatih!

Perdagangan Finansial dengan R