设置策略 I

R 中的金融交易

Ilya Kipnis

Professional Quantitative Analyst and R programmer

三个关键日期

quantstrat 需要 initDate、from 和 to 三个日期。
YYYY-MM-DD，如 "2000-01-01"

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

设置 quantstrat

# 设置系统时区：
Sys.setenv(TZ = "UTC")

# 设置货币（此处用 USD）：
currency("USD")

# 获取金融数据：
getSymbols("LQD", from = from, to = to, 
           src = "yahoo", adjust = TRUE)
# 作为普通股票处理
stock("LQD", currency = "USD", multiplier = 1)

概览

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)

Let's practice!

R 中的金融交易