Type: | Package |
Title: | Quantitative Trade Signals |
Version: | 0.1.5 |
Date: | 2024-05-04 |
Depends: | data.table,jsonlite,httr |
Maintainer: | Vyacheslav Arbuzov <arbuzov1989@gmail.com> |
Description: | Provides an interface to the financial data platform https://datahub.limex.com/., enabling users to retrieve real-time and historical financial data. Functions within the package allow access to instruments, candlestick charts, fundamentals, news, events, models, and trading signals. Authentication is managed through user-specific API tokens, which are securely handled via environment variables. |
LazyLoad: | yes |
License: | GPL-3 |
Encoding: | UTF-8 |
URL: | https://datahub.limex.com |
BugReports: | https://github.com/Limex-com/limexhub-r/issues |
RoxygenNote: | 7.2.3 |
NeedsCompilation: | no |
Packaged: | 2024-05-04 07:11:19 UTC; vyacheslav |
Author: | Vyacheslav Arbuzov [aut, cre, cph] |
Repository: | CRAN |
Date/Publication: | 2024-05-06 17:00:02 UTC |
Get Alternative Candlestick Data
Description
Retrieves alternative candlestick data for a given stock symbol within the specified date range. The API token is retrieved from an environment variable 'LIMEX_API_TOKEN'.
Usage
altercandles(symbol = "BRX", from = "2023-11-27", to = Sys.Date())
Arguments
symbol |
Stock symbol to fetch candlestick data for. |
from |
Starting date for the candlestick data in 'YYYY-MM-DD' format. |
to |
Ending date for the candlestick data in 'YYYY-MM-DD' format. |
Value
A data frame containing the candlestick data if the request was successful, NULL otherwise.
Examples
## Not run:
candles_data <- altercandles(symbol = "BRX", from = "2023-07-31", to = "2023-08-24")
## End(Not run)
Get Candlestick Data
Description
Retrieves historical candlestick data for a given stock symbol within the specified date range. The API token is retrieved from an environment variable 'LIMEX_API_TOKEN'.
Usage
candles(symbol = "AAPL", from = "2023-07-31", to = Sys.Date(), timeframe = 3)
Arguments
symbol |
Stock symbol to fetch candlestick data for. |
from |
Starting date for the candlestick data in 'YYYY-MM-DD' format. |
to |
Ending date for the candlestick data in 'YYYY-MM-DD' format. |
timeframe |
Timeframe, min - 1, hour - 2, day - 3, week - 3, month - 5 |
Value
A data frame containing the candlestick data if the request was successful, NULL otherwise.
Examples
## Not run:
candles_data <- candles(symbol = "BRX", from = "2023-07-31", to = "2023-08-24")
## End(Not run)
Get Events
Description
Retrieves events data for a specified stock symbol, filtered by event type and date range. Utilizes the API token set as an environment variable 'LIMEX_API_TOKEN'.
Usage
events(
symbol = "AAPL",
from = "2010-01-01",
to = Sys.Date(),
type = "dividends"
)
Arguments
symbol |
The stock symbol for which events data is requested. |
from |
The start date for the data retrieval in 'YYYY-MM-DD' format. |
to |
The end date for the data retrieval in 'YYYY-MM-DD' format. |
type |
Type of the event to filter (e.g., 'dividends'). |
Value
A data frame containing the events data if the request is successful, NULL otherwise.
Examples
## Not run:
events_data <- events(symbol = "AAPL", from = "2023-01-01", to = "2024-01-01")
## End(Not run)
Get Fundamental Data
Description
Fetches fundamental data for a specified stock symbol and range of dates, and for specified accounting quarter(s), using the Limex API. Authentication is done via an API token stored in an environment variable 'LIMEX_API_TOKEN'.
Usage
fundamental(
symbol = NULL,
from = "2010-01-01",
to = Sys.Date(),
quarter = NULL,
fields = NULL
)
Arguments
symbol |
The stock symbol for which fundamental data is requested. |
from |
The start date for the data retrieval in 'YYYY-MM-DD' format. |
to |
The end date for the data retrieval in 'YYYY-MM-DD' format. |
quarter |
Optional; specify the quarter and year 'Q1-2023', 'Q2-2023', 'Q1-2024'... for quarterly data. |
fields |
Optional; specify particular fields of interest like 'roe'. |
Value
A data frame containing the requested fundamental data if successful, NULL otherwise.
Examples
## Not run:
company_fundamental <- fundamental(symbol = "AAPL")
universe <- fundamental(fields = 'pe-ratio',quarter = 'Q2-2023')
hist_data <- fundamental(symbol = "AAPL",fields = 'pe-ratio')
## End(Not run)
Get Instruments
Description
Retrieves instruments data filtered by asset type. This function uses an API token stored in an environment variable named 'LIMEX_API_TOKEN'.
Usage
instruments(assets = "stocks")
Arguments
assets |
Type of assets to query, by default 'stocks'. |
Value
A data frame containing instrument data, or NULL if the request fails.
Examples
## Not run:
instruments_data <- instruments(assets = 'stocks')
## End(Not run)
Set API Token for Limex
Description
Sets the API token for the Limex service by storing it in an environment variable for the current R session. This token will be used by other functions in the package to authenticate API requests.
Usage
limex_token(token)
Arguments
token |
API token for the Limex service. |
Value
Invisible NULL, side-effect function setting an environment variable.
Examples
## Not run:
limex_token("your_personal_token_here")
## End(Not run)
Retrieve Models from Limex API
Description
Fetches data about models from the Limex API for a specified vendor. It uses an API token that is stored in the 'LIMEX_API_TOKEN' environment variable.
Usage
models(vendor = "boosted")
Arguments
vendor |
The name of the vendor for which models data is requested. |
Value
A data frame containing the models data if the request is successful; NULL otherwise.
Examples
## Not run:
models_data <- models(vendor = "boosted")
## End(Not run)
Get News Data
Description
Retrieves news data for a specific stock symbol from the Limex API. The API token is retrieved from an environment variable 'LIMEX_API_TOKEN'.
Usage
news(symbol = "AAPL", from = "2010-01-01", to = Sys.Date())
Arguments
symbol |
The stock symbol for which news data is requested. |
from |
The start date for the data retrieval in 'YYYY-MM-DD' format. |
to |
The end date for the data retrieval in 'YYYY-MM-DD' format. |
Value
A data frame containing the news data if successful, NULL otherwise.
Examples
## Not run:
news_data <- news(symbol = "BRX", from = "2023-11-27", to = "2023-11-28")
## End(Not run)
Get Signals Data
Description
Retrieves signals data for a specified stock symbol and model from the Limex API. The function uses the API token that is stored in the 'LIMEX_API_TOKEN' environment variable.
Usage
signals(
vendor = "boosted",
model = "50678d2d-fd0f-4841-aaee-7feac83cb3a1",
symbol = "AAPL",
from = "2010-01-01",
to = Sys.Date()
)
Arguments
vendor |
The vendor name associated with the signals data. |
model |
The model identifier for which signals data is requested. |
symbol |
The stock symbol for which signals data is requested. |
from |
The start date for the signals data retrieval in 'YYYY-MM-DD' format. |
to |
The end date for the signals data retrieval in 'YYYY-MM-DD' format. |
Value
A data frame containing the signals data if the request is successful; NULL otherwise.
Examples
## Not run:
signals_data <- signals(vendor = "boosted", symbol = "AAPL")
## End(Not run)