Enhanced Quantitative Trading Modelling

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Documentation for package ‘QuantTools’ version 0.5.7.1

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%bw% Check if values are between specified interval
%dof% Do calculation on data.table excluding first column
%dofc% Do calculation on data.table excluding first column
%w/o% Select values in one vector not present in another
add_last_values Add last values marks to the right of active time series plot
add_legend Add legend to active time series plot
back_test Generic back test function
BBands C++ Bollinger Bands class
bbands Bollinger Bands
bw Check if values are between specified interval
calc_decimal_resolution Calculate decimal resolution
Candle C++ Candle class
ceiling_POSIXct Round POSIXct timestamps
Cost C++ Trading Commissions class
Crossover C++ Crossover class
crossover Crossover
distinct_colors Distinct colors vector
dof Do calculation on data.table excluding first column
dofc Do calculation on data.table excluding first column
Ema C++ Exponential Moving Average class
ema Exponential Moving Average
empty_plot Plot empty plot
gen_futures_codes Generate futures contract codes and schedule between dates
get_finam_data Download historical market data
get_google_data Download historical market data
get_iqfeed_data Download historical market data
get_market_data Download historical market data
get_moex_continuous_futures_data Download historical market data
get_moex_futures_data Download historical market data
get_moex_options_data Download historical market data
get_yahoo_data Download historical market data
get_yahoo_splits_and_dividends Download historical market data
hist_dt Plot histogram of data.table by columns
Indicator C++ Indicator Base class
iqfeed IQFeed
iround Round numbers to specified interval
lapply_named lapply which returns named list
lines_ohlc Add candles to active time series plot
lines_stacked_hist Add stacked histogram to active time series plot
lmerge Merge list of data.frames into data.table by key column
multi_heatmap Multi Dimensional Heat Map
na_locf Last Observation Carried Forward
Order C++ Order class
plot_dts Plot data.table time series
plot_table Plot data.table as table
plot_ts Plot time series !PLEASE USE plot_dts!
Processor C++ Processor class
QuantTools_settings QuantTools settings
QuantTools_settings_defaults QuantTools settings
returns Calculate returns
RollLinReg C++ Rolling Linear Regression class
RollPercentRank C++ Rolling Percent Rank class
RollRange C++ Rolling Range / Quantile class
RollSd C++ Rolling Standard Deviation class
RollVolumeProfile C++ Rolling Volume Profile class
roll_correlation Rolling Linear Regression
roll_futures Combine multiple futures market data into continuous contract
roll_lm Rolling Linear Regression
roll_max Rolling Range
roll_min Rolling Range
roll_percent_rank Rolling Percent Rank
roll_quantile Rolling Range
roll_range Rolling Range
roll_sd Rolling Standard Deviation
roll_sd_filter Rolling Filter
roll_volume_profile Rolling Volume Profile
round_POSIXct Round POSIXct timestamps
Rsi C++ Relative Strength Index class
rsi Relative Strength Index
settings QuantTools settings
Sma C++ Simple Moving Average class
sma Simple Moving Average
Stochastic C++ Stochastic class
stochastic Stochastic
store_finam_data Store historical market data
store_iqfeed_data Store historical market data
store_market_data Store historical market data
store_moex_data Store historical market data
Tick C++ Tick class
ticks Example intraday tick data
to_candles Convert ticks to candles
to_ticks Convert candles to ticks
to_UTC Convert time zone to 'UTC' without changing value
trunc_POSIXct Round POSIXct timestamps
t_to_x Plot time series !PLEASE USE plot_dts!
wo Select values in one vector not present in another