![]() ![]() ![]() Parallel computing with package furrr is available, speeding up the data importation process. The output is a list where each element is a different target variable (prices, returns, volumes). This means you can choose to ignore tickers with high number of missing dates.Ī customized function called yf_convert_to_wide() can transform the long dataframe into a wide format (tickers as columns), much used in portfolio optimization. This means that the data is saved locally and only missing portions are downloaded, if needed.Īll dates are compared to a benchmark ticker such as SP500 and, whenever an individual asset does not have a sufficient number of dates, the software drops it from the output. You can, for example, download data for all stocks in the SP500 index with a simple call to yf_collection_get() Ī session-persistent smart cache system is available by default. ![]() Fetchs daily/weekly/monthly/annual stock prices/returns from yahoo finance and outputs a dataframe (tibble) in the long format (stacked data) Ī new feature called “collections” facilitates download of multiple tickers from a particular market/index. ![]()
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