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This is a simple algorithm that downloads trading data from yahoo database. It is basically a large

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This is a simple algorithm that downloads trading data from yahoo database. It is basically a large scale application of sqq.m which was originally submitted by Michael Boldin, link at acknowledgements. Some of the functionalities of the package: - User defined ticker list. - Function for downloading most recent SP500 composition in ticker list. - Control for bad data (e.g. a certain percentage of prices missing). - Choice of frequency of data (e.g. weekly prices). - Choice of starting and ending data. - Function for saving the whole data in a pre-formatted excel file together with a full reports on missing data.

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