## ----echo = FALSE, message = FALSE, warning = FALSE---------------------------
knitr::opts_chunk$set(message = FALSE,
                      warning = FALSE,
                      fig.width = 8, 
                      fig.height = 4.5,
                      fig.align = 'center',
                      out.width='95%', 
                      dpi = 150)

## ----include=FALSE------------------------------------------------------------
# Load for R CMD CHECK
library(dplyr)
library(lubridate)
library(tidyquant)

## -----------------------------------------------------------------------------
tq_index_options()

## ----eval = FALSE-------------------------------------------------------------
#  tq_index("SP500")

## ----eval=FALSE---------------------------------------------------------------
#  tq_exchange("NASDAQ")

## -----------------------------------------------------------------------------
tq_get_options()

## -----------------------------------------------------------------------------
aapl_prices  <- tq_get("AAPL", get = "stock.prices", from = " 1990-01-01")
aapl_prices 

## -----------------------------------------------------------------------------
stocks <- c("AAPL", "META", "NFLX") %>%
    tq_get(from = "2013-01-01",
           to   = "2017-01-01")
stocks

## ----eval = F-----------------------------------------------------------------
#  x8411T <- tq_get("8411.T", get = "stock.prices.japan", from = "2016-01-01", to  = "2016-12-31")

## -----------------------------------------------------------------------------
wti_price_usd <- tq_get("DCOILWTICO", get = "economic.data")
wti_price_usd 

## ----eval = F-----------------------------------------------------------------
#  quandl_api_key("<your-api-key>")

## ----eval = F-----------------------------------------------------------------
#  quandl_search(query = "Oil", database_code = "NSE", per_page = 3)

## ----eval = F-----------------------------------------------------------------
#  c("WIKI/AAPL") %>%
#      tq_get(get  = "quandl",
#             from = "2016-01-01",
#             to   = "2016-12-31")

## ----eval = F-----------------------------------------------------------------
#  "WIKI/AAPL" %>%
#      tq_get(get          = "quandl",
#             from         = "2007-01-01",
#             to           = "2016-12-31",
#             column_index = 11,
#             collapse     = "annual",
#             transform    = "rdiff")

## ----eval = F-----------------------------------------------------------------
#  # Zacks Fundamentals Collection B (DOW 30 Available to non subscribers)
#  tq_get("ZACKS/FC", get = "quandl.datatable")   # Zacks Fundamentals Condensed
#  tq_get("ZACKS/FR", get = "quandl.datatable")   # Zacks Fundamental Ratios
#  tq_get("ZACKS/MT", get = "quandl.datatable")   # Zacks Master Table
#  tq_get("ZACKS/MKTV", get = "quandl.datatable") # Zacks Market Value Supplement
#  tq_get("ZACKS/SHRS", get = "quandl.datatable") # Zacks Shares Out Supplement

## ----eval=FALSE---------------------------------------------------------------
#  tiingo_api_key('<your-api-key>')

## ----eval=F-------------------------------------------------------------------
#  # Tiingo Prices (Free alternative to Yahoo Finance!)
#  tq_get(c("AAPL", "GOOG"), get = "tiingo", from = "2010-01-01")
#  
#  # Sub-daily prices from IEX ----
#  tq_get(c("AAPL", "GOOG"),
#         get = "tiingo.iex",
#         from   = "2020-01-01",
#         to     = "2020-01-15",
#         resample_frequency = "5min")
#  
#  # Tiingo Bitcoin in USD ----
#  tq_get(c("btcusd"),
#         get    = "tiingo.crypto",
#         from   = "2020-01-01",
#         to     = "2020-01-15",
#         resample_frequency = "5min")

## ----eval = F-----------------------------------------------------------------
#  # install.packages("alphavantager")
#  av_api_key("<your-api-key>")

## ----eval = F-----------------------------------------------------------------
#  # Scaling is as simple as supplying multiple symbols
#  c("META", "MSFT") %>%
#      tq_get(get = "alphavantage", av_fun = "TIME_SERIES_INTRADAY", interval = "5min")

## ----eval = F-----------------------------------------------------------------
#  # install.packages("Rblpapi")
#  Rblpapi::blpConnect()

## ----eval = F-----------------------------------------------------------------
#  # Get Bloomberg data in a tidy data frame
#  my_bloomberg_data <- c('SPX Index','ODMAX Equity') %>%
#      tq_get(get         = "Rblpapi",
#             rblpapi_fun = "bdh",
#             fields      = c("PX_LAST"),
#             options     = c("periodicitySelection" = "WEEKLY"),
#             from        = "2016-01-01",
#             to          = "2016-12-31")

## -----------------------------------------------------------------------------
FANG

## -----------------------------------------------------------------------------
FANG %>%
    group_by(symbol) %>%
    tq_transmute(select = adjusted, mutate_fun = to.monthly, indexAt = "lastof")

## ----message=FALSE, warning=FALSE---------------------------------------------
wti_prices <- tq_get("DCOILWTICO", get = "economic.data") 

wti_prices %>%    
    tq_transmute(mutate_fun = to.period,
                 period     = "months", 
                 col_rename = "WTI Price")

## -----------------------------------------------------------------------------
FANG %>%
    group_by(symbol) %>%
    tq_mutate(select     = close, 
              mutate_fun = MACD, 
              col_rename = c("MACD", "Signal"))

## -----------------------------------------------------------------------------
fb_returns <- tq_get("META", get  = "stock.prices", from = "2016-01-01", to   = "2016-12-31") %>%
    tq_transmute(adjusted, periodReturn, period = "weekly", col_rename = "fb.returns")

xlk_returns <- tq_get("XLK", from = "2016-01-01", to = "2016-12-31") %>%
    tq_transmute(adjusted, periodReturn, period = "weekly", col_rename = "xlk.returns")

returns_combined <- left_join(fb_returns, xlk_returns, by = "date")
returns_combined

## -----------------------------------------------------------------------------
regr_fun <- function(data) {
    coef(lm(fb.returns ~ xlk.returns, data = timetk::tk_tbl(data, silent = TRUE)))
}

## -----------------------------------------------------------------------------
returns_combined %>%
    tq_mutate(mutate_fun = rollapply,
              width      = 12,
              FUN        = regr_fun,
              by.column  = FALSE,
              col_rename = c("coef.0", "coef.1"))
returns_combined

## ----message=FALSE, warning=FALSE---------------------------------------------
FANG %>%
    group_by(symbol) %>%
    tq_mutate_xy(x = close, y = volume, 
                 mutate_fun = EVWMA, col_rename = "EVWMA")