Function reference • tidyquant

Financial APIs

Functions for getting financial data from various API sources.

Get Data from APIs

tq_get() tq_get_options(): Get quantitative data in tibble format

tq_index() tq_exchange() tq_index_options() tq_exchange_options(): Get all stocks in a stock index or stock exchange in tibble format

API Keys

quandl_api_key(): Query or set Quandl API Key

quandl_search(): Search the Quandl database

av_api_key(): Set Alpha Vantage API Key

tiingo_api_key(): Set Tiingo API Key

Financial Analysis

Quantitative Transformations

Functions for mutating quantitative data.

tq_mutate() tq_mutate_() tq_mutate_xy() tq_mutate_xy_() tq_mutate_fun_options() tq_transmute() tq_transmute_() tq_transmute_xy() tq_transmute_xy_() tq_transmute_fun_options(): Mutates quantitative data

Portfolio Aggregation

Functions for aggregating 1 or more portfolios.

tq_portfolio() tq_portfolio_() tq_repeat_df(): Aggregates a group of returns by asset into portfolio returns

Performance Analytics

Functions for performing various financial performance analyses.

tq_performance() tq_performance_() tq_performance_fun_options(): Computes a wide variety of summary performance metrics from stock or portfolio returns

Charting with ggplot2

Functions for creating ggplots for financial charting.

geom_bbands() geom_bbands_(): Plot Bollinger Bands using Moving Averages

geom_barchart() geom_candlestick(): Plot Financial Charts in ggplot2

geom_ma() geom_ma_(): Plot moving averages

theme_tq() theme_tq_dark() theme_tq_green(): tidyquant themes for ggplot2.

palette_light() palette_dark() palette_green(): tidyquant palettes for use with scales

scale_color_tq() scale_colour_tq() scale_fill_tq(): tidyquant colors and fills for ggplot2.

coord_x_date() coord_x_datetime(): Zoom in on plot regions using date ranges or date-time ranges

Excel

Pivot Table, VLOOKUP, & Sum-Ifs

These Power-Excel Functions provide common functionality that power-users coming from Excel use frequently.

pivot_table(): Excel Pivot Table

VLOOKUP(): Excel Reference Functions

SUM_IFS() COUNT_IFS() AVERAGE_IFS() MEDIAN_IFS() MIN_IFS() MAX_IFS() CREATE_IFS(): Excel Summarising "If" Functions

Summary Functions

These functions return a single value from a vector of values

SUM() AVERAGE() MEDIAN() MIN() MAX() COUNT() COUNT_UNIQUE() STDEV() VAR() COR() COV() FIRST() LAST() NTH() CHANGE_FIRSTLAST() PCT_CHANGE_FIRSTLAST(): Excel Statistical Summary Functions

Mutation Functions

These functions return a vector of multiple values the length of the input vector

ABS() SQRT() LOG() EXP() RETURN() PCT_CHANGE() CHANGE() LAG() LEAD() CUMULATIVE_SUM() CUMULATIVE_PRODUCT() CUMULATIVE_MAX() CUMULATIVE_MIN() CUMULATIVE_MEAN() CUMULATIVE_MEDIAN(): Excel Statistical Mutation Functions

Date & Time Functions

These functions provide lubridate (date & date-time) and timeDate (Business Calendar Holiday) functionality

AS_DATE() AS_DATETIME() DATE() DATEVALUE() YMD() MDY() DMY() YMD_HMS() MDY_HMS() DMY_HMS() YMD_HM() MDY_HM() DMY_HM() YMD_H() MDY_H() DMY_H() WEEKDAY() WDAY() DOW() MONTHDAY() MDAY() DOM() QUARTERDAY() QDAY() DAY() WEEKNUM() WEEK() WEEKNUM_ISO() MONTH() QUARTER() YEAR() YEAR_ISO() DATE_TO_NUMERIC() DATE_TO_DECIMAL() SECOND() MINUTE() HOUR() NOW() TODAY() EOMONTH() EDATE() NET_WORKDAYS() COUNT_DAYS() YEARFRAC() DATE_SEQUENCE() WORKDAY_SEQUENCE() HOLIDAY_SEQUENCE() HOLIDAY_TABLE() FLOOR_DATE() FLOOR_DAY() FLOOR_WEEK() FLOOR_MONTH() FLOOR_QUARTER() FLOOR_YEAR() CEILING_DATE() CEILING_DAY() CEILING_WEEK() CEILING_MONTH() CEILING_QUARTER() CEILING_YEAR() ROUND_DATE() ROUND_DAY() ROUND_WEEK() ROUND_MONTH() ROUND_QUARTER() ROUND_YEAR(): Excel Date and Time Functions

Financial Functions

These functions provide common financial calcuations from Excel

NPV() IRR() FV() PV() PMT() RATE(): Excel Financial Math Functions

Data Sets

FANG: Stock prices for the "FANG" stocks.

Tidyquant

Package level information.

tidyquant tidyquant-package: tidyquant: Integrating quantitative financial analysis tools with the tidyverse

tidyquant_conflicts(): Conflicts between the tidyquant and other packages

Deprecated

tq_transform() tq_transform_xy(): Deprecated functions