基于Matlab的量化投资回测和实盘交易平台源代码，提供一致的回测及实时交易解决方案

MATLAB-package ========= This is Quandl's MATLAB Package License: MIT For more information please contact raymond@quandl.com ## Installation ## Download the folder "+Quandl" into the directory of your choice. Then within MATLAB go to file >> Set path... and add the directory containing "+Quandl" to the list (if it isn't already). That's it. Two things to note, the '+' in "+Quandl" is important in the folder name. It tells Matlab to recognize get.m and auth.m as part of the Quandl package. Secondly, make sure you don't add the "+Quandl" folder in set path. You should be adding the folder that contains it. ### Dependencies ### This package now REQUIRES urlread2. It can be found [here](http://www.mathworks.com/matlabcentral/fileexchange/35693-urlread2). Unzip the package and place it in the same directory as +Quandl in the folder +urlread2. ## Usage ## Once you've found the data you'd like to load into MATLAB on Quandl, copy the Quandl code from the description box and past it into the function. >> data = Quandl.get('NSE/OIL'); To extend your access to the Quandl API, use your api key. To do this sign into your account (or create one) and go to [account settings page](https://www.quandl.com/account/api). Then copy your api key next time you call the function: >> Quandl.api_key('yourauthenticationtoken'); Subsequently when you call: >> data = Quandl.get('NSE/OIL'); MATLAB will remember your authentication token for the remainder of the session. ### Parameters ### * Date truncation: `mydata = Quandl.get('NSE/OIL', 'start_date','yyyy-mm-dd','end_date','yyyy-mm-dd');` * Frequency Change: `mydata = Quandl.get('NSE/OIL", 'collapse','annual');` ("weekly"|"monthly"|"quarterly"|"annual") * Transformations: `mydata: = Quandl.get('NSE/OIL','transformation','rdiff');` ("diff"|"rdiff"|"normalize"|"cumulative") * Return only n number of rows: `mydata = Quandl.get('NSE/OIL','rows',5);` ## Available Data Types ## There are four options for which datatype you would like your data returned as, you choose your type as follows: Quandl.get('NSE/OIL','type','ts') * **Timeseries (default)**: returns a timeseries if only 1 column in data, tscollection if more. `('type','ts')` * **Financial timeseries** :`('type','fints')` * **CSV string**: `('type','ASCII')` * **DataMatrix**: `('type','data')` * **Cell Strings**: `('type','cellstr')` As well a cell string array is returned with the headers. The syntax is as follows: output = Quandl.get('NSE/OIL','type','fints') [output headers] = Quandl.get('NSE/OIL','type','fints') ## Examples ## >> data = Quandl.get('NSE/OIL','collapse','monthly'); >> ts = data.Open; >> ts.TimeInfo.Format = 'yyyy-mm'; >> plot(ts); ## Datatables ## To access datatables from the datatables api, you can use the Quandl.datatables function: data = Quandl.datatable('ZACKS/EE') It returns data in a table. ### Parameters ### Parameters are specific to each datatable. This datatable's filter parameters are `ticker`, `per_type`, `per_end_date` and `qopts.columns`. The following function call returns the columns, per_end_date, per_type and eps_meant_est for all rows which ticker = AAPL. data = Quandl.datatable('ZACKS/EE', 'ticker', 'AAPL', 'qopts.columns', {'per_end_date', 'per_type', 'eps_mean_est'}) This call returns all data for Apple and Microsoft: data = Quandl.datatable('ZACKS/EE', 'ticker', {'AAPL', 'MSFT'}) ## ALPHA ## You can now search inside the Matlab Console >> Quandl.search('crude oil'); >> Quandl.search('crude oil', 'results', 10, 'page', 3); It is currently in **ALPHA** and only returns an xml object to the top node of the query results. ## Additional Resources ## More help can be found at [Quandl](https://www.quandl.com) in our [API](https://www.quandl.com/docs/api) docs.