MATLAB-package
=========
This is Quandl's MATLAB Package
License: MIT
For more information please contact [email protected]
## 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.
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EliteQuant-Matlab-master.zip (153个子文件)
QueryRsp.con 6B
DialogRsp.con 6B
Public.con 6B
Private.con 6B
TradingDay.con 6B
AMZN.csv 144KB
AAPL.csv 140KB
thosttraderapi.dll 1.76MB
EliteQuant.dll 1.57MB
thostmduserapi.dll 951KB
libzmq.dll 312KB
libsodium.dll 265KB
nanomsg.dll 222KB
Diagram.docx 47KB
eqserver.exe 227KB
LiveEngine.fig 28KB
ctp_demo.gif 5.47MB
ib_demo.gif 698KB
.gitignore 435B
selftest_report.html 3KB
jeromq-0.4.3.jar 419KB
snakeyaml-1.9.jar 260KB
jnacl-0.1.0.jar 19KB
libzmq.lib 7.86MB
nanomsg.lib 5KB
EliteQuant.lib 4KB
thosttraderapi.lib 4KB
thostmduserapi.lib 4KB
LICENSE 10KB
LiveEngine.m 15KB
urlread2.m 13KB
test_ReadYaml.m 9KB
TabManager.m 8KB
TabManager.m 8KB
DateTime.m 8KB
get.m 7KB
WriteYaml.m 5KB
ReadYamlRaw.m 5KB
BacktestEngine.m 4KB
Position.m 3KB
selftest_yamlmatlab.m 3KB
makematrices.m 3KB
mergeimports.m 3KB
PerformanceManager.m 3KB
doinheritance.m 3KB
search.m 2KB
LiveEventEngine.m 2KB
DataBoard.m 2KB
BacktestDataFeedLocal.m 2KB
BacktestEventEngine.m 2KB
http_paramsToString.m 2KB
MovingAverageCrossStrategy.m 2KB
BacktestDataFeedQuandl.m 2KB
PortfolioManager.m 2KB
api.m 2KB
test_WriteYaml.m 2KB
BacktestBrokerage.m 2KB
deflateimports.m 2KB
datatable.m 1KB
ReadYaml.m 1KB
SimpleQueue.m 1KB
datadump.m 1KB
OrderManager.m 1KB
StrategyBase.m 1022B
dependencies.m 1006B
dosubstitution.m 938B
FillEvent.m 874B
merge_struct.m 738B
GetYamlVals.m 734B
BarEvent.m 524B
OrderEvent.m 468B
TickEvent.m 402B
TimeVals2Cell.m 349B
api_key.m 329B
auth.m 316B
http_createHeader.m 300B
OrderStatus.m 244B
GeneralEvent.m 242B
EventType.m 200B
OrderType.m 146B
iscolumnvector.m 139B
isrowvector.m 136B
ismymatrix.m 101B
TickType.m 97B
isord.m 93B
retrievemultiplierfromfullsymbol.m 92B
issingle.m 82B
kwd_parent.m 69B
AccountManager.m 40B
usecase_struct_01.mat 12KB
import.mat 1KB
inheritance.mat 802B
time_variants.mat 763B
time.mat 536B
sequence_mapping.mat 350B
indentation.mat 335B
inheritance_multiple.mat 328B
floating_points.mat 290B
matrices.mat 278B
simple.mat 258B
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