Мы постоянно стараемся расширять количество источников данных доступных пользователям пакета rusquant. Сегодня мы добавили возможность выгрузки исторической доходности по Памм-счетам с сайта «Алпари» (alpari.ru).

Загрузка была сделана уже традиционным для нас способ с использованием функции getSymbols.

library(rusquant) # подключаем библиотеку rusquant

getSymbols(«EE2»,src=»alpari»,period=»1min»,from=»2007-01-01″)

Кроме традиционных инструментов для загрузки данных, мы предоставляем возможность использовать профессиональную версию пакета rusquant, которая позволяет проводить торговлю через терминал quik.
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Добавление в пакет данных по памм-счетам с сайта «Алпари»
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