investdatar: Investment Data Access and Preparation Toolkit
A toolkit for loading, transforming, and managing
structured investment-related data. Includes functions for retrieving
macroeconomic and public financial series, regulatory filings, futures
positioning, energy and fiscal data, market open-high-low-close-volume
data, fund holdings, narrative feeds, and crypto derivatives from multiple
providers. It detects
time-series gaps and synchronizes local '.rds' data stores with sidecar
metadata for analysis and trading workflows. It also generates structured
dataset descriptions for LLM-based analyst agents that produce R code for
analysis and visualization.
| Version: |
0.1.5 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
data.table, jsonlite, curl, httr, xml2, yaml |
| Suggests: |
binxr, okxr, quantmod, testthat (≥ 3.0.0), xts, waldo, wbstats, withr, zoo |
| Published: |
2026-08-21 |
| DOI: |
10.32614/CRAN.package.investdatar (may not be active yet) |
| Author: |
Oliver Zhou [aut, cre] |
| Maintainer: |
Oliver Zhou <oliver.yxzhou at gmail.com> |
| BugReports: |
https://github.com/OliverLDS/investdatar/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/OliverLDS/investdatar |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README, NEWS |
| CRAN checks: |
investdatar results |
Documentation:
Downloads:
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