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## - | FILE HEADER | - ---------------------------
##
## Script name:
## datasets.R
##
## Purpose of script:
## Describe example datasets included in the package.
##
## Author:
## Montasser Ghachem
##
## Last updated:
## 2022-05-26
##
## License:
## GPL 3
##
## Email:
## montasser.ghachem@pinstimation.com
##
##
##
## Example datasets:
## ++++++++++++++++++
##
## hfdata:
## A simulated dataset containing sample 'timestamp', 'price',
## 'volume', 'bid' and 'ask' for `100 000` high-frequency
## transactions.
##
## dailytrades:
## An example dataset representative of quarterly data containing
## the aggregate numbers of buyer-initiated and seller-initiated
## trades for each trading day.
##
## ++++++++++++++++++
##
##
## --
## Package: PINstimation
## website: www.pinstimation.com
## Authors: Montasser Ghachem and Oguz Ersan
## - | DATASETS | - ---------------------------
#' @title High-frequency trade-data
#'
#' @description A simulated dataset containing sample `timestamp`, `price`,
#' `volume`, `bid` and `ask` for `100 000` high frequency transactions.
#'
#' @format A data frame with `100 000` observations with `5` variables:
#' \itemize{
#' \item `timestamp`: time of the trade.
#' \item `price`: transaction price.
#' \item `volume`: volume of the transactions, in asset units.
#' \item `bid`: best bid price.
#' \item `ask`: best ask price.
#' }
#' @source Artificially created data set.
"hfdata"
#' @title Example of quarterly data
#'
#' @description An example dataset representative of quarterly data containing
#' the aggregate numbers of buyer-initiated and seller-initiated trades for
#' each trading day.
#'
#' @format A data frame with `60` observations and `2` variables:
#' \itemize{
#' \item `B`: total number of buyer-initiated trades.
#' \item `S`: total number of seller-initiated trades.
#' }
#' @source Artificially created data set.
"dailytrades"
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