util_POSIXTimeToDate: POSIX Time To Date

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Converts timestamps in milliseconds to corresponding date strings.

Usage

util_POSIXTimeToDate(time)

Arguments

time	One dimensional vector of milliseconds since the beginning of epoch.

Value

One dimensional vector of time values in "yyyy-MM-dd hh:mm:ss" string format.

Author(s)

Kostin Andrey <[e-mail]>

Examples

## Not run: 
data(aapl.data) 
data(goog.data) 
data(spy.data) 
portfolio=portfolio_create(priceDataIx=spy.data)
portfolio_settings(portfolio,windowLength = '3600s',resultsSamplingInterval='60s')
positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
util_POSIXTimeToDate(compute(kurtosis(portfolio))[[1]][,1])

## End(Not run)

PortfolioEffectHFT documentation built on May 2, 2019, 11:52 a.m.