convert_to_nweeks: Convert Data to N-Week Frequency

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Convert Data to N-Week Frequency

Description

Resamples daily or weekly data to n-week periods. Handles week-ending calculations and various aggregation methods.

Usage

convert_to_nweeks(data, n = 1, method = "last")

Arguments

data	Data.table with Date column and price columns
n	Number of weeks to aggregate (default: 1 for weekly)
method	Aggregation method: "last" or "mean" (default: "last")

Value

Data.table resampled to n-week frequency

Examples

data("sample_prices_daily")
# Convert daily to weekly
weekly <- convert_to_nweeks(sample_prices_daily, n = 1)
# Convert to bi-weekly
biweekly <- convert_to_nweeks(sample_prices_daily, n = 2)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.