DataSlice: Truncate Given Dataframe According to Given Time Window
In TickExec: Execution Functions for Tick Data Back Test
Description
Usage
Arguments
Value
Description
The input dataframe should have a column named 'Time'. If both 'time1', 'time2'
and 'last' were given, then the actual window size should the smaller of
(time2 - time1) and 'last'.
Usage
1
Arguments
df
dataframe to be truncated.
time1
lower bound of the time window.
time2
upper bound of the time window.
last
width od the time window.
Value
A dataframe, or NA if no entries satisfy the given time window.
TickExec documentation built on May 2, 2019, 9:58 a.m.
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Description Usage Arguments Value
Description
The input dataframe should have a column named 'Time'. If both 'time1', 'time2' and 'last' were given, then the actual window size should the smaller of (time2 - time1) and 'last'.
Usage
1 |
Arguments
df |
dataframe to be truncated. |
time1 |
lower bound of the time window. |
time2 |
upper bound of the time window. |
last |
width od the time window. |
Value
A dataframe, or NA if no entries satisfy the given time window.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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