Nothing
## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.width = 6,
warning = FALSE,
message = FALSE
)
## ----setup--------------------------------------------------------------------
library(bidask)
## -----------------------------------------------------------------------------
library(dplyr)
library(crypto2)
df <- crypto_list(only_active=TRUE) %>%
filter(symbol %in% c("BTC", "ETH")) %>%
crypto_history(start_date = "20200101", end_date = "20221231")
## -----------------------------------------------------------------------------
head(df)
## -----------------------------------------------------------------------------
df %>%
mutate(yyyy = format(timestamp, "%Y")) %>%
group_by(symbol, yyyy) %>%
arrange(timestamp) %>%
summarise(EDGE = edge(open, high, low, close))
## -----------------------------------------------------------------------------
library(quantmod)
x <- getSymbols("MSFT", auto.assign = FALSE, start = "2019-01-01", end = "2022-12-31")
head(x)
## -----------------------------------------------------------------------------
class(x)
## -----------------------------------------------------------------------------
spread(x)
## -----------------------------------------------------------------------------
edge(open = x[,1], high = x[,2], low = x[,3], close = x[,4])
## -----------------------------------------------------------------------------
sp <- spread(x, width = endpoints(x, on = "months"))
plot(sp)
## -----------------------------------------------------------------------------
sp <- spread(x, width = 21)
plot(sp)
## -----------------------------------------------------------------------------
setDefaults(getSymbols.av, api.key = "<API-KEY>")
## ---- include=FALSE-----------------------------------------------------------
x <- read.csv(system.file("extdata", "msft.csv", package = "bidask"))
x <- xts(x[,-1], order.by = as.POSIXct(x[,1]))
## -----------------------------------------------------------------------------
head(x)
## -----------------------------------------------------------------------------
sp <- spread(x, width = endpoints(x, on = "day"))
plot(sp)
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