closest_market_price: Closest market price

In dispositionEffect: Analysis of Disposition Effect on Financial Portfolios

Closest market price

Description

Find the market price closest to a certain datetime and for specific assets.

Usage

closest_market_price(
  asset,
  datetime,
  market_prices,
  price_only = FALSE,
  exact = FALSE,
  substitute_datetime = FALSE
)

Arguments

asset	Character vector of assets' names to look for.
datetime	POSIXct of the datetime at which looking for the asset's price.
market_prices	Data frame containing the market prices.
price_only	Logical. If TRUE then only the price is returned.
exact	Logical. If TRUE then it looks for market prices at the same datetime only, otherwise it looks for the nearest before the datetime.
substitute_datetime	Logical. If TRUE the datetime is substituted with the datetime argument.

Value

The data frame of closest market prices.

See Also

evaluate, lubridate::round_date

dispositionEffect documentation built on May 30, 2022, 9:05 a.m.