create_transposed_data: Create Transposed Data

In lazytrade: Learn Computer and Data Science using Algorithmic Trading

Description

PURPOSE: function gets indicator data in each column. Goal is to splitting this data into periods and transpose the data.

Usage

create_transposed_data(x, n = 50)

Arguments

x	data set containing a table where 1st column is a Time index and other columns containing financial asset indicator values
n	number of rows we intend to split and transpose the data

Details

each column contains records of the indicator value of the assets every column will be split into chunks of n observations and transposed into rows this repeated for all the columns coming up with a matrix. Function works in combination with a function create_labelled_data

Value

function returns transposed data. Transposed values from every column are stacked one to each other

Examples

library(dplyr)
library(magrittr)
library(lazytrade)

# usind a sample data
data(indicator_dataset)

create_transposed_data(indicator_dataset, n = 75)

lazytrade documentation built on Dec. 16, 2021, 1:06 a.m.