opt_aggregate_results: Function to aggregate trading results from multiple folders...

In lazytrade: Learn Computer and Data Science using Algorithmic Trading

Function to aggregate trading results from multiple folders and files

Description

Read multiple '.csv' files stored in different folders Store results to the intermediate dataframe.

Usage

opt_aggregate_results(path_data)

Arguments

path_data

String, path to the folder containing subfolders

Details

user must provide the path to the files in the folders all files in subfolders are read and aggregated into one data object. Data object is sorted in descending order by order close time

Value

Dataframe with trading results

Examples

 library(lazytrade)
 library(readr)
 library(dplyr)
 library(magrittr)
 library(lubridate)

 dir <- normalizePath(tempdir(),winslash = "/")

 file.copy(from = system.file("extdata/RES", package = "lazytrade"),
           to = dir, recursive = TRUE)

 DF_RES <- opt_aggregate_results(path_data = file.path(dir, "RES"))

lazytrade documentation built on Sept. 12, 2024, 9:36 a.m.