rtsplot.fake.stock.data: Generate fake stock data

In rtsplot: Time Series Plot

Generate fake stock data

Description

Generate fake stock data for use in rtsplot examples

Usage

rtsplot.fake.stock.data(
  n,
  y0 = 10,
  stdev = 0.1,
  ohlc = FALSE,
  method = c("normal", "adhoc"),
  period = c("day", "minute"),
  remove.non.trading = FALSE
)

Arguments

n	number of points to generate
y0	starting price, defaults to 10
stdev	standard deviation, defaults to 0.1
ohlc	generate ohlc data, defaults to FALSE
method	method to generate fake stock data, defaults to 'normal' two methods are implemented: * 'normal' - generate fake stock data assuming returns are normally distributed with zero drift * 'uniform' - generate fake stock data assuming returns are uniformly distributed with zero drift
period	frequency to generate fake stock data, (possible values: "day", "minute"), defaults to "day"
remove.non.trading	flag to remove non trading periods(i.e. weekends and non-trading hours). Note, this flag likely will cause function return less than 'n' observation, defaults to FALSE

Value

xts object with fake stock data

Examples

 rtsplot.fake.stock.data(10)

rtsplot documentation built on Sept. 24, 2023, 1:07 a.m.