TS.sus_res: TS.sus_res

Description Usage Value Author(s) Examples

View source: R/pub02_dataGettingFuncs.R

Description

get the suspension and resumption data

Usage

1
TS.sus_res(TS, datasrc = "memory")

Value

a data.frame with cols: "sus" and "res"

Author(s)

Ruifei.yin

Examples

1
2
TS <- getTS(getRebDates(as.Date("2007-01-01"),as.Date("2016-01-01"),rebFreq = "week"),indexID = "EI000300")
microbenchmark::microbenchmark(re <- TS.sus_res(TS,datasrc="memory"),re1 <- TS.sus_res(TS,datasrc = "local"),times = 10)  # 100 VS. 3000

QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.