rm_priceLimit: remove price limits
In QuantAndrew/QDataGet: Data getting functionns
Description
Usage
Arguments
Examples
Description
remove price limits
Usage
1
2
rm_priceLimit(TS, nearby = 1, lim = c(-10, 10), priceType = c("close",
"open"), datasrc = defaultDataSRC())
Arguments
lim
a vector of length 2.
priceType
"close" or "open".
Examples
1
2
3
4
5
RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
re <- rm_priceLimit(TS)
re1 <- rm_priceLimit(TS,nearby=-1:1)
re2 <- rm_priceLimit(TS,lim=c(-Inf,10)) # remove limit-up
QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.
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Description Usage Arguments Examples
Description
remove price limits
Usage
1 2 | rm_priceLimit(TS, nearby = 1, lim = c(-10, 10), priceType = c("close",
"open"), datasrc = defaultDataSRC())
|
Arguments
lim |
a vector of length 2. |
priceType |
"close" or "open". |
Examples
1 2 3 4 5 | RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
re <- rm_priceLimit(TS)
re1 <- rm_priceLimit(TS,nearby=-1:1)
re2 <- rm_priceLimit(TS,lim=c(-Inf,10)) # remove limit-up
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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