rm_suspend: remove suspension stock from TS

Description Usage Arguments Examples

Description

remove suspension stock from TS

Usage

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rm_suspend(TS, nearby = 1L, datasrc = defaultDataSRC())

Arguments

TS
nearby

a integer vector. default is 1L, which means remove the suspending of the next tradingday. see detail in trday.nearby.

Examples

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RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
re <- rm_suspend(TS) # remove Suspend of nextday
re1 <- rm_suspend(TS,nearby=c(0,1))# remove Suspend of today and nextday

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