rmPriceLimit: remove price limits
In QuantAndrew/quantbox: Auxiliary toolbox for quant research.
Description
Usage
Author(s)
Examples
Description
remove price limits
Usage
1
2
rmPriceLimit(TS, dateType = c("nextday", "today"), priceType = c("upLimit",
"downLimit"))
Author(s)
Andrew Dow
Examples
1
2
3
RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
TSnew <- rmPriceLimit(TS,dateType='today',priceType='downLimit')
QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.
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Description Usage Author(s) Examples
Description
remove price limits
Usage
1 2 | rmPriceLimit(TS, dateType = c("nextday", "today"), priceType = c("upLimit",
"downLimit"))
|
Author(s)
Andrew Dow
Examples
1 2 3 | RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
TSnew <- rmPriceLimit(TS,dateType='today',priceType='downLimit')
|
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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