monthlyNews_EOD: Dunction to creates news variables over n-month horizons....
In T-Marty/trademartyr:
Description
Usage
Arguments
Note
Description
Dunction to creates news variables over n-month horizons. News items
released after COB are counted in next period.
Usage
1
2
monthlyNews_EOD(master_ind, d_n, eod_h = 16, eod_tz = "EST", n = 1,
on = "months")
Arguments
master_ind
Date or POSIXct array that will be used to determine
xta endpoints. Should reflect trading days.
d_n
xts of TRNA data (single entity).
eod_h
Local time (24 hr format) of exchange close-of-business (int).
eod_tz
Time zone in which eod_h is specified (string).
n
Formation period (months).
on
Desired return periodicity (string). Passed to xts::endpoints.
Note
Not for export!
T-Marty/trademartyr documentation built on May 31, 2019, 5:10 p.m.
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Description Usage Arguments Note
Description
Dunction to creates news variables over n-month horizons. News items released after COB are counted in next period.
Usage
1 2 | monthlyNews_EOD(master_ind, d_n, eod_h = 16, eod_tz = "EST", n = 1,
on = "months")
|
Arguments
master_ind |
Date or POSIXct array that will be used to determine xta endpoints. Should reflect trading days. |
d_n |
xts of TRNA data (single entity). |
eod_h |
Local time (24 hr format) of exchange close-of-business (int). |
eod_tz |
Time zone in which eod_h is specified (string). |
n |
Formation period (months). |
on |
Desired return periodicity (string). Passed to xts::endpoints. |
Note
Not for export!
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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