naFillFrom: Function to replace NAs on last trading day of month with...

In T-Marty/trademartyr:

Description

Function to replace NAs on last trading day of month with value from previous or next trading day, up to 'ndays'. Only replaces data on endpoints (option for start points). Within-period NAs will not be filled.

Usage

naFillFrom(df, firstDay = FALSE, fromNext = FALSE, ndays = 2,
  ind = NULL, on = "months")

Arguments

df	xts object containing price series of assets to rank. Every column will be treated as an independent asset.
firstDay	If TRUE, replaces NAs on first trading day of month.
fromNext	If True, replaces NAs with value from next business day.
ndays	The maximum number of days from NA from which to find data.

Note

NEED TO REMOVE Automatic NYSE trading days.

T-Marty/trademartyr documentation built on May 31, 2019, 5:10 p.m.