Man pages for algoquant/rutils
Utility Functions for Simplifying Financial Data Management and Modeling

adjust_ohlcAdjust the first four columns of _OHLC_ data using the...
calc_endpointsCalculate a vector of equally spaced end points along the...
chart_dygraphPlot an interactive _dygraphs_ candlestick plot with...
chart_dygraph2yPlot an interactive _dygraphs_ line plot for two _xts_ time...
chart_xtsPlot either a line plot or a candlestick plot of an _xts_...
chart_xts2yPlot two _xts_ time series with two y-axes in an x11 window.
diffitCalculate the row differences of a _numeric_ or _Boolean_...
diffohlcCalculate the reduced form of an _OHLC_ time series, or...
diffxtsCalculate the time differences of an _xts_ time series.
do_callRecursively apply a function to a list of objects, such as...
do_call_assignApply a function to a list of objects, merge the outputs into...
do_call_rbindRecursively "rbind" a list of objects, such as _xts_ time...
etf_dataThe etf_data dataset contains a single environment called...
get_colExtract columns of data from _OHLC_ time series using column...
get_dataLoad _OHLC_ time series data into an environment, either from...
get_nameExtract symbol names (tickers) from a vector of _character_...
getpolyDownload an _OHLC_ time series of prices from Polygon.
lagitApply a lag to a _numeric_ or _Boolean_ vector, matrix, or...
lagxtsApply a time lag to an _xts_ time series.
na_locfReplace 'NA' values with the most recent non-'NA' values...
plot_acfCalculate the autocorrelation function (ACF) for a time...
roll_maxCalculate the rolling maximum of an _xts_ time series over a...
roll_sumCalculate the rolling sum of a _numeric_ vector, matrix, or...
sub_setSubset an _xts_ time series (extract an _xts_ sub-series...
to_periodAggregate an _OHLC_ time series to a lower periodicity.
algoquant/rutils documentation built on April 18, 2024, 12:05 a.m.