adjust_ohlc: Adjust the first four columns of _OHLC_ data using the...
In algoquant/rutils: Utility Functions for Simplifying Financial Data Management and Modeling
adjust_ohlc R Documentation
Adjust the first four columns of OHLC data using the "adjusted" price
column.
Description
Adjust the first four columns of OHLC data using the "adjusted" price
column.
Usage
adjust_ohlc(ohlc)
Arguments
ohlc
An OHLC time series of prices in xts format.
Details
Adjusts the first four OHLC price columns by multiplying them
by the ratio of the "adjusted" (sixth) price column, divided by the
Close (fourth) price column.
Value
An OHLC time series with the same dimensions as the input
series.
Examples
# Adjust VTI prices
VTI <- rutils::adjust_ohlc(rutils::etfenv$VTI)
algoquant/rutils documentation built on April 18, 2024, 12:05 a.m.
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| adjust_ohlc | R Documentation |
Adjust the first four columns of OHLC data using the "adjusted" price column.
Description
Adjust the first four columns of OHLC data using the "adjusted" price column.
Usage
adjust_ohlc(ohlc)
Arguments
ohlc |
An OHLC time series of prices in xts format. |
Details
Adjusts the first four OHLC price columns by multiplying them by the ratio of the "adjusted" (sixth) price column, divided by the Close (fourth) price column.
Value
An OHLC time series with the same dimensions as the input series.
Examples
# Adjust VTI prices
VTI <- rutils::adjust_ohlc(rutils::etfenv$VTI)
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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