AAPL: AAPL time series of daily OHLCVA bars

AAPLR Documentation

AAPL time series of daily OHLCVA bars

Description

A dataset containing the daily OHLCVA values of AAPL from 2017-01-03 to 2018-12-28. The code to reproduce the dataset from yahoo is:

Usage

data(AAPL)

Format

An xts object with 501 rows and 6 variables:

Open

Daily Open prices

High

Daily High prices

Low

Daily Low prices

Close

Daily Close prices

Volume

Aggregate Daily volume traded

Adjusted

Adjusted prices

Details

getSymbols(symbol,from=start_date, to = end_date, auto.assign = T, index.class = "POSIXct", src = 'yahoo') for(i in symbols) assign(i, adjustOHLC(get(i),use.Adjusted=TRUE))

We have chosen to fix the dataset, since we have no control over changes at the source, which would break our tests.


braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.