FswXt2Df: FswXt2Df

Description Usage Arguments Examples

Description

a function which can help you transform your forward sampling xts to data.frame

Usage

1
FswXt2Df(fswXt, filterDatetimes = NULL, longFormat = F)

Arguments

fswXt

a forward sampling xts

filterDatetimes

filtered fswXt by datetimes

longFormat

logical variable which defined your output format is long format or wide format

Examples

1
2
Xt = getSymbols('2330.TW', auto.assign = F)
Xt %>% Pt2Rt %>% ForwardSlidingWindow(20) %>% FswXt2Df(index(Xt)[c(1,3,5,7,9)]) %>% head

c3h3/tradeR documentation built on May 17, 2019, 4 p.m.