compute_indicator: Compute indicator by customized function and variables...

In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment

Description

Use customized function and variable timeseries to compute indicator. Its is a working horse behind create_indicator, modify_indicator.

Usage

compute_indicator(
  ts_compute_vars,
  compute_fun,
  ...,
  date_index_field = c("date"),
  key_fields = NULL,
  parallel = getOption("zstmodelr.common.parallel", TRUE)
)

Arguments

ts_compute_vars	A dataframe of variable timeseries to compute.
compute_fun	A function of computing indicator.
...	Params to compute_fun.
date_index_field	Name of date index field of ts_vars, default 'date'.
key_fields	A character vector of key fields, which identify unique observation in each date. Default NULL means to not divide data into groups.
parallel	A logic to determine whether to use parallel processing. Default TRUE means to use parallel processing.

Value

A dataframe of result timeseries if succeed, otherwise NULL.

See Also

Other indicator build functions: create_indicator(), modify_indicator()

chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.