create_indicator_def_fun: Create definition function of indicator for computing...

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

Description

Use indicator params to create a definition function for computing indicator. The definition function is used by create_indicator to compute indicator timeseries of stocks.

Usage

create_indicator_def_fun(
  indicator_code,
  indicator_expr,
  rolly_window = 0,
  period = c("day", "month", "quarter", "year"),
  fillna_method = c("ffill", "bfill", "nfill")
)

Arguments

indicator_code	A character for indicator code.
indicator_expr	A expr as a formula to compute indicator.
rolly_window	A numeric as rolly computing window, default 0 means no rolling.
period	A periodicity of indicator, e.g. "day", "month", "quarter", "year".
fillna_method	A method to fill NA , e.g. "ffill", "bfill", "nfill". Default "ffill" means to use value before NAs to fill NAs; "bfill" means to use data behind NAs to fill NAs; "nfill" means to don't fill NAs.

Value

A function of indicator definition to compute indicator if succeed, otherwise NULL.

See Also

Other indicator define functions: create_attribute_def_fun(), get_indicator_defs(), get_indicator_vars(), ind_attr_def_indcd(), ind_attr_def_trdstat(), parse_indicator_vars(), prioritize_indicator_defs(), related_indicator_defs()

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