stockDataResample: Generate random resamples from financial data

Description Usage Arguments

View source: R/stockDataDownload.R

Description

This function is deprecated. Use instead financialDataResample().

Usage

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stockDataResample(
  X,
  N_sample = 50,
  T_sample = 2 * 252,
  num_datasets = 10,
  rm_stocks_with_na = TRUE
)

Arguments

X

List of xts objects matching the structure returned by the function stockDataDownload.

N_sample

Desired number of financial instruments in each resample.

T_sample

Desired length of each resample (consecutive samples with a random initial time).

num_datasets

Number of resampled datasets (chosen randomly among the financial instrument universe).

rm_stocks_with_na

Logical value indicating whether to remove instruments with inner missing values. Default is TRUE.


dppalomar/portfolioBacktest documentation built on Sept. 22, 2021, 9:11 a.m.