carry_prices_forward: Carry prices forward
In hafen/nxcore: Utilities for working with NxCore data

Description Usage Arguments Value Examples

Carry prices forward

1	carry_prices_forward(x, na.rm = TRUE)

`x`	an xtx object that may have mulitple columns and NA's
`na.rm`	should the rows with NA's be omitted after carrying forward?

an xts object where NA's are replace by the last valid value. Note that if NA's appear in the beginning of the series they will appear in the result.

data(aapl_fix)
data(a_fix)
aapl_cons = consolidate_prices(aapl_fix$sys_date, aapl_fix$sys_time,
 aapl_fix$td_price, aapl_fix$td_size)
a_cons = consolidate_prices(a_fix$sys_date, a_fix$sys_time,
 a_fix$td_price, a_fix$td_size)
trades = merge(aapl_cons$price, a_cons$price)
trades = carry_prices_forward(trades)
names(trades) = c("aapl", "a")
cointegration_p_matrix(trades)