GenInitSet: Generate Initial Set for a certain universe

Description Usage Arguments Value

Description

Generate Initial Set for a certain universe

Usage

1
GenInitSet(tickers, columns, start.date, append)

Arguments

tickers

vector of strings

columns

vector of strings for variables, colnames

start.date

date, i.e. as.Date("2013-01-01")

append

a list of xts dataframe that will be added in the output and in the CleanSubset function, its availability will have impact on the final outputs

Value

a list of xts dataframes with identical index, including traded assets and other useful time series (not necessary an asset, i.e. VIX)


hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.