adjusted_ohlc: Adjusted closing prices
In imlijunda/TushareR: R Interface To Tushare Pro API

Description Usage Arguments Value Examples

View source: R/market_utils.R

Adjusted closing prices

1	adjusted_ohlc(values, factors, adjust = c("qfq", "hfq"))

`values`	a data.table, keyed by date/time column. Can be obtained from eod market functions.
`factors`	a data.table, keyed by date/time column. Can be obtained from adj_factor().
`adjust`	following Tushare Pro convention, qfq adjusts previous closing prices w.r.t last closing prices, hfq adjusts closing prices w.r.t first traded price.

data.table

## Not run: 
#query prices and adjust factors
pab <- daily(ts_code = "000001.sz")
pab_af <- adj_factor(ts_code = "000001.sz")
#post-adjusted
pab_adjusted <- adjusted_ohlc(pab, pab_af, "hfq")
#pre-adjusted
pab_adjusted <- adjusted_ohlc(pab, pab_af, "qfq")

## End(Not run)