resample_ohlc_ashare: Resample A-share OHLC data
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Details
Value
Description
Input data dt should have these columns:
Code, Date, Time, Open, High, Low, Close, Vol, Tnvr
Usage
1
resample_ohlc_ashare(dt, period, align_time = FALSE)
Arguments
dt
OHLC data.table
period
resample time period
align_time
whether to align time to resampled time intervals
Details
Output data contains these columns:
Code, Date, Time, Open, High, Low, Close, Vol, Tnvr, VWAP, Avg
Among which, VWAP stands for volume weighted average price and Avg stands for
average price traded in corresponding bar.
Value
data.table
imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.
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Description Usage Arguments Details Value
Description
Input data dt should have these columns: Code, Date, Time, Open, High, Low, Close, Vol, Tnvr
Usage
1 | resample_ohlc_ashare(dt, period, align_time = FALSE)
|
Arguments
dt |
OHLC data.table |
period |
resample time period |
align_time |
whether to align time to resampled time intervals |
Details
Output data contains these columns: Code, Date, Time, Open, High, Low, Close, Vol, Tnvr, VWAP, Avg
Among which, VWAP stands for volume weighted average price and Avg stands for average price traded in corresponding bar.
Value
data.table
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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