tbucket_intraday: Calculate suitable time buckets/intervals for intraday...

Description Usage Arguments Value

View source: R/resample.R

Description

Trading hours are defined in session, a list of integer vectors, each defining a trading session by 6 integers: session start hour, minute, second, session end hour, minute, second.

Usage

1
tbucket_intraday(t, period, session)

Arguments

t

a timestamp, POSIXct and ITime are supported

period

resample time period in seconds

session

session definition

Value

a vector of POSIXct/ITime depending on t


imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.