tbucket_intraday_ashare: Calculate suitable time buckets/intervals for intraday...
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Value
Description
For A-share intraday only. 9:30 and 13:00 is sampled to reflect orders made
in opening session and lunch break. Extended hour (15:00 - 15:30) is not included.
Usage
1
tbucket_intraday_ashare(t, period, session = c("day", "morning", "afternoon"))
Arguments
t
a timestamp, POSIXct and ITime are supported
period
resample time period in seconds
session
session of trading day
Value
a vector of POSIXct/ITime depending on t
imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.
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Description Usage Arguments Value
Description
For A-share intraday only. 9:30 and 13:00 is sampled to reflect orders made in opening session and lunch break. Extended hour (15:00 - 15:30) is not included.
Usage
1 | tbucket_intraday_ashare(t, period, session = c("day", "morning", "afternoon"))
|
Arguments
t |
a timestamp, POSIXct and ITime are supported |
period |
resample time period in seconds |
session |
session of trading day |
Value
a vector of POSIXct/ITime depending on t
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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