transform_price: Transform to price distribution from tick data / order book...
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Details
Value
Description
Input data dt should have these columns:
Code, Date, Time, Price, Volume (Vol), Turnover (Tnvr)
Usage
1
transform_price(dt, vol_acc)
Arguments
dt
tick data or order book data
vol_acc
whether volume data is accumulated, auto detected if not supplied
Details
Output data contains these columns:
Code, Date, Price, Vol, Tnvr
Value
a 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, Price, Volume (Vol), Turnover (Tnvr)
Usage
1 | transform_price(dt, vol_acc)
|
Arguments
dt |
tick data or order book data |
vol_acc |
whether volume data is accumulated, auto detected if not supplied |
Details
Output data contains these columns: Code, Date, Price, Vol, Tnvr
Value
a 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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