modelPricingFeatures: Generate model data based on prices
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
View source: R/FeatureEngineering.R
Description
Generate model data based on prices
Usage
1
modelPricingFeatures(dat, test.p = 63)
Arguments
dat
raw data of prices
test.p
lookback periods
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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View source: R/FeatureEngineering.R
Description
Generate model data based on prices
Usage
1 | modelPricingFeatures(dat, test.p = 63)
|
Arguments
dat |
raw data of prices |
test.p |
lookback periods |
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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