prepareForexData: Prepare all required datasets for FX daily Modeling

Description Usage Arguments Value Examples

View source: R/DataPrepare.R

Description

Prepare all required datasets for FX daily Modeling.

Usage

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prepareForexData(ib.duration = "1 Y", ib.barsize = "1 day", Cur1 = "USD",
  Cur2 = "CAD", oanda.granularity = "D", QuandlSymbol1 = "CAN",
  QuandlSymbol2 = "USA", ibAcc = "paper")

Arguments

ib.duration

length of data to retreive from Interactive Broker

ib.barsize

the barsize of IB data

Cur1

currency one

Cur2

currency two

oanda.granularity

barsize of Oanda data

QuandlSymbol1

currency one for Quandl

QuandlSymbol2

currency two for Quandl

ibAcc

account type of Interactive Brokers (live or paper)

Value

A list of xts

Examples

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res = prepareForexData(ib.duration = "1 Y", ib.barsize = "1 day", Cur1 = "USD", Cur2 = "CAD",
oanda.granularity = 'D', QuandlSymbol1 = 'CAN', QuandlSymbol2 = 'USA')

ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.