prepareForexOandaPrices: Prepare all required datasets for Oanda FX daily Modeling

In ivanliu1989/RQuantTrader: A collection of functions for pair trading

Description

Prepare all required datasets for Oanda FX daily Modeling.

Usage

prepareForexOandaPrices(ACCOUNT_TYPE = .oandaEnv$ACCOUNT_TYPE,
  ACCESS_TOKEN = .oandaEnv$ACCESS_TOKEN, oanda.count = 250, Cur1 = "USD",
  Cur2 = "CAD", oanda.granularity = "D")

Arguments

ACCOUNT_TYPE	Account type (e.g. "real" or "paper")
ACCESS_TOKEN	Account API Token
oanda.count	length of data to retreive
Cur1	currency one
Cur2	currency two
oanda.granularity	barsize of Oanda data

Value

A list of xts

Examples

res = prepareForexOandaPrices(oanda.count = 2500, Cur1 = "USD", Cur2 = "CAD", oanda.granularity = 'D')

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