Merge OHLC csv files using R.
# install.packages("devtools")
devtools::install_github("jmayalag/OHLCMerge")
Files need to be grouped by dataset.
You can do this manually with group_files
, or it can be inferred from the filename using
auto_group_files
. After grouping your files, use the merge_files_by_group
function.
# manual
groups <- group_files(dir("data", "AAPL.*.csv", full.names = T), "AAPL)
# auto
groups <- auto_group_files(dir("data", "*.csv", full.names = T))
merge_files_by_group(groups, "merged")
Check the demo
directory for some examples.
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