#
#
# data(ttrc)
# ohlc <- ttrc[,c("Open","High","Low","Close")]
#
# DT <- data.table(ttrc)
# setnames(DT,names(DT), c("Date","OpenPrice","HighPrice","LowPrice","ClosePrice","Volume"))
#
# microbenchmark::microbenchmark(
# volatility(DT,calc="garman"),
# TTR::volatility(ohlc,calc="garman")
# )
#
#
#
#
# getSymbol(dateRange = as.Date(c("2005-01-01","2015-04-30")) )
# #
# AdjPrice(SH50)
#' @export
runExample <- function(n=20) {
getSymbol("SH50Index")
v <- function(x,data=DT,...) {
HistoricalVolatility(data,calc=x,...)
}
methodList <- c("close", "garman.klass", "parkinson", "rogers.satchell", "gk.yz", "yang.zhang")
SH50[, paste0("vol.",methodList) := lapply(methodList, v, data=SH50,n=n)]
plotVol(SH50Index[-(1:210)])
}
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