makeOHLCV | R Documentation |
This function makes OHLC-V bars at arbitrary intervals. If the SIZE column is not present in the input, no volume column is created.
makeOHLCV(pData, alignBy = "minutes", alignPeriod = 5, tz = NULL)
pData |
|
alignBy |
character, indicating the time scale in which |
alignPeriod |
positive numeric, indicating the number of periods to aggregate over. For example, to aggregate
based on a 5 minute frequency, set |
tz |
fallback time zone used in case we we are unable to identify the timezone of the data, by default: |
Emil Sjoerup
## Not run: minuteBars <- makeOHLCV(sampleTDataEurope, alignBy = "minutes", alignPeriod = 1) # We can use the quantmod package's chartSeries function to plot the ohlcv data quantmod::chartSeries(minuteBars) minuteBars <- makeOHLCV(sampleTDataEurope[,], alignBy = "minutes", alignPeriod = 1) # Again we plot the series with chartSeries quantmod::chartSeries(minuteBars) # We can also handle data across multiple days. fiveMinuteBars <- makeOHLCV(sampleTData) # Again we plot the series with chartSeries quantmod::chartSeries(fiveMinuteBars) # We can use arbitrary alignPeriod, here we choose pi bars <- makeOHLCV(sampleTDataEurope, alignBy = "seconds", alignPeriod = pi) # Again we plot the series with chartSeries quantmod::chartSeries(bars) ## End(Not run)
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