bar_unit: Construct unit bars
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Value
Author(s)
Description
Construct unit bars
Usage
1
Arguments
dat
dat input with at least the following columns: Price, Size. If timestamp is provided than output also contains timestamp of the unit bars
unit
the total dollar (unit) traded of each window
Value
time stamp at the end of each bar (if timestamp is provided), and H,L,O,C,V
Author(s)
Larry Lei Hua
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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Description Usage Arguments Value Author(s)
Description
Construct unit bars
Usage
1 |
Arguments
dat |
dat input with at least the following columns: Price, Size. If timestamp is provided than output also contains timestamp of the unit bars |
unit |
the total dollar (unit) traded of each window |
Value
time stamp at the end of each bar (if timestamp is provided), and H,L,O,C,V
Author(s)
Larry Lei Hua
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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