plotTimeSeries: General purpose time series plot.

In phil8192/ob-analytics: Limit Order Book Analytics

Description

Convenience function for plotting time series.

Usage

plotTimeSeries(timestamp, series, start.time = min(timestamp),
  end.time = max(timestamp), title = "time series",
  y.label = "series")

Arguments

timestamp	POSIXct timestamps.
series	The time series.
start.time	Plot from this time onward.
end.time	Plot up until this time.
title	Plot title.
y.label	Y axis label of the plot.

Author(s)

phil

Examples

# plot trades.
with(lob.data$trades, plotTimeSeries(timestamp, price))

# plot a general time series.
timestamp <- seq(as.POSIXct("2015-05-01 00:00:00.000", tz="UTC"), 
                 as.POSIXct("2015-05-01 00:59:00.000", tz="UTC"), by=60)
series <- rep(1:10, 6)
plotTimeSeries(timestamp, series)

phil8192/ob-analytics documentation built on May 25, 2019, 2:56 a.m.