rm_priceLimit: remove price limits

Description Usage Arguments Examples

View source: R/fct01_frameBuildingFuncs.R

Description

remove price limits

Usage

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rm_priceLimit(TS, nearby = 1L, lim = c(-10, 10), priceType = c("close",
  "open"), datasrc = defaultDataSRC())

Arguments

nearby

a integer vector. default is 1L, which means remove the price_limited stocks of the next tradingday.

lim

a vector of length 2.

priceType

"close" or "open".

Examples

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RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
re <- rm_priceLimit(TS)
re1 <- rm_priceLimit(TS,nearby=-1:1)
re2 <- rm_priceLimit(TS,lim=c(-Inf,10)) # remove limit-up

raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.