timebar: Time bar transformations from raw data
In thanhuwe8/mladv: mladv - Machine Learning for Finance routines
Description
Usage
Arguments
Value
Examples
Description
Function to transform raw transactions data into a time bar for a specific timeframe.
Usage
1
Arguments
data
a data.frame with follwing headers name: "Time", "Price", "Size", "cum_volume" and "ppt"
type
type of time bar from "minute", "hour" or "day"
Value
a data.frame in the form OHLC with ending date for each bar.
Examples
1
transform_data <- bar_time(SSI_data, "minute")
thanhuwe8/mladv documentation built on June 9, 2019, 9:26 p.m.
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Description Usage Arguments Value Examples
Description
Function to transform raw transactions data into a time bar for a specific timeframe.
Usage
1 |
Arguments
data |
a data.frame with follwing headers name: "Time", "Price", "Size", "cum_volume" and "ppt" |
type |
type of time bar from "minute", "hour" or "day" |
Value
a data.frame in the form OHLC with ending date for each bar.
Examples
1 | transform_data <- bar_time(SSI_data, "minute")
|
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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