R/xts.R

In toygur/R2Tooltip: RiskActive Toolkit Functions

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#' data.frame veya tible formundaki tabloları haftalık veya kendi data formatında xts objesine çevirmektedir.
#'
#'
#' @export
m_dplyr2Xts <- function(data, period=NULL, ohlc=TRUE) {

  library(xts)
  library(dplyr)
  library(PerformanceAnalytics)

  data <- as.data.frame(data)
  data <- na.exclude(data)

  if(!is.null(period)){
    if(period == "weeks"){
      rown <- data[,1]
      df <- xts(data[,-1], order.by = rown)
      df <- to.period(df, period = "weeks", k = 1, OHLC = ohlc)
    }
  } else {
    rown <- data[,1]
    df <- xts(data[,-1], order.by = rown)
    if(ncol(df)==1){
      colnames(df) <- "df"
    }
  }

  return(df)
}

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#' xts objesini data.frame veya tibble data formatına çevirmektedir.
#'
#'
#' @export
m_xts2Dplyr <- function(data, dplyr=TRUE) {

  library(xts)
  library(dplyr)

  df <- data.frame(date=index(data), coredata(data))

  if(dplyr) df <- df %>% tbl_df()

  return(df)
}