trading_dates: Generate trading dates with a given calendar
In zatonovo/fractalrock: Generate fractal time series with non-normal returns distribution
Description
Arguments
Examples
Description
Generate trading dates with a given calendar
Arguments
period
The date period, defaulting to 1 day (1440 minutes).
Units are in minutes, so values less than 1440 will result in
intraday time steps being added.
Examples
1
2
3
4
trading_dates('2009-02-24',obs=10)
th <- function(x) trading_hours(x,'cme')
trading_dates('2014-01-01','2014-03-31', 5, th)
zatonovo/fractalrock documentation built on May 15, 2021, 7:28 p.m.
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Description Arguments Examples
Description
Generate trading dates with a given calendar
Arguments
period |
The date period, defaulting to 1 day (1440 minutes). Units are in minutes, so values less than 1440 will result in intraday time steps being added. |
Examples
1 2 3 4 | trading_dates('2009-02-24',obs=10)
th <- function(x) trading_hours(x,'cme')
trading_dates('2014-01-01','2014-03-31', 5, th)
|
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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