Man pages for aqr
Interface methods to use with an ActiveQuant Master Server

approximateSLTPApplies an approximated StopLoss/TakeProfit strategy on an...
aqdatareadyIs data ready?
aqDayOfWeekStatapplies a function to all values per weekday.
aqdisabledebugDisable debug messages
aqdrophourremoves all data that belongs to a specific hour from an...
aqdrophoursDrops data of several hours, delegates on to aqDropHour
aqenabledebugEnable debug messages
aqfilterohlcsdRemoves outliers based on standard deviation filters....
aqhourindexReturns for an XTS input list the hour index per element.
aqHourlyStatapplies a function across hour slots. Internally, it iterates...
aqinitThis method builds an object that carries necessary...
aqinitmessagingInitializes the messaging layer
aqloadohlcLoads OHLC from an AQ Master Server
aqloadseriesfieldLoads one series field from an AQ Master Server
aqLoadXtsFromCsvLoads a XTS object from CSV, to be used with our...
aqLoadYahooEODLoads EOD data from Yahoo and returns an XTS object.
aqpollPoll data from the messaging bridge
aqr-packagePackage level introduction
aqSaveXtsToCsvSaves an XTS object to csv file.
aqsendSend data to a messaging channel
aqstorematrixstores a matrix onto an AQ Master Server
aqstoreseriesfieldStores one series field to an AQ Master Server, typicall...
aqsubscribechannelSubscribe to a messaging channel
aqunsubscribechannelUnsubscribe from a messaging channel
aqwaitfordataWait for data at the bridge
atestcalltodynlibTest function
buildarchiveurlBuilds an archive URL, based on connection parameters,...
d8Formats an input POSIX date to Date8 format (YYYYMMDD). This...
daysAgoreturns the date X days ago (30 days by default)
generatePnlCurvemethod to generate a pnl curve from a running position....
normalizeNormalizes an input matrix along certain dimensions to a...
oneMonthAgoreturns the date one month (30 days) ago as date8
todayreturns today as PosixLT object
aqr documentation built on May 31, 2017, 3:06 a.m.