R/utils.R

In btutils: Utilities for Simple Back Testing of Trading Strategies

#  Copyright (c) 2013-2014, Ivan Popivanov
#  
#  Redistribution and use in source and binary forms, with or without
#  modification, are permitted provided that the following conditions are
#  met:
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#      Redistributions of source code must retain the above copyright
#      notice, this list of conditions and the following disclaimer.
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round.any = function(x, accuracy, f=round) {
   return(f(x/accuracy)*accuracy)
}

locf = function(v, value=NA, na.rm=F) {
   if(NROW(dim(v)) == 0) {
      v[] = locf.interface(v, value)
   } else {
      v[] = apply(v, NROW(dim(v)), locf.interface, value=value)
   }

   if(na.rm) v = na.trim(v, sides="left")
   return(v)
}

leading.nas = function(x) {
   return(leading.nas.interface(x))
}

laguerre.filter = function(x, gamma=0.8) {
   res = laguerre.filter.interface(x, gamma)
   res[1:4] = NA
   return(reclass(res, x))
}

laguerre.rsi = function(x, gamma=0.8) {
   res = laguerre.rsi.interface(x, gamma)
   res[1:4] = NA
   return(reclass(res, x))
}