| SpecialDailySeries {timeSeries} | R Documentation |
Special daily 'timeSeries' functions.
dummyDailySeries | Creates a dummy daily 'timeSeries' object, |
alignDailySeries | Aligns a daily 'timeSeries' to new positions, |
rollDailySeries | Rolls daily a 'timeSeries' on a given period, |
ohlcDailyPlot | Plots open high low close bar chart, |
dummySeries | Creates a dummy monthly 'timeSeries' object |
dummyDailySeries(x = rnorm(365), units = NULL, zone = "",
FinCenter = "")
alignDailySeries(x, method = c("before", "after", "interp", "fillNA"),
include.weekends = FALSE, units = NULL, zone = "",
FinCenter = "")
rollDailySeries(x, period = "7d", FUN, ...)
ohlcDailyPlot(x, volume = TRUE, colOrder = c(1:5), units = 1e6,
xlab = c("Date", "Date"), ylab = c("Price", "Volume"),
main = c("O-H-L-C", "Volume"), grid.nx = 7, grid.lty = "solid", ...)
colOrder |
[ohlcDailyPlot] - an integer vector which gives the order of the prices and the volume in the input object. By default the following order of columns from 1 to 5 is assumed: Open, high, low, close, and volume. |
FinCenter |
a character with the the location of the financial center named as "continent/city". |
FUN |
the function to be applied. [applySeries] - a function to use for aggregation, by default colAvgs.
|
grid.lty, grid.nx |
[ohlcDailyPlot] - The type of grid line and the number of grid lines used in the plot. |
include.weekends |
[alignDailySeries] - a logical value. Should weekend dates be included or removed from the series. |
main |
[ohlcDailyPlot] - a character string to title the price and volume plot. |
method |
[alignDailySeries] - the method to be used for the alignment. A character string, one of "before", use the data from the row whose position is
just before the unmatched position, or "after", use the
data from the row whose position is just after the unmatched
position, or "linear", interpolate linearly between
"before" and "after".
|
period |
[rollDailySeries] - a character string specifying the rollling period composed by the length of the period and its unit, e.g. "7d" represents
one week.
|
units |
[allignDailySeries] - an optional character string, which allows to overwrite the current column names of a timeSeries object. By default
NULL which means that the column names are selected
automatically.
[ohlcDailyPlot] - a numeric value, specifying in which multiples the volume should be referenced on the plot labels. By default 1e6, i.e. in units of 1 Million. |
volume |
[ohlcDailyPlot] - a logigical value. Should a volume plot added to the OHLC Plot. By default TRUE.
|
x |
an object of class timeSeries.
|
xlab, ylab |
[ohlcDailyPlot] - two string vectors to name the x and y axis of the price and volume plot. |
zone |
the time zone or financial center where the data were recorded. |
... |
arguments passed to other methods. |
dummyDailySeries
creates from a numeric matrix with daily records of unknown dates a
timeSeries object with dummy daily dates.
alignDailySeries
returns from a daily time series with missing holidays a weekly
aligned daily timeSeries object
rollDailySeries
returns an object of class timeSeries with rolling values,
computed from the function FUN.
ohlcDailyPlot
displays a Open-High-Low-Close Plot of daily data records.
## Load Microsoft Data -
setRmetricsOptions(myFinCenter = "GMT")
data(MSFT)
head(MSFT)
## Cut out April Data from 2001 -
Close = MSFT[, "Close"]
tsApril01 = window(Close, "2001-04-01", "2001-04-30")
tsApril01
## Align with NA -
tsRet = returns(tsApril01, trim = TRUE)
GoodFriday(2001)
EasterMonday(2001)
alignDailySeries(tsRet, method = "fillNA", include.weekends = FALSE)
alignDailySeries(tsRet, method = "fillNA", include.weekends = TRUE)
## Interpolate -
alignDailySeries(tsRet, method = "interp", include.weekend = FALSE)
alignDailySeries(tsRet, method = "interp", include.weekend = TRUE)