quantstrat custom intraday
Hi! I have created a getSymbols for csv-files that assigns xts-objects. It can be loaded from github: https://github.com/nkolster/R-scripts/blob/master/getSymbols.csvnk.R BR, Niklas
I On 22.3.2013 17:08, Marteau wrote:
I'd like to load my own intraday data into the framework. I've tried a couple of methods: 1. getSymbols, with src="csv" loads ok but the index of this data is a date and does not show the intraday time. 2. Load my data into an xts object, and create the 'stock' with that object. This does not seem to work. Does the symbol need to be assigned or registered somewhere? Any help on these or alternative methods would be much appreciated. [[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.