MohammedFCIS / MoSART

Mo Stocks Analysis and Recommendation Tool (MoSART)
https://mohammedali.shinyapps.io/MoSART/
3 stars 3 forks source link

Provide advanced analytics techniques #16

Closed MohammedFCIS closed 5 years ago

MohammedFCIS commented 5 years ago

Apply by Period for example https://rpubs.com/Felix/6653

Period Apply Functions: Apply a function to a time segment (e.g. max, min, mean, etc). Form: apply.daily(x, FUN, ...). Options include apply.daily, weekly, monthly, quarterly, yearly. To-Period Functions: Convert a time series to time series of lower periodicity (e.g. convert daily to monthly periodicity). Form: to.period(x, period = 'months', k = 1, indexAt, name = NULL, OHLC = TRUE, ...). Options include to.minutes, hourly, daily, weekly, monthly, quarterly, yearly. Note 1 (Important): The return structure is different for to.period and the to.monthly (to.weekly, to.quarterly, etc) forms. to.period returns a date, while to.months returns a character MON YYYY. Best to use to.period if you want to work with time-series via lubridate. https://cran.r-project.org/web/packages/tidyquant/vignettes/TQ02-quant-integrations-in-tidyquant.html