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jonathancornelissen / highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
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Github url added to CRAN description & lubridate update #43

Closed onnokleen closed 4 years ago

onnokleen commented 4 years ago

New lubridate version online. Indeed, now we have a warning on CRAN checks but the potential bug fix I already submitted in a former pull request seems to solve that problem.

codecov-io commented 4 years ago

Codecov Report

Merging #43 into master will increase coverage by 0.02%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #43      +/-   ##
==========================================
+ Coverage   48.73%   48.75%   +0.02%     
==========================================
  Files          17       17              
  Lines        3821     3819       -2     
==========================================
  Hits         1862     1862              
+ Misses       1959     1957       -2
Impacted Files Coverage Δ
R/realized_measures.R 61.38% <100.00%> (+0.18%) :arrow_up:

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