Fixes display of the cumulative sum of the bid volume by plotCurrentDepth()

phil8192 / ob-analytics

R package intended for visualisation, analysis and reconstruction of limit order book data

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Closed petr-fedorov closed 6 years ago

petr-fedorov commented 6 years ago

The following code is used to produce pictures below:

lob <- orderBook(lob.data$events, tp=as.POSIXct("2015-05-01 01:12:17.429", tz="UTC"), bps.range=20)
plotCurrentDepth(lob)

The output before the patch is applied:

before

The output after:

after

phil8192 commented 6 years ago

thanks Petr