PortfolioEffectHFT (version 1.6)

util_POSIXTimeToDate: POSIX Time To Date

Description

Converts timestamps in milliseconds to corresponding date strings.

Usage

util_POSIXTimeToDate(time)

Arguments

time

One dimensional vector of milliseconds since the beginning of epoch.

Value

Examples

## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio<-portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,windowLength = '3600s',resultsSamplingInterval='60s')
# portfolio_addPosition(portfolio,'GOOG',100,priceData=goog.data)  
# portfolio_addPosition(portfolio,'AAPL',300,priceData=aapl.data) 
# portfolio_addPosition(portfolio,'SPY',150,priceData=spy.data)
# util_POSIXTimeToDate(portfolio_kurtosis(portfolio)[,1])
# ## End(Not run)