PortfolioEffectHFT (version 1.7)

create_metric: Create metric class

Description

Creates metric object using data provided in matrix or xts format.

Usage

"create_metric"(metricData,symbol)
"create_metric"(metricData,symbol)

Arguments

metricData

Matrix of (time, value) rows or an xts object. Time should be in POSIX format expressed in milliseconds.

symbol

Unique identifier of the instrument

Value

Examples

## Not run: 
# data(aapl.data)
# data(goog.data)
# AAPL=create_metric(aapl.data)
# GOOG=create_metric(goog.data)
# plot(AAPL,GOOG,legend=c('AAPL','GOOG'))
# ## End(Not run)