PortfolioEffectHFT (version 1.7)

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')
# positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
# positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
# util_POSIXTimeToDate(compute(kurtosis(portfolio))[[1]][,1])
# ## End(Not run)