Poll data from the messaging bridge
Saves an XTS object to csv file.
Loads EOD data from Yahoo and returns an XTS object.
returns today as date8.
Stores one series field to an AQ Master Server, typicall called from aqStoreSeries.
This function assumes that data is either a zoo object, or that is a matrix with two columns where the first column contains a time series index in NANOSECONDS(!!!)
returns the date one month (30 days) ago as date8
applies a function across hour slots. Internally, it iterates over 0:23 and selects all rows which fit into this hour.
Test function
Send data to a messaging channel
Loads OHLC from an AQ Master Server
Loads a XTS object from CSV, to be used with our aqSaveXtsToCsv function. This method
assumes that the fie's first column contains an interpretable timestmap.
Subscribe to a messaging channel
Disable debug messages
Returns for an XTS input list the hour index per element.
Builds an archive URL, based on connection parameters, seriesId, field, frequency and start and end date.
Loads one series field from an AQ Master Server
Unsubscribe from a messaging channel
Is data ready?
Removes outliers based on standard deviation filters. Overwrites these with the open value.
Package level introduction
removes all data that belongs to a specific hour from an input data set.
stores a matrix onto an AQ Master Server
Drops data of several hours, delegates on to aqDropHour
Approximates StopLoss/TakeProfit for a given PNL series and an HLC series.
method to generate a pnl curve from a running position.
bids, asks and running position must have the same length.
Can compute the pnl from one price to the other, but only for one asset!
Does not take time into account - if you need signal delays, lag
all input data on your own.
applies a function to all values per weekday.
Enable debug messages
Initializes the messaging layer
Wait for data at the bridge
This method builds an object that carries necessary configuration values.
The resulting object is a list, which you can modify outside of this function.
Currently contains tsHost, tsPort, openField,closeField, highField, lowField
and volField.