cryptoQuotes (version 1.3.0)

calibrate_window: calibrate the time window of a list of xts objects

Description

This function is a high-level wrapper of do.call and lapply which modifies each xts object stored in a list().

Usage

calibrate_window(list, FUN, ...)

Value

Returns a xts object.

Arguments

list

A list of xts objects.

FUN

A function applied to each element of the list

...

optional arguments passed to FUN.

See Also

Other convinience: remove_bound(), split_window()

Examples

# script: scr_FUN
# date: 2023-12-27
# author: Serkan Korkmaz, [e-mail]
# objective: Demonstrate the use of the convinience
# funtions
# script start;

# by default the Fear and Greed Index
# is given daily. So to align these values
# with, say, weekly candles it has to be aggregated
#
# In this example the built-in data are used

# 1) check index of BTCUSDT and
# the Fear and Greed Index
setequal(
  zoo::index(BTC),
  zoo::index(FGIndex)
)

# 2) to align the indices,
# we use the convincience functions
# by splitting the FGI by the BTC index.
FGIndex <- split_window(
  xts = FGIndex,
  by  = zoo::index(BTC),

  # Remove upper bounds of the
  # index to avoid overlap between
  # the dates.
  #
  # This ensures that the FGI is split
  # according to start of each weekly
  # BTC candle
  bounds = 'upper'
)

# 3) as splitWindow returns a list
# it needs to passed into calibrateWindow
# to ensure comparability
FGIndex <- calibrate_window(
  list = FGIndex,

  # As each element in the list can include
  # more than one row, each element needs to be aggregated
  # or summarised.
  #
  # using xts::first gives the first element
  # of each list, along with its values
  FUN  = xts::first
)


# 3) check if candles aligns
# accordingly
setequal(
  zoo::index(BTC),
  zoo::index(FGIndex)
)


# As the dates are now aligned
# and the Fear and Greed Index being summarised by
# the first value, the Fear and Greed Index is the opening
# Fear and Greed Index value, at each candle.

# script end;