Learn R Programming

pedquant (version 0.1.1)

pq_perf: creating performance trends

Description

pq_perf provides an easy way to create the performance trends for a set of time series data.

Usage

pq_perf(dt, date_range = "max", from = NULL, to = Sys.Date(),
  x = "close|value", base_value = 1)

Arguments

dt

a list/dataframe of time series dataset

date_range

date range. Available value includes '1m'-'11m', 'ytd', 'max' and '1y'-'ny'. Default is max.

from

the start date. Default is NULL. If it is NULL, then calculate using date_range and end date.

to

the end date. Default is the current date.

x

the name of column to calculate. Default is 'close|value'.

base_value

the base value of performance index. Default is 0.

Examples

Run this code
# NOT RUN {
 
# }
# NOT RUN {
# load data
dat = md_stock(c('000001', '^000001'), date_range = 'max', source = '163')

# create performance trends
perf = pq_perf(dat)
# pq_plot(perf)

# }
# NOT RUN {
# }

Run the code above in your browser using DataLab