# \donttest{
# load data and adjust
data(dt_banks)
datadj = md_stock_adjust(dt_banks)
# set freq
dts_returns1 = pq_return(datadj, x = 'close_adj', freq = 'all')
# set method
dts_returns2 = pq_return(datadj, x = 'close_adj', method = 'log')
# set cols_keep
dts_returns3 = pq_return(datadj, x = 'close_adj', cols_keep = 'cap_total')
# cumulative returns
dts_cumreturns = pq_return(datadj, x = 'close_adj', from = '2012-01-01', cumreturns = TRUE)
e1 = pq_plot(dts_cumreturns, y = 'cumreturns.daily', title='cumreturns',
arrange = list(rows=1, cols=1))
e1[[1]]
# }
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