rtsplot (version 0.1.5)

rtsplot.fake.stock.data: Generate fake stock data

Description

Generate fake stock data for use in rtsplot examples

Usage

rtsplot.fake.stock.data(
  n,
  y0 = 10,
  stdev = 0.1,
  ohlc = FALSE,
  method = c("normal", "adhoc"),
  period = c("day", "minute"),
  remove.non.trading = FALSE
)

Value

xts object with fake stock data

Arguments

n

number of points to generate

y0

starting price, defaults to 10

stdev

standard deviation, defaults to 0.1

ohlc

generate ohlc data, defaults to FALSE

method

method to generate fake stock data, defaults to 'normal' two methods are implemented: * 'normal' - generate fake stock data assuming returns are normally distributed with zero drift * 'uniform' - generate fake stock data assuming returns are uniformly distributed with zero drift

period

frequency to generate fake stock data, (possible values: "day", "minute"), defaults to "day"

remove.non.trading

flag to remove non trading periods(i.e. weekends and non-trading hours). Note, this flag likely will cause function return less than 'n' observation, defaults to FALSE

Examples

 rtsplot.fake.stock.data(10)