[Blotter-commits] r327 - pkg/RTAQ/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Apr 12 15:35:51 CEST 2010
Author: jonathan
Date: 2010-04-12 15:35:51 +0200 (Mon, 12 Apr 2010)
New Revision: 327
Modified:
pkg/RTAQ/man/ExchangeHoursOnly.Rd
pkg/RTAQ/man/autoselectexchange.Rd
pkg/RTAQ/man/autoselectexchangeq.Rd
pkg/RTAQ/man/convert.Rd
pkg/RTAQ/man/quotescleanup.Rd
pkg/RTAQ/man/rmoutliers.Rd
pkg/RTAQ/man/tradescleanup.Rd
Log:
help files revision by Kris
Modified: pkg/RTAQ/man/ExchangeHoursOnly.Rd
===================================================================
--- pkg/RTAQ/man/ExchangeHoursOnly.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/ExchangeHoursOnly.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -5,7 +5,7 @@
Extract data from an xts object for the Exchange Hours Only
}
\description{
-The function excerpts data within exchange trading hours
+The function returns data within exchange trading hours
"daybegin" and "dayend".
}
Modified: pkg/RTAQ/man/autoselectexchange.Rd
===================================================================
--- pkg/RTAQ/man/autoselectexchange.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/autoselectexchange.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -15,9 +15,10 @@
}
\arguments{
- \item{tdata}{ an xts object containing the time series data.
-The object should have at least a column "EX", indicating the exchange symbol and
-"SIZE", indicating the trade volume. The chosen exchange is printed on the console.
+ \item{tdata}{
+an xts object with at least a column "EX",
+indicating the exchange symbol and "SIZE",
+indicating the trade volume. The chosen exchange is printed on the console.
The possible exchanges are:
\itemize{
\item A: AMEX
@@ -40,6 +41,8 @@
\value{
xts object
}
+
\references{
}
+
\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Modified: pkg/RTAQ/man/autoselectexchangeq.Rd
===================================================================
--- pkg/RTAQ/man/autoselectexchangeq.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/autoselectexchangeq.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -7,7 +7,7 @@
\description{
Function returns an xts object containing only observations
of the exchange with highest
-value for the sum of "BIDSIZE" and "OFFERSIZE", i.e. the highest volume.
+value for the sum of "BIDSIZE" and "OFFERSIZE", i.e. the highest quote volume.
}
\usage{
@@ -15,10 +15,11 @@
}
\arguments{
- \item{qdata}{ an xts object containing the time series data.
-The object should have at least a column "EX", containing the exchange symbols and
-columns "BIDSIZE" and "OFFERSIZE", containing the volume
-available at the bid and ask respectively. The chosen exchange is printed on the console.
+ \item{qdata}{
+an xts object with at least a column "EX", indicating the exchange symbol
+and columns "BIDSIZE" and "OFFERSIZE", indicating
+the volume available at the bid and ask respectively.
+The chosen exchange is printed on the console.
The possible exchanges are:
\itemize{
\item A: AMEX
Modified: pkg/RTAQ/man/convert.Rd
===================================================================
--- pkg/RTAQ/man/convert.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/convert.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -5,7 +5,7 @@
Convert trade or quote data into xts object saved in the RData format}
\description{
-Function can convert both trade and quote data stored as "txt" or "csv" and
+Function converts both trade and quote data stored as "txt" or "csv" and
structured as illustrated in the pdf documentation into xts-objects and
stores them in the "RData" format.
Subsequently, the data can be loaded into the R console by \code{\link{TAQload}}.
Modified: pkg/RTAQ/man/quotescleanup.Rd
===================================================================
--- pkg/RTAQ/man/quotescleanup.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/quotescleanup.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -2,7 +2,7 @@
\Rdversion{1.1}
\alias{quotescleanup}
\title{
-Perform a bunch of cleaning procedures on quote data
+Cleans quote data
}
\description{
Modified: pkg/RTAQ/man/rmoutliers.Rd
===================================================================
--- pkg/RTAQ/man/rmoutliers.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/rmoutliers.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -34,7 +34,7 @@
\item{type}{should be "standard" or "advanced" (see description).}
}
-\section{Details}{NOTE: This function works only correct if supplied input data consists of 1 day!!}
+\section{Details}{NOTE: This function works only correct if supplied input data consists of 1 day.}
\value{xts object}
Modified: pkg/RTAQ/man/tradescleanup.Rd
===================================================================
--- pkg/RTAQ/man/tradescleanup.Rd 2010-04-09 16:48:24 UTC (rev 326)
+++ pkg/RTAQ/man/tradescleanup.Rd 2010-04-12 13:35:51 UTC (rev 327)
@@ -2,7 +2,7 @@
\Rdversion{1.1}
\alias{tradescleanup}
\title{
-Perform a number of cleaning procedures on trade data
+Cleans trade data
}
\description{
The function performs a bunch of cleaning procedures for trade
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