[Highfrequency-commits] r39 - in pkg/highfrequency: R man

[noreply at r-forge.r-project.org]

Author: jonathan
Date: 2012-12-24 12:05:37 +0100 (Mon, 24 Dec 2012)
New Revision: 39

Modified:
   pkg/highfrequency/R/realized.R
   pkg/highfrequency/man/convert.Rd
Log:
fix thx to Bastian Offerman

Modified: pkg/highfrequency/R/realized.R
===================================================================
--- pkg/highfrequency/R/realized.R	2012-08-18 21:50:10 UTC (rev 38)
+++ pkg/highfrequency/R/realized.R	2012-12-24 11:05:37 UTC (rev 39)
@@ -2319,7 +2319,7 @@
   ##Function to load the taq data from a certain stock 
   #From&to (both included) should be in the format "%Y-%m-%d" e.g."2008-11-30"
   dates = timeSequence(as.character(from),as.character(to), format = "%Y-%m-%d", FinCenter = "GMT")
-  dates = dates[isBizday(dates, holidays = holidayNYSE(2004:2010))];
+  dates = dates[isBizday(dates, holidays = holidayNYSE(1960:2040))];
   
   if(trades){ tdata=NULL;
               for(i in 1:length(dates)){

Modified: pkg/highfrequency/man/convert.Rd
===================================================================
--- pkg/highfrequency/man/convert.Rd	2012-08-18 21:50:10 UTC (rev 38)
+++ pkg/highfrequency/man/convert.Rd	2012-12-24 11:05:37 UTC (rev 39)
@@ -32,7 +32,7 @@
 \item{quotecolnames}{ vector containing column names of your quote data. By default, 
 the standard NYSE data format is taken, see pdf documentation for more details.}
 \item{format}{ character, indicates in what format TIME and DATE are recorded in the original data.
-By default, "\%Y\%M\%D \%H:\%M:\%S" is taken, which means the date is denoted by e.g. "20080130" and the time by e.g. "09:30:00".}
+By default, \%Y\%m\%d \%H:\%M:\%S" is taken, which means the date is denoted by e.g. "20080130" and the time by e.g. "09:30:00".}
 \item{onefile}{  
 indicates the way the source data is stored. By default FALSE, which means the function expects that the source data is saved in a folder sturcture with a folder for each date (see vignette for more info). In case the data for multiple days is stored in one file, set onefile=TRUE. The naming convention for files is, e.g. for ticker="AAPL", "AAPL_trades.extension" and "AAPL_quotes.extension" for trades and quotes respectively.}
 }