[Highfrequency-commits] r54 - pkg/highfrequency

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Sep 24 14:17:33 CEST 2013


Author: kboudt
Date: 2013-09-24 14:17:33 +0200 (Tue, 24 Sep 2013)
New Revision: 54

Modified:
   pkg/highfrequency/NAMESPACE
Log:
Update code after GSoC

Modified: pkg/highfrequency/NAMESPACE
===================================================================
--- pkg/highfrequency/NAMESPACE	2013-09-24 12:17:16 UTC (rev 53)
+++ pkg/highfrequency/NAMESPACE	2013-09-24 12:17:33 UTC (rev 54)
@@ -1,6 +1,6 @@
-useDynLib(highfrequency); 
-import(zoo); 
-import(xts); 
+useDynLib(highfrequency);
+import(zoo);
+import(xts);
 
 export(
 minRV,
@@ -29,12 +29,12 @@
 spotVol,
 matchTradesQuotes,
 getTradeDirection,
-tqLiquidity, 
+tqLiquidity,
 tradesCleanup,
 quotesCleanup,
 tradesCleanupFinal,
-autoSelectExchangeQuotes, 
-autoSelectExchangeTrades, 
+autoSelectExchangeQuotes,
+autoSelectExchangeTrades,
 exchangeHoursOnly,
 mergeQuotesSameTimestamp,
 mergeTradesSameTimestamp,
@@ -66,9 +66,10 @@
        rQuar,
        rSkew,
        rSV,
-       rTPVa
+       rTPVar
 )#end exported function
 
 S3method(print, harModel);
 S3method(summary, harModel);
 S3method(plot, harModel);
+



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