[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);
+
More information about the Highfrequency-commits
mailing list