[Highfrequency-commits] r124 - pkg/highfrequency/R

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

Author: kboudt
Date: 2014-11-25 15:54:21 +0100 (Tue, 25 Nov 2014)
New Revision: 124

Modified:
   pkg/highfrequency/R/realized.R
Log:
brian ripley... 

Modified: pkg/highfrequency/R/realized.R
===================================================================
--- pkg/highfrequency/R/realized.R	2014-11-25 13:56:28 UTC (rev 123)
+++ pkg/highfrequency/R/realized.R	2014-11-25 14:54:21 UTC (rev 124)
@@ -3220,7 +3220,7 @@
 quotesCleanup = function(from,to,datasource,datadestination,ticker,exchanges, qdataraw=NULL,report=TRUE,selection="median",maxi=50,window=50,type="advanced",rmoutliersmaxi=10,...){
   nresult = rep(0,7);
   if(is.null(qdataraw)){
-    dates = timeSequence(from,to, format = "%Y-%m-%d", FinCenter = "GMT");
+    dates = timeDate::timeSequence(from,to, format = "%Y-%m-%d", FinCenter = "GMT");
     dates = dates[timeDate::isBizday(dates, holidays = timeDate::holidayNYSE(2004:2010))];
     
     for(j in 1:length(dates)){