[Highfrequency-commits] r128 - pkg/highfrequency/man

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

Author: kboudt
Date: 2014-11-28 09:53:26 +0100 (Fri, 28 Nov 2014)
New Revision: 128

Added:
   pkg/highfrequency/man/getPrice.Rd
   pkg/highfrequency/man/has.Qty.Rd
Log:


Added: pkg/highfrequency/man/getPrice.Rd
===================================================================
--- pkg/highfrequency/man/getPrice.Rd	                        (rev 0)
+++ pkg/highfrequency/man/getPrice.Rd	2014-11-28 08:53:26 UTC (rev 128)
@@ -0,0 +1,25 @@
+\name{getPrice}
+\alias{getPrice}
+\title{get price column(s) from a timeseries}
+\usage{
+getPrice(x, symbol = NULL, prefer = NULL, ...)
+}
+\arguments{
+\item{x}{A data object with columns containing data to be extracted}
+
+\item{symbol}{text string containing the symbol to extract}
+
+\item{prefer}{preference for any particular type of price, see Details}
+
+\item{\dots}{any other passthrough parameters}
+}
+\description{
+Will attempt to locate price column(s) from a time series with rational defaults.
+}
+\details{
+May be subset by symbol and preference.
+\code{prefer} Preference will be for any commonly used financial time series price description,
+e.g. 'trade', 'close', 'bid', 'ask' with specific tests and matching for types and column names
+currently supported in R, but a default grep match will be performed if one of the supported types doesn't match.
+}
+

Added: pkg/highfrequency/man/has.Qty.Rd
===================================================================
--- pkg/highfrequency/man/has.Qty.Rd	                        (rev 0)
+++ pkg/highfrequency/man/has.Qty.Rd	2014-11-28 08:53:26 UTC (rev 128)
@@ -0,0 +1,25 @@
+\name{has.Qty}
+\alias{has.Ask}
+\alias{has.AskSize}
+\alias{has.Bid}
+\alias{has.BidSize}
+\alias{has.Price}
+\alias{has.Qty}
+\alias{has.Trade}
+\alias{is.BBO}
+\alias{is.TBBO}
+\title{check for Trade, Bid, and Ask/Offer (BBO/TBBO), Quantity, and Price data}
+\usage{
+has.Qty(x, which = FALSE)
+}
+\arguments{
+\item{x}{data object}
+
+\item{which}{disply position of match}
+}
+\description{
+A set of functions to check for appropriate TBBO/BBO and price column
+names within a data object, as well as the availability and
+position of those columns.
+}
+