getPortfolioPrices(symbols, obs = NULL, end = Sys.Date(), start = NULL, calendar = holidayNYSE, seeds = NULL, patterns = NULL, ..., type = "uniform")
getTradingDates(end, start = NULL, obs = NULL, calendar = holidayNYSE)
fractal
.In addition to the arguments above, it is necessary to pass the appropriate arguments to the the underlying fractal call. This includes passing in a seed and generator patterns. If none are provided predefined sets will be used, although users of this package are encouraged to create their own initiators and generators.
The getTradingDates function is a utility to generate proper business days for a given calendar. This is used to be compatible with other applications that load actual asset data.
data(generators)
ps <- getPortfolioPrices('IBM', '2009-02-24',obs=10,
seeds=sampleInitiators, patterns=sampleGenerators)
getTradingDates('2009-02-26', obs=10)
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