A set of functions to check for appropriate OHLC and HLC column names within a data object, as well as the availability and position of those columns.
is.OHLC(x)
has.OHLC(x, which = FALSE)is.OHLCV(x)
has.OHLCV(x, which = FALSE)
is.HLC(x)
has.HLC(x, which = FALSE)
is.HL(x)
has.HL(x, which = FALSE)
has.Op(x, which = FALSE)
has.Hi(x, which = FALSE)
has.Lo(x, which = FALSE)
has.Cl(x, which = FALSE)
has.Vo(x, which = FALSE)
has.Ad(x, which = FALSE)
is.BBO(x)
is.TBBO(x)
has.Ask(x, which = FALSE)
has.Bid(x, which = FALSE)
has.Price(x, which = FALSE)
has.Qty(x, which = FALSE)
has.Trade(x, which = FALSE)
A logical value indicating success or failure by default.
If which = TRUE
, a numeric value representing the column position
will be returned.
is.OHLC
, is.HL
, and is.HLC
return a single logical value,
either TRUE
or FALSE
.
data object
display position of match
Jeffrey A. Ryan
Mostly used internally by quantmod, they can be useful
for checking whether an object
can be used in OHLC requiring functions like Op
,
OpCl
, etc.
Columns names must contain the full description of data,
that is, Open, High, Low, Close, Volume or Adjusted. Abbreviations
will return FALSE
(or NA
when which = TRUE
). See
quantmod.OHLC
for details of quantmod
naming conventions.
The "is" functions only return TRUE
when the objects has the relevant
column names:
is.HL
: High, Low
is.HLC
: High, Low, Close
is.OHLC
: Open, High, Low, Close
The search for relevant column names is not case sensitive. Any additional columns in the object does not affect the return value.
quantmod.OHLC
,OHLC.Transformations
if (FALSE) {
getSymbols("YHOO")
is.OHLC(YHOO)
has.OHLC(YHOO)
has.Ad(YHOO)
}
Run the code above in your browser using DataLab