[R-SIG-Finance] How does one handle missing dates in quantmod/quantstrat time series?

[Wei Wu]

Sometimes the missing data could be data error/problem. But let's say the missing dates(data) were real. Then I would think we will need to filling in some data points with the same o/h/l/c as the previous close and zero volume. Any other alternatives?


What is the best and efficient way to handle this? Any exiting code/package that can handle this already?

Thanks.