[R-SIG-Finance] quantstrat custom intraday

Niklas K nk at fennoturvapalvelut.com
Fri Mar 22 16:17:27 CET 2013


Hi!

I have created a getSymbols for csv-files that assigns xts-objects.
It can be loaded from github: 
https://github.com/nkolster/R-scripts/blob/master/getSymbols.csvnk.R

BR,
Niklas

I On 22.3.2013 17:08, Marteau wrote:
> I'd like to load my own intraday data into the framework. I've tried a couple of methods:
> 1. getSymbols, with src="csv"
> loads ok but the index of this data is a date and does not show the intraday time.
> 2. Load my data into an xts object, and create the 'stock' with that object.
> This does not seem to work.  Does the symbol need to be assigned or registered somewhere?
>
> Any help on these or alternative methods would be much appreciated.
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