Package 'wickra'

Run an indicator over a whole series in one call

Description

Available for scalar indicators. The result is identical to feeding the same inputs through update() one at a time, with NA at warmup positions.

Usage

batch(object, ...)

## S3 method for class 'wickra_indicator'
batch(object, ...)

Arguments

object	A wickra_indicator.
...	The input vector(s).

Value

A numeric vector the same length as the input.

Examples

batch(Sma(3), c(1, 2, 3, 4, 5)) # NA NA 2 3 4

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Reset an indicator to its warmup state

Description

Reset an indicator to its warmup state

Usage

reset(object)

## S3 method for class 'wickra_indicator'
reset(object)

Arguments

object

A wickra_indicator.

Value

The indicator, invisibly.

Examples

sma <- Sma(3)
update(sma, 1)
reset(sma)

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Synthetic daily OHLCV sample series

Description

A deterministic, synthetic daily OHLCV (open / high / low / close / volume) price series for use in the examples, the Getting started vignette, and tests. It is a seeded random walk, not real market data. Regenerate with data-raw/sample_ohlcv.R.

Usage

sample_ohlcv

Format

A data frame with 250 rows and 6 columns:

date

Trading date (Date).

open

Opening price.

high

Session high.

low

Session low.

close

Closing price.

volume

Traded volume.

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Update an indicator with one observation

Description

Update an indicator with one observation

Usage

## S3 method for class 'wickra_indicator'
update(object, ...)

Arguments

object	A wickra_indicator created by an indicator constructor.
...	The observation: a single value for scalar indicators, the OHLCV fields plus a timestamp for candle indicators, or two values for pairwise indicators.

Value

The indicator value: a numeric scalar; a named numeric vector for multi-output indicators (NA during warmup); a matrix of completed bars for bar builders; or a list / numeric vector for profile indicators (NULL during warmup).

Examples

sma <- Sma(3)
for (x in c(1, 2, 3, 4, 5)) v <- update(sma, x)
v # 4

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