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fulllto
2017 Oct 18
1
Problem with tq_mutate_xy() from the tidyquant package
...ined example. Maybe
it could be reproduced with an even smaller one ...
library(tidyquant) # Loads tidyverse, tidyquant, financial pkgs, xts/zoo
library(xts)
dtV <- as.Date("2017-01-01") + 1:100
locL <- list( foo=xts(rnorm(100), order.by=dtV), bar=xts(rnorm(100),
order.by=dtV) )
fullXts <- do.call(merge,locL)
smallXts <- fullXts["2017-02-01::"]
rolling_corrOnePair <- function( aXts, col1, col2, window ) { #window =
window size in days
tbl <- timetk::tk_tbl( aXts[,c(col1,col2)], rename_index="date" )
colnames(tbl) <- c("date",&quo...