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trading
2011 Feb 09
1
Iterate over a list of input files?
...quot;)
return(as.Date(X))
}
FirstDate = 1090601
LastDate = 1101101
StartDate = TStoDate(FirstDate)
EndDate = TStoDate(LastDate)
# Create a sequence of days from start to finish
# Then remove weekends and holidays and turn into a data.frame
dd <- seq(StartDate, EndDate, by = "day")
TradingDate <- dd[!is.weekend(dd) & !is.holiday(dd)]
DateRange <- as.data.frame(TradingDate)
# Read list of files to run tests on
Files = dir("C:\\CorrelationTests", pattern = "^[T]", full.names=TRUE)
# Create a data.frame with the
A = read.csv(Files[1], header=FALSE)[,c(1,7)...