23 lines
732 B
R
23 lines
732 B
R
% Generated by roxygen2: do not edit by hand
|
|||
|
|
% Please edit documentation in R/indicators.R
|
||
|
|
\name{TickAggregator}
|
||
|
|
\alias{TickAggregator}
|
||
|
|
\title{Aggregate trade ticks into time-bucketed candles}
|
||
|
|
\usage{
|
||
|
|
TickAggregator(bucket, gap_fill)
|
||
|
|
}
|
||
|
|
\arguments{
|
||
|
|
\item{bucket}{Time-bucket width, in the same unit as the tick timestamps.}
|
||
|
|
|
||
|
|
\item{gap_fill}{Logical; if \code{TRUE}, empty buckets with no trades are still
|
||
|
|
emitted (carried forward) instead of skipped.}
|
||
|
|
}
|
||
|
|
\value{
|
||
|
|
A \code{wickra_indicator} tick aggregator; feed it ticks with \code{\link[=push]{push()}}.
|
||
|
|
}
|
||
|
|
\description{
|
||
|
|
Builds OHLCV candles from a stream of trade ticks. Feed ticks with \code{\link[=push]{push()}},
|
||
|
|
which returns the candles closed by that tick.
|
||
|
|
}
|
||
|
|
\keyword{internal}
|