34 lines
1.0 KiB
R
34 lines
1.0 KiB
R
|
% Generated by roxygen2: do not edit by hand
|
||
|
|
% Please edit documentation in R/methods.R
|
||
|
|
\name{push}
|
||
|
|
\alias{push}
|
||
|
|
\alias{push.wickra_indicator}
|
||
|
|
\title{Push a trade tick into a tick aggregator}
|
||
|
|
\usage{
|
||
|
|
push(object, price, size, timestamp)
|
||
|
|
|
||
|
|
\method{push}{wickra_indicator}(object, price, size, timestamp)
|
||
|
|
}
|
||
|
|
\arguments{
|
||
|
|
\item{object}{A \code{wickra_indicator} created by \code{\link[=TickAggregator]{TickAggregator()}}.}
|
||
|
|
|
||
|
|
\item{price}{Trade price.}
|
||
|
|
|
||
|
|
\item{size}{Trade size (volume).}
|
||
|
|
|
||
|
|
\item{timestamp}{Trade timestamp, in the same unit as the aggregator bucket.}
|
||
|
|
}
|
||
|
|
\value{
|
||
|
|
A numeric matrix with six named columns (possibly zero rows).
|
||
|
|
}
|
||
|
|
\description{
|
||
|
|
Feeds one trade tick to a \code{\link[=TickAggregator]{TickAggregator()}} and returns the candles it
|
||
|
|
closed as a numeric matrix with columns \code{open}, \code{high}, \code{low}, \code{close},
|
||
|
|
\code{volume}, \code{timestamp} (zero rows while the open bar merely grows).
|
||
|
|
}
|
||
|
|
\examples{
|
||
|
|
agg <- TickAggregator(1000, FALSE)
|
||
|
|
push(agg, 100, 1, 0)
|
||
|
|
push(agg, 102, 1, 1000) # closes the first bucket
|
||
|
|
}
|