24 lines
904 B
R
24 lines
904 B
R
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# Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
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library(wickra)
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source("_common.R")
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resample <- function(bars, factor) {
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if (factor <= 1) return(bars)
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idx <- seq(1, nrow(bars), by = factor)
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do.call(rbind, lapply(idx, function(i) {
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j <- min(i + factor - 1, nrow(bars))
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data.frame(open = bars$open[i], high = max(bars$high[i:j]),
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low = min(bars$low[i:j]), close = bars$close[j],
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volume = sum(bars$volume[i:j]), timestamp = bars$timestamp[i])
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}))
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}
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one_minute <- synthetic_candles(1200, step_ms = 60000)
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cat("EMA(20) of close across timeframes (resampled from 1-minute bars):\n")
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for (factor in c(1, 5, 15)) {
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bars <- resample(one_minute, factor)
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ema <- Ema(20); last <- NA_real_
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for (cl in bars$close) last <- update(ema, cl)
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cat(sprintf(" %2dm: %5d bars EMA(20) last = %.4f\n", factor, nrow(bars), last))
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}
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