Interactive indicator development session

Usage

ledgr_indicator_dev(snapshot, instrument_id, ts_utc, lookback = 50L)

Arguments

snapshot: A ledgr_snapshot object.
instrument_id: Instrument to analyze.
ts_utc: Window end timestamp.
lookback: Number of bars to include.

Value

A ledgr_indicator_dev object.

Examples

bars <- data.frame(
  ts_utc = as.POSIXct("2020-01-01", tz = "UTC") + 86400 * 0:4,
  instrument_id = "AAA",
  open = 100:104,
  high = 101:105,
  low = 99:103,
  close = 100:104,
  volume = 1000
)
snapshot <- ledgr_snapshot_from_df(bars)
dev <- ledgr_indicator_dev(snapshot, "AAA", "2020-01-05T00:00:00Z", lookback = 3)
dev$test(function(window) mean(window$close))
#> Result: 103 
close(dev)
ledgr_snapshot_close(snapshot)