parse_historical_csv {rpredictit} | R Documentation |
Parse csv file containing historical OHLCV data
Description
Helper function to parse a 'csv' file obtained from the
'PredictIt' website, containing historical 'OHLCV' (Open, High, Low, Close,
Volume) data, into an object of class xts
.
Usage
parse_historical_csv(csv_path, filename = NA)
Arguments
csv_path |
Path to a 'csv' file containing historical 'OHLCV' data for a specific contract. Expected format is the same schema as the 'csv' file downloaded from the 'PredictIt' website. |
filename |
Optional name to give the 'csv' file when the filepath is derived from a temporary directory. |
Value
A named list containing the following elements:
- data
An S3 object of class
xts
. Time series containing the 'close' price data for the contract provided.- contract
A
character
representing the contract name, derived from the input file name. If afilename
argument is provided, the contract name will be assigned to that value.
Examples
filename <- "What_will_be_the_balance_of_power_in_Congress_after_the_2020_election.csv"
csv_path <- system.file("extdata", filename, package = "rpredictit")
parse_historical_csv(csv_path)