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| aqr-package | Package level introduction |
| approximateSLTP | Applies an approximated StopLoss/TakeProfit strategy on an incoming pnl series. |
| aqDataReady | Is data ready? |
| aqDayOfWeekStat | applies a function to all values per weekday. |
| aqDisableDebugMessages | Disable debug messages |
| aqDropHour | removes all data that belongs to a specific hour from an input data set. |
| aqDropHours | Drops data of several hours, delegates on to aqDropHour |
| aqEnableDebugMessages | Enable debug messages |
| aqFilterOHLCSD | Removes outliers based on standard deviation filters. Overwrites these with the open value. |
| aqHourIndex | Returns for an XTS input list the hour index per element. |
| aqHourlyStat | applies a function across hour slots. Internally, it iterates over 0:23 and selects all rows which fit into this hour. |
| aqInit | This method builds an object that carries necessary configuration values. The resulting object is a list, which you can modify outside of this function. Currently contains tsHost, tsPort, openField,closeField, highField, lowField and volField. |
| aqInitMessaging | Initializes the messaging layer |
| aqLoadOHLC | Loads OHLC from an AQ Master Server |
| aqLoadSeriesField | Loads one series field from an AQ Master Server |
| aqLoadXtsFromCsv | Loads a XTS object from CSV, to be used with our aqSaveXtsToCsv function. This method assumes that the fie's first column contains an interpretable timestmap. Implementation in progress (16 Feb 2014) |
| aqLoadYahooEOD | Loads EOD data from Yahoo and returns an XTS object. |
| aqPoll | Poll data from the messaging bridge |
| aqr | Package level introduction |
| aqSaveXtsToCsv | Saves an XTS object to csv file. |
| aqSend | Send data to a messaging channel |
| aqStoreMatrix | stores a matrix onto an AQ Master Server |
| aqStoreSeriesField | Stores one series field to an AQ Master Server, typicall called from aqStoreSeries. This function assumes that data is either a zoo object, or that is a matrix with two columns where the first column contains a time series index in NANOSECONDS(!!!) |
| aqSubscribeChannel | Subscribe to a messaging channel |
| aqTestCallToDynLib | Test function |
| aqUnsubscribeChannel | Unsubscribe from a messaging channel |
| aqWaitForData | Wait for data at the bridge |
| buildArchiveURL | Builds an archive URL, based on connection parameters, seriesId, field, frequency and start and end date. |
| d8 | Formats an input POSIX date to Date8 format (YYYYMMDD). This function is a convenience function. |
| daysAgo | returns the date X days ago (30 days by default) |
| generatePnlCurve | method to generate a pnl curve from a running position. bids, asks and running position must have the same length. Can compute the pnl from one price to the other, but only for one asset! Does not take time into account - if you need signal delays, lag all input data on your own. |
| normalize | Normalizes an input matrix along certain dimensions to a range from 0 to 1. Retains the matrix class, such as XTS, ZOO, etc. |
| oneMonthAgo | returns the date one month (30 days) ago as date8 |
| today | returns today as PosixLT object |