Calculate the TF for a security pool

tf_qts_cal(qts_ptr, name, from_to, threads_no = 1L)

Arguments

qts_ptr

An R external pointer generated by tf_quotes_xptr().

name

a registered factor name

from_to

A length two Date vector whose first element must be smaller than or equal to the first.

threads_no

the number of threads to use, by default is 1.

Value

An xts object in which the columns are the factor value for each security in the pool.