Calculate the TF for a security pool
tf_qts_cal(qts_ptr, name, from_to, threads_no = 1L)
qts_ptr | An R external pointer generated by |
---|---|
name | a registered factor name |
from_to | A length two |
threads_no | the number of threads to use, by default is 1. |
An xts
object in which the columns are the factor value for
each security in the pool.