We include some small chunck of sample data tf_quote and
tf_quotes to illustrate what kind of data the package functions
are expected and they are used in the tests as well.
tf_quote tf_quotes
An object of class data.table (inherits from data.frame) with 81 rows and 11 columns.
tf_quote is a China-A security 000002.SZ (Wanke-A)'s
quote of 81 days in total, from 2018-01-02 ~ 2018-05-07.
tf_quotes is a list of quotes from 20140101 ~ 20180430,
containing 300333.SZ,601158.SH,002788.SZ,603101.SH,
600020.SH,601668.SH,600615.SH,002721.SZ,300517.SZ,
601567.SH,603477.SH,002297.SZ,600537.SH,603906.SH,
603183.SH,002884.SZ,300531.SZ,002641.SZ,
002851.SZ,600719.SH.
The column VWAP
equals to AMOUNT / VOLUME. The columns BMK_CLOSE and
BMK_OPEN is the close and open price data of the index
China-A All Shares.