`pq_index`

creates a sector/industry index using the method of weighted geometric mean, based on a set of data and corresponding weights.

pq_index(dt, x = "close|value", w = "cap_total", base_value = 1, base_date = NULL, name = NULL)

dt | a list/dataframe of time series dataset |
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x | the name of column to create index. Default is 'close|value' |

w | the name of weights column. Default is 'cap_total'. If x is not available or is NULL, then using equal weights. |

base_value | the base value of index. Default is 1. |

base_date | the base date of index. Default is the minimum date. |

name | the name of index. Default is NULL, then using 'index'. |

# NOT RUN { # Example I bank share index # load data bank_symbol = c('601988', '601288', '601398', '601939', '601328') bank_dat = md_stock(bank_symbol, source='163', date_range = 'max') # creating index bank_index = pq_index(bank_dat, x='close', w='cap_total') # pq_plot(bank_index) # }