It performs arithmetic operation on numeric columns on multiple series.
pq_opr(dt, opr, x = "close", rm_na = FALSE, ...)
a list/dataframe of time series datasets.
operation string.
the numeric column names, defaults to close.
weather to remove NA values when perform arithmetic.
additional parameters.
data("dt_banks")
dt1 = pq_opr(dt_banks, '601288.SS/601988.SS')
print(dt1)
#> $`601288.SS/601988.SS`
#> symbol name date close
#> 1: 601288.SS/601988.SS 农业银行/中国银行 2013-12-31 0.9465649
#> 2: 601288.SS/601988.SS 农业银行/中国银行 2014-01-02 0.9463602
#> 3: 601288.SS/601988.SS 农业银行/中国银行 2014-01-03 0.9609375
#> 4: 601288.SS/601988.SS 农业银行/中国银行 2014-01-06 0.9644269
#> 5: 601288.SS/601988.SS 农业银行/中国银行 2014-01-07 0.9642857
#> ---
#> 1217: 601288.SS/601988.SS 农业银行/中国银行 2018-12-24 0.9832869
#> 1218: 601288.SS/601988.SS 农业银行/中国银行 2018-12-25 0.9861496
#> 1219: 601288.SS/601988.SS 农业银行/中国银行 2018-12-26 0.9889807
#> 1220: 601288.SS/601988.SS 农业银行/中国银行 2018-12-27 0.9917355
#> 1221: 601288.SS/601988.SS 农业银行/中国银行 2018-12-28 0.9972299
#>
dt2 = pq_opr(dt_banks, c('(601288.SS+601988.SS)/2', '(601288.SS*601988.SS)^0.5'))
print(dt2)
#> $`(601288.SS+601988.SS)/2`
#> symbol name date close
#> 1: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2013-12-31 2.550
#> 2: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2014-01-02 2.540
#> 3: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2014-01-03 2.510
#> 4: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2014-01-06 2.485
#> 5: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2014-01-07 2.475
#> ---
#> 1217: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2018-12-24 3.560
#> 1218: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2018-12-25 3.585
#> 1219: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2018-12-26 3.610
#> 1220: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2018-12-27 3.615
#> 1221: (601288.SS+601988.SS)/2 (农业银行+中国银行)/2 2018-12-28 3.605
#>
#> $`(601288.SS*601988.SS)^0.5`
#> symbol name date close
#> 1: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2013-12-31 2.549039
#> 2: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2014-01-02 2.539035
#> 3: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2014-01-03 2.509502
#> 4: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2014-01-06 2.484593
#> 5: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2014-01-07 2.474591
#> ---
#> 1217: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2018-12-24 3.559874
#> 1218: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2018-12-25 3.584913
#> 1219: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2018-12-26 3.609945
#> 1220: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2018-12-27 3.614969
#> 1221: (601288.SS*601988.SS)^0.5 (农业银行*中国银行)^0.5 2018-12-28 3.604997
#>