Algo Trading: REST API & Python Wrapper
Tick Data, Historical Data, Real-Time Data, Backtesting, Orders
Dr. Yves J. Hilpisch | The Python Quants GmbH
Online, 04. April 2018
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/ addNewData.R
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February 19, 2023 00:29
The function addNewData.R modifies a data frame with a lookup table. This is useful where you want to supplement data loaded from file with other data, e.g. to add details, change treatment names, or similar. The function readNewData is also included. This function runs some checks on the new table to ensure it has correct variable names and val…
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| ##' Modifies 'data' by adding new values supplied in newDataFileName | |
| ##' | |
| ##' newDataFileName is expected to have columns | |
| ##' c(lookupVariable,lookupValue,newVariable,newValue,source) | |
| ##' | |
| ##' Within the column 'newVariable', replace values that | |
| ##' match 'lookupValue' within column 'lookupVariable' with the value | |
| ##' newValue'. If 'lookupVariable' is NA, then replace *all* elements | |
| ##' of 'newVariable' with the value 'newValue'. | |
| ##' |