将1min OHLC数据转换为R中的5min OHLC数据

I currently have OHLC intraday data that I need to convert to 5min data. Is there any way to do this in R?

我目前有OHLC日内数据,我需要转换为5分钟的数据。在R中有没有办法做到这一点?

1 个解决方案

#1

Yes, a trivial call to to.minutes5 from the xts package can do that.

是的,从xts包中给to.minutes5做一个简单的调用可以做到这一点。