calibrate the time window of a list of xts objects

This function is a high-level wrapper of do.call and lapply which modifies each xts object stored in a list().

Usage

calibrate_window(list, FUN, ...)

Arguments

list

A list of xts objects.

FUN

A function applied to each element of the list

...

optional arguments passed to FUN.

Value

Returns a xts object.

See also

Other utility: remove_bound(), split_window(), write_xts()

Examples

# script start;

# 1) check index of BTCUSDT and
# the Fear and Greed Index
setequal(
  zoo::index(BTC),
  zoo::index(FGIndex)
)
#> [1] FALSE

# 2) to align the indices,
# we use the convincience functions
# by splitting the FGI by the BTC index.
FGIndex <- cryptoQuotes::split_window(
  xts = cryptoQuotes::FGIndex,
  by  = zoo::index(BTC),

  # Remove upper bounds of the
  # index to avoid overlap between
  # the dates.
  #
  # This ensures that the FGI is split
  # according to start of each weekly
  # BTC candle
  bounds = 'upper'
)

# 3) as splitWindow returns a list
# it needs to passed into calibrateWindow
# to ensure comparability
FGIndex <- cryptoQuotes::calibrate_window(
  list = FGIndex,

  # As each element in the list can include
  # more than one row, each element needs to be aggregated
  # or summarised.
  #
  # using xts::first gives the first element
  # of each list, along with its values
  FUN  = xts::first
)


# 3) check if candles aligns
# accordingly
stopifnot(
  setequal(
    zoo::index(BTC),
    zoo::index(FGIndex)
  )
)


# script end;