试图比较 xts 对象,想确保 Ret 和 Ret2 列是相同的。
head(rts.fut)
Open High Low Close Close.prev Ret Ret2
2015-01-05 78450 78450 72470 73100 NA NA NA
2015-01-06 73230 74900 71000 72760 73100 -0.4651163 -0.4651163
2015-01-08 72800 81380 72800 80190 72760 10.2116548 10.2116548
2015-01-09 80190 81050 74450 77330 80190 -3.5665295 -3.5665295
2015-01-12 77140 77140 73180 74490 77330 -3.6725721 -3.6725721
2015-01-13 74230 74230 70870 73470 74490 -1.3693113 -1.3693113
结果:
> head(rts.fut$Ret)==head(rts.fut$Ret2)
Ret
2015-01-05 NA
2015-01-06 FALSE
2015-01-08 FALSE
2015-01-09 FALSE
2015-01-12 FALSE
2015-01-13 FALSE
任何帮助将不胜感激,
谢谢,