I need to modify this example code for using it with intraday data which I should get from here and from here. As I understand, the code in that example works well with any historical data (or not?), so my problem then boils down to a question of loading the initial data in a necessary format (I mean daily or intraday).
As I also understand from answers on this question, it is impossible to load intraday data with getSymbols()
. I tried to download that data into my hard-drive and to get it then with a read.csv()
function, but this approach didn't work as well. Finally, I found few solutions of this problem in various articles (e.g. here), but all of them seem to be very complicated and "artificial".
So, my question is how to load the given intraday data into the given code elegantly and correctly from programmer's point of view, without reinventing the wheel?
P.S. I am very new to analysis of time series in R and quantstrat thus if my question seems to be obscure let me know what you need to know to answer it.