Created
December 27, 2013 21:30
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julia> using Series | |
julia> op = readseries(Pkg.dir("Series/test/data/spx.csv"), value=2); | |
julia> hi = readseries(Pkg.dir("Series/test/data/spx.csv"), value=3); | |
julia> lo = readseries(Pkg.dir("Series/test/data/spx.csv"), value=4); | |
julia> cl = readseries(Pkg.dir("Series/test/data/spx.csv"), value=5); | |
julia> cl[abs(value(op) - value(cl)) ./ (value(hi) - value(lo)) .< .01] | |
13-element Array{SeriesPair{Date{ISOCalendar},Float64},1}: | |
1970-03-31 89.63 | |
1970-06-02 77.84 | |
1970-06-09 76.25 | |
1970-08-05 77.18 | |
1970-09-02 80.96 | |
1971-02-02 96.43 | |
1971-02-04 96.62 | |
1971-03-25 99.61 | |
1971-05-05 103.78 | |
1971-07-02 99.78 | |
1971-08-10 93.54 | |
1971-08-25 100.41 | |
1971-11-12 92.12 |
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