endpoints
from the
xts package in R. I am sure it exists, but I made this crude
getEndPeriod
function and thought I would
apply here with S&P 500 data from the Federal Reserve Bank
of St. Louis (FRED). Finding endpoints is important in
finance to handle things like rebalancing.
The formatting function supplied to
getEndPeriod
is flexible so it
can use d3.js, moment.js, or any custom function
that allows comparison to find breaks.