R Notebook

library(data.table)

## Warning: package 'data.table' was built under R version 4.1.2

library(ggplot2)

## Warning: package 'ggplot2' was built under R version 4.1.2

fullData <- fread(file="MondaysData.csv")

d<- fullData[symbol=="GBP/USD"&bankcode=="FILTERED1"][date=="2022-07-11"|date=="2022-07-18"][,.(AverageSpreadPips, hour, date)]
d[, group:=factor(date)]
d[, date:=NULL]

ggplot(d, aes(group, AverageSpreadPips)) + geom_boxplot()

t.test(AverageSpreadPips ~ group, data = d,  paired=TRUE)

## 
##  Paired t-test
## 
## data:  AverageSpreadPips by group
## t = -2.9774, df = 23, p-value = 0.006738
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
##  -0.9792356 -0.1763477
## sample estimates:
## mean of the differences 
##              -0.5777917

ggplot(d[,AverageSpreadPips[2] - AverageSpreadPips[1], by=(hour)], aes(x=hour, y=V1))+ geom_point() + geom_hline(yintercept = 0, color="red")