I have a file with 179 observations , represents the return (in AUD100) of a share market trader's investment portfolio. Please note that the dataset comprises 179 observations out of a possible 252 trading days in a year. All the points are collected in the same year and on consecutive trading days. Just disregard the weekend days when the markets are off; hence, take Friday and Monday as consecutive days. So, you don't need to make any adjustments for weekend days. can you help to understand what frequency should i use the below R code to convert the file into time series.

frequency = ?

data_ts <- ts(data$x, start = c(1, 1), end = c(1, 179), frequency = frequency)