Time and xts
Nicos, there are certainly better / faster methods to compare a time range which I simply don't know of, but the condensed code below should do it. Your main problem was that you can't compare time(x) to 7:55, since the latter expression denotes a sequence from 7 to 55 in R. Consequently, such an expression compares time(x) with all integer numbers between 7 and 55:
time(z[1]) <= 7:55
[1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [13] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [25] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [37] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [49] FALSE
length(z[time(z) >= 2 && time(z) <= 7:55]) [1] 0
Your while loop was therefore equivalent to
m=vector("numeric",0);
while(m) print(1);
Best
Hugo
-- snip --
library(zoo)
library(chron)
Lines<- "Date Time Open High Low Close
1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
1/2/2005 17:25 1.355 1.3556 1.355 1.3555
3/14/2006 5:21 1.18895 2.18925 1.18835 1.1885
3/14/2006 7:56 2.18895 3.18925 1.18835 1.1885
2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885"
z<- read.zoo(con<-textConnection(Lines), header = TRUE, index = list(1, 2), FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))
close(con);
entrytrade <- function(k) { k$Open+k$High }
#Note: A binary and operator (&) instead a logical (&&) is needed here
new <- entrytrade( z[hours(time(z)) >= 2 & ( hours(time(z)) + minutes(time(z))/100 <= 7.55 ) ] );
print(new);
--- snip ---
On Tuesday 18 January 2011 22:36:12 rnick wrote:
Hi all, Gabor came up with a very nice of code for my request: Lines <- "Date Time Open High Low Close 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553 1/2/2005 17:25 1.355 1.3556 1.355 1.3555 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885" library(zoo) library(chron) z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M")) z$New <- z$Open + z$High zz <- z[hours(time(z)) >= 2 & hours(time(z)) <= 8] The result is:
zz
Open High Low Close New
(02/13/06 05:20:00) 1.19 1.19 1.19 1.19 2.38
However, my original code needs a for loop.
Any ideas on how to identify the z positions where time is between 2:00:00
and 07:55:00.
Could i do it with the following structure?
Lines<- "Date Time Open High Low Close
1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
1/2/2005 17:25 1.355 1.3556 1.355 1.3555
2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885"
library(zoo)
library(chron)
z<- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN =
function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))
n=5
entrytrade<-function(k)
{
new[k]<<-open[k]+high[k]
}
for (x in seq(from=1,to=n,by=1))
{
while (z[time(x)>=2 && time(x)<=7:55])
{
entrytrade(x)
}
}
Based on what i have seen the problem lies in the for loop and more
specifically in the while statement. That's the error i get:
Error in while (z[time(x) >= 2 && time(x) <= 7:55]) { :
argument is of length zero
Thanks