Peter Carl
http://www.braverock.com/~peter
> Thanks again.
>
> One more point:
>
> When I try
>
> chart.TimeSeries(newdata, date.format="%d-%m-%y", period.areas =
> list(c("03-01-2011","05-06-2011")), period.color = "blue", lwd = 2)
>
> I can't get the event period shadings.
>
> This has to do I guess with the fact that 2 prices have the same data
> though different hourly time signature.
>
> Is this correct and how do I rectify it?
>
> I've been trying around with formats but no result so far.
>
> On 23 September 2011 14:56, G See <gsee000 at gmail.com> wrote:
>> FWIW, I misread the docs for getSymbols.yahoo which says
>> ? ? ?In the case of xts objects, the indexing will be by Date. This can
>> ? ? ?be altered with the ?index.class? argument. ?See ?indexClass? for
>> ? ? ?more information on changing index classes.
>> So, this should be perfectly acceptable as well:
>> medata <- getSymbols("^GSPC",
>> ? ? ? ? from=Sys.Date()-400,
>> ? ? ? ? index.class='POSIXct',
>> ? ? ? ? auto.assign=FALSE)
>> opens <- Op(medata)
>> closes <- Cl(medata)
>> index(opens) <- index(opens) + (60*60*8) + (60*30)
>> index(closes) <- index(closes) + (60*60*15)
>> newdata <- rbind(opens,closes)
>> colnames(newdata) <- "GSPC.OC"
>>> tail(newdata)
>> ? ? ? ? ? ? ? ? ? ? GSPC.OC
>> 2011-09-20 08:30:00 1204.50
>> 2011-09-20 15:00:00 1202.09
>> 2011-09-21 08:30:00 1203.63
>> 2011-09-21 15:00:00 1166.76
>> 2011-09-22 08:30:00 1164.55
>> 2011-09-22 15:00:00 1129.56
>>
>> On Fri, Sep 23, 2011 at 8:25 AM, G See <gsee000 at gmail.com> wrote:
>>>
>>> Hi Costas,
>>> You need an indexClass that can handle times. ?By default
>>> getSymbols.yahoo
>>> gives you an object with 'Date' indexClass which you need to change to
>>> something like 'POSIXct' or 'POSIXlt'
>>> (You *can* do this directly in your getSymbols call using the argument
>>> index.class='POSIXct', but the documentation says only "Date" is
>>> supported,
>>> so I'll do it the other way)
>>> require(quantmod)
>>> getSymbols("^GSPC",from='1990-01-01')
>>> medata <- tail(GSPC, 400)
>>> indexClass(medata) <- "POSIXct"
>>> opens <- Op(medata)
>>> closes <- Cl(medata)
>>> index(opens) <- index(opens) + (60*60*8) + (60*30)
>>> index(closes) <- index(closes) + (60*60*15)
>>> newdata <- rbind(opens,closes)
>>> colnames(newdata) <- "GSPC.OC"
>>> > tail(newdata)
>>> ? ? ? ? ? ? ? ? ? ? GSPC.OC
>>> 2011-09-20 08:30:00 1204.50
>>> 2011-09-20 15:00:00 1202.09
>>> 2011-09-21 08:30:00 1203.63
>>> 2011-09-21 15:00:00 1166.76
>>> 2011-09-22 08:30:00 1164.55
>>> 2011-09-22 15:00:00 1129.56
>>> Regards,
>>> Garrett
>>> On Fri, Sep 23, 2011 at 4:50 AM, Costas Vorlow
>>> <costas.vorlow at gmail.com>
>>> wrote:
>>>>
>>>> Hello,
>>>>
>>>> I want to put in order (preferably as a zoo or xts object with a
>>>> suitable
>>>> timestamp)
>>>> the open anc closing prices of an (say) index downloaded from YAHOO
>>>> finance:
>>>>
>>>> require(quantmod)
>>>> getSymbols('^GSPC',from='1990-01-01')
>>>>
>>>> medata<- tail((GSPC),400)
>>>> opens<-Op(medata)
>>>> closes<-Cl(medata)
>>>>
>>>> i.e., I want ?asingle sequence of ?1095.89, ? ?1105.24 , 1101.24 ,
>>>> 1102.94, and so on ... preferably with a timestamp (morning - evening
>>>> of
>>>> same day as for daily prices zoo does not like the same date in two
>>>> consecutive prices...
>>>>
>>>> > head(merge(opens,closes))
>>>> ? ? ? ? ? GSPC.Open GSPC.Close
>>>> 2010-02-24 ? 1095.89 ? ?1105.24
>>>> 2010-02-25 ? 1101.24 ? ?1102.94
>>>> 2010-02-26 ? 1103.10 ? ?1104.49
>>>> 2010-03-01 ? 1105.36 ? ?1115.71
>>>> 2010-03-02 ? 1117.01 ? ?1118.31
>>>> 2010-03-03 ? 1119.36 ? ?1118.79
>>>> >
>>>> >
>>>> Probably I could use the OpCl in quantmod and caclulate the Cl price
>>>> from
>>>> Op, though Is there any easy way using some implicit zoo/xts function
>>>> for
>>>> this? I have problems in puting the timestamps in the xts vobject.
>>>>
>>>> Thanks,
>>>> Costas
>>>>
>>>> _______________________________________________
>>>> R-SIG-Finance at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>>>> -- Also note that this is not the r-help list where general R
>>>> questions
>>>> should go.
>>>
>>
>>
>
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