quantmod package using "convert.time.series" function

Hi Tom,

The function is internal to quantmod, as such undocumented and ugly :)

quantmod:::convert.time.series

function (fr, return.class)
{
    if ("quantmod.OHLC" %in% return.class) {
        class(fr) <- c("quantmod.OHLC", "zoo")
        return(fr)
    }
    else if ("xts" %in% return.class) {
        return(fr)
    }
    if ("zoo" %in% return.class) {
        return(as.zoo(fr))
    }
    else if ("ts" %in% return.class) {
        fr <- as.ts(fr)
        return(fr)
    }
    else if ("data.frame" %in% return.class) {
        fr <- as.data.frame(fr)
        return(fr)
    }
    else if ("matrix" %in% return.class) {
        fr <- as.data.frame(fr)
        return(fr)
    }
    else if ("its" %in% return.class) {
        if ("package:its" %in% search() || suppressMessages(require("its",
            quietly = TRUE))) {
            fr.dates <- as.POSIXct(as.character(index(fr)))
            fr <- its::its(coredata(fr), fr.dates)
            return(fr)
        }
        else {
            warning(paste("'its' from package 'its' could not be loaded:",
                " 'xts' class returned"))
        }
    }
    else if ("timeSeries" %in% return.class) {
        if ("package:fSeries" %in% search() ||
suppressMessages(require("fSeries",
            quietly = TRUE))) {
            fr <- timeSeries(coredata(fr), charvec = as.character(index(fr)))
            return(fr)
        }
        else {
            warning(paste("'timeSeries' from package 'fSeries' could
not be loaded:",
                " 'xts' class returned"))
        }
    }
}
<environment: namespace:quantmod>

Much better conversion (though slightly different form) can be found in xts

?try.xts, reclass, and Reclass.

HTH,
Jeff

R/Finance 2009: Applied Finance with R
April 24 and 25th 2009, Chicago, IL, USA
http://www.RinFinance.com

Hi,

I was having a look at the quantmod function for getSymbols.MySQL, and
it uses a "convert.time.series()" function. I had a search for a
reference on it, but I can't find anything. What am I doing wrong?

?convert.time.series

No documentation for 'convert.time.series' in specified packages and
libraries:
you could try '??convert.time.series'

??convert.time.series

and nothing there as well, but the function executes, so something must
understand what it is...;

? ? ? ? ? ? ? ? ? ? ? ?fr <- convert.time.series(fr = fr, return.class = return.class)

Any ideas?

Cheers,

T

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ia: insight algorithmics
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