xts / split time series issue
We load historical data (as from CSV files), split() and then xts here.
Alternately, you can likely get a list of unique() symbols in your xts,
and then loop through them and assign to a variable named for 'symbol',
with something like
assign('ZUT',table[table$symbol=='ZUT',c('open','high','low','close','volume')])
Cheers,
- Brian
On 12/13/2010 04:20 PM, Nick Torenvliet wrote:
Hi all,
splitTable<- split(table, table$symbol) zutTable<- xts(splitTable$ZUT[,-1],order.by
=as.POSIXct(splitTable$ZUT[,1]))
zutTable<- zutTable[,-6] zutTable
open high low close volume 2010-12-02 "16.46" "16.48" "16.45" "16.46" " 5567" 2010-12-03 "16.48" "16.48" "16.36" "16.39" "12062" 2010-12-06 "16.35" "16.40" "16.35" "16.40" " 7197" 2010-12-07 "16.41" "16.42" "16.35" "16.40" " 8316" 2010-12-08 "16.44" "16.44" "16.33" "16.34" "17637" 2010-12-09 "16.34" "16.35" "16.30" "16.35" " 4035" 2010-12-10 "16.33" "16.38" "16.33" "16.35" " 5646"
candleChart(zutTable)
Error in na.omit.xts(x) : unsupported type Which is due to split which as advertised coerces the data to a character/string type. So I've tried a number of data type changes... and can't get the back to a numeric data type without frying the xts'ness of the data. Any suggestions? Nick [[alternative HTML version deleted]]
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Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock