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
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