Dear Peter, Still no hope. I am doing something wrong. I noticed that the times are also going through. Maybe that's the problem? I tried to include them to the area-event-dates list in the function call but still no shading....
tail(newdata,50)
SP500 Close 2011-08-22 08:30:00 1123.55 2011-08-22 15:00:00 1123.82 2011-08-23 08:30:00 1124.36 2011-08-23 15:00:00 1162.35 2011-08-24 08:30:00 1162.16 2011-08-24 15:00:00 1177.60 2011-08-25 08:30:00 1176.69 2011-08-25 15:00:00 1159.27 2011-08-26 08:30:00 1158.85 2011-08-26 15:00:00 1176.80 2011-08-29 08:30:00 1177.91 2011-08-29 15:00:00 1210.08 2011-08-30 08:30:00 1209.76 2011-08-30 15:00:00 1212.92 2011-08-31 08:30:00 1213.00 2011-08-31 15:00:00 1218.89 2011-09-01 08:30:00 1219.12 2011-09-01 15:00:00 1204.42 2011-09-02 08:30:00 1203.90 2011-09-02 15:00:00 1173.97 2011-09-06 08:30:00 1173.97 2011-09-06 15:00:00 1165.24 2011-09-07 08:30:00 1165.85 2011-09-07 15:00:00 1198.62 2011-09-08 08:30:00 1197.98 2011-09-08 15:00:00 1185.90 2011-09-09 08:30:00 1185.37 2011-09-09 15:00:00 1154.23 2011-09-12 08:30:00 1153.50 2011-09-12 15:00:00 1162.27 2011-09-13 08:30:00 1162.59 2011-09-13 15:00:00 1172.87 2011-09-14 08:30:00 1173.32 2011-09-14 15:00:00 1188.68 2011-09-15 08:30:00 1189.44 2011-09-15 15:00:00 1209.11 2011-09-16 08:30:00 1209.21 2011-09-16 15:00:00 1216.01 2011-09-19 08:30:00 1214.99 2011-09-19 15:00:00 1204.09 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 2011-09-23 08:30:00 1128.82 2011-09-23 15:00:00 1136.43 2011-09-26 08:30:00 1136.91 2011-09-26 15:00:00 1162.95
On 28 September 2011 14:08, Peter Carl <peter at braverock.com> wrote:
Linux, although I don't think that should have a bearing on this issue.
Windows issues are more common around timezones. ?That said, I'm not a
Windows expert...
Did you also try a lower time granularity, such as:
chart.TimeSeries(newdata, date.format="%d-%m-%y", period.areas =
list(c("2011-01", "2011-05")), period.color = "blue", lwd = 2)
I'm using PerformanceAnalytcs_1.0.3.3. ?This behavior did change in a
recent CRAN release, so it might also be a version issue. ?Check with:
sessionInfo()
HTH,
pcc
--
Peter Carl
http://www.braverock.com/~peter
Thanks but I am not getting anything. Are you using Linux or Windows platforms? On 27 September 2011 19:54, Peter Carl <peter at braverock.com> wrote:
You may have already figured this out, but the dates have to appear in the timeseries at the same granularity you are looking to match.
chart.TimeSeries(newdata, date.format="%d-%m-%y", period.areas =
list(c("03-01-2011","05-06-2011")), period.color = "blue", lwd = 2)
should be...
chart.TimeSeries(newdata, date.format="%d-%m-%y", period.areas =
list(c("2011-01-03","2011-06-06")), period.color = "blue", lwd = 2)
... where the list of areas is specified in 8601 format. ?Also note that
the fifth of June does not appear in your data series. ?If you are
looking
to match at a higher granularity, then period.areas = list(c("2011-01",
"2011-05")) would also work.
HTH,
pcc
--
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 -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
-- +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ |c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g| +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
-- +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ |c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g| +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ |c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g| +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+