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Date format for quantmod SQLite tables
2 messages · Sean Carmody, Jeff Ryan
Hi Sean, The wrapper in quantmod is mostly a 'how you might use' function. That said, without any modification to the getSymbols.SQLite function, you would need the row_names to be text representations of numeric time, either POSIXct or Date.
as.numeric(Sys.Date())
[1] 14483
as.numeric(Sys.time())
[1] 1251428145
As this gets converted via:
if (POSIX) {
d <- as.numeric(fr[, 1])
class(d) <- c("POSIXt", "POSIXct")
fr <- xts(fr[, -1], order.by = d)
}
else {
fr <- xts(fr[, -1], order.by = as.Date(as.numeric(fr[,
1]), origin = "1970-01-01"))
}
where POSIX=TRUE by default.
You could of course change the function to reflect your actual table
construction, and get rid of the as.numeric conversion, instead
calling as.Date or as.POSIXct directly.
HTH
Jeff
On Thu, Aug 27, 2009 at 9:30 PM, Sean Carmody<seancarmody at gmail.com> wrote:
I am trying to use quantmod with src="SQLite". I have looked at the documentation for getSymbols.sqlite and feel I am getting close. For each symbol, I have a SQLite table with the fields row_names TEXT Open NUMERIC High NUMERIC Low NUMERIC Close NUMERIC Volume NUMERIC Adjusted NUMERIC When I use getSymbols I get a warning sayig "NAs introduced by coercion". The data seems to have been loaded, except for the row names (zoo index), which are all NA. At the moment, the contents of my row_names field are text strings with the format YYYY-MM-DD. Is it simply a matter of changing the format of these strings, or is there something else I have to do to get this working? Regards, Sean. -- Sean Carmody The Stubborn Mule http://www.stubbornmule.net http://twitter.com/seancarmody ? ? ? ?[[alternative HTML version deleted]]
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com