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xts / split time series issue
3 messages · Nick Torenvliet, Brian G. Peterson, Jeff Ryan
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
You can coerce back (assuming the data is coercible) using storage.mode<-
x <- xts(as.character(100), Sys.Date())
x
[,1]
2010-12-13 "100"
storage.mode(x)
[1] "character"
storage.mode(x) <- "numeric"
storage.mode(x)
[1] "double"
x
[,1]
2010-12-13 100
HTH
Jeff
On Mon, Dec 13, 2010 at 4:20 PM, Nick Torenvliet
<nick.torenvliet at gmail.com> 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]]
_______________________________________________ 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.
Jeffrey Ryan jeffrey.ryan at lemnica.com www.lemnica.com