Hi all,
I have run into a problem and some help would be highly appreciated.
I have a .csv with the following columns:
Date Time Open High Low Close
1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
1/2/2005 17:25 1.355 1.3556 1.355 1.3555
?.
?..
2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885
1) Without using zoo, xts or any other time series object, I am trying to
run this code but fails to pass the argument to the function
#n is the length of the series
for (t in seq(from=10,to=n,by=1))
{
while (time[t]=='02:00:00')
{
entrytrade(t)
}
}
Is this possible to do? If yes, any ideas what I am doing wrong?
2) I have also tried with xts by creating the object like this
lines<-data.frame(date,time,open,high,low,close)
z <- read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d,t)
as.POSIXct(paste(date,time), format = "%m/%d/%Y %H:%M"))
x<-as.xts(z)
However, I am unable to call just the time and run the above for loop. any
ideas here?
Thanks
--
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Assuming your csv file looks like:
Date,Time,Open,High,Low,Close
1/2/2005,17:05,1.3546,1.3553,1.3546,1.35495
1/2/2005,17:10,1.3553,1.3556,1.3549,1.35525
1/2/2005,17:15,1.3556,1.3556,1.35515,1.3553
1/2/2005,17:25,1.355,1.3556,1.355,1.3555
You could do something like:
aa <- read.csv("tmp.csv",header=TRUE,stringsAsFactors=FALSE)
aa$DateTime <- as.POSIXct(paste(aa$Date,aa$Time),format = "%d/%m/%Y
%H:%M")
This gives you a column of POSIXct dates which might be useful for
your comparison. It leaves the Time column as text, so you should be
able to compare strings like in the code you presented, or you can
extract whatever you want from the dates using as.POSIXlt and
extracting the component:
names(as.POSIXlt(aa$DateTime[1]))
Robert
On Sun, Jan 16, 2011 at 2:20 PM, rnick <nikos.rachmanis at gmail.com>
wrote:>
> Hi all,
> I have run into a problem and some help would be highly appreciated.
> I have a .csv with the following columns:
> Date ? ?Time ? ?Open ? ?High ? ?Low ? ? Close
> 1/2/2005 ? ? ? ?17:05 ? 1.3546 ?1.3553 ?1.3546 ?1.35495
> 1/2/2005 ? ? ? ?17:10 ? 1.3553 ?1.3556 ?1.3549 ?1.35525
> 1/2/2005 ? ? ? ?17:15 ? 1.3556 ?1.35565 1.35515 1.3553
> 1/2/2005 ? ? ? ?17:25 ? 1.355 ? ? ? ? ? 1.3556 ?1.355 ? ? ? ? ? 1.3555
> ?.
> ?..
> 2/13/2006 ? ? ? 5:20 ? ?1.18895 1.18925 1.18835 1.1885
>
> 1) ? ? ?Without using zoo, xts or any other time series object, I am trying
to
> run this code but fails to pass the argument to the function
>
> #n is the length of the series
>
> for (t in seq(from=10,to=n,by=1))
> {
> ? ? ? ?while (time[t]=='02:00:00')
> ? ? ? ?{
> ? ? ? ? ? ? ? ?entrytrade(t)
> ? ? ? ?}
> }
> Is this possible to do? If yes, any ideas what I am doing wrong?
>
> 2) ? ? ?I have also tried with xts by creating the object like this
> lines<-data.frame(date,time,open,high,low,close)
> z <- read.zoo(lines, header = TRUE, index = list(1, 2), FUN =
function(d,t)
> as.POSIXct(paste(date,time), format = "%m/%d/%Y %H:%M"))
> x<-as.xts(z)
>
> However, I am unable to call just the time and run the above for loop. any
> ideas here?
>
> Thanks
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/Time-and-xts-tp3219722p3219722.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
On Sat, Jan 15, 2011 at 11:20 PM, rnick <nikos.rachmanis at gmail.com> wrote:> > Hi all, > I have run into a problem and some help would be highly appreciated. > I have a .csv with the following columns: > Date ? ?Time ? ?Open ? ?High ? ?Low ? ? Close > 1/2/2005 ? ? ? ?17:05 ? 1.3546 ?1.3553 ?1.3546 ?1.35495 > 1/2/2005 ? ? ? ?17:10 ? 1.3553 ?1.3556 ?1.3549 ?1.35525 > 1/2/2005 ? ? ? ?17:15 ? 1.3556 ?1.35565 1.35515 1.3553 > 1/2/2005 ? ? ? ?17:25 ? 1.355 ? ? ? ? ? 1.3556 ?1.355 ? ? ? ? ? 1.3555 > ?. > ?.. > 2/13/2006 ? ? ? 5:20 ? ?1.18895 1.18925 1.18835 1.1885 > > 1) ? ? ?Without using zoo, xts or any other time series object, I am trying to > run this code but fails to pass the argument to the function > > #n is the length of the series > > for (t in seq(from=10,to=n,by=1)) > { > ? ? ? ?while (time[t]=='02:00:00') > ? ? ? ?{ > ? ? ? ? ? ? ? ?entrytrade(t) > ? ? ? ?} > } > Is this possible to do? If yes, any ideas what I am doing wrong?Posted code needs to be self contained and reproducible so that others can copy it from your post, paste it into R and see the same problem you are seeing. See last line to every r-help message.> > 2) ? ? ?I have also tried with xts by creating the object like this > lines<-data.frame(date,time,open,high,low,close) > z <- read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d,t) > as.POSIXct(paste(date,time), format = "%m/%d/%Y %H:%M")) > x<-as.xts(z) > > However, I am unable to call just the time and run the above for loop. any > ideas here?If by "calling" the time is intended to refer to "extracting" the time then time(x) gives a vector of times. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com