R-Help Forum
Starting to work with xts objects but can't figure out what I'm doing
wrong
when converting *.csv file with a dtg variable to a *.xts object. When I'm
converting to an appropriate time object all I get are NA, so that's my
first issue.
dtg <- c("1/5/2010 2:30", "1/5/2010 10:32",
"1/5/2010 12:03")
seq <- c(1,2,3)
dat <- data.frame(dtg, seq)
dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M")
dat.xts <- xts(x = dat[,-1], order.by = dat[,1])
head(dat.xts)
Sincerely
Jeff Reichman
[[alternative HTML version deleted]]
Hello, I cannot reproduce the error, your code runs as expected. Try as.POSIXct? Hope this helps, Rui Barradas ?s 21:32 de 20/07/2020, Jeff Reichman escreveu:> R-Help Forum > > > > Starting to work with xts objects but can't figure out what I'm doing wrong > when converting *.csv file with a dtg variable to a *.xts object. When I'm > converting to an appropriate time object all I get are NA, so that's my > first issue. > > > > dtg <- c("1/5/2010 2:30", "1/5/2010 10:32", "1/5/2010 12:03") > > seq <- c(1,2,3) > > > > dat <- data.frame(dtg, seq) > > > > dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M") > > > > dat.xts <- xts(x = dat[,-1], order.by = dat[,1]) > > > > head(dat.xts) > > > > Sincerely > > > > Jeff Reichman > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Este e-mail foi verificado em termos de v?rus pelo software antiv?rus Avast. https://www.avast.com/antivirus
Might this be related to the stringsAsfactors change? -- the new default is FALSE, the old was TRUE. Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Mon, Jul 20, 2020 at 2:37 PM Rui Barradas <ruipbarradas at sapo.pt> wrote:> Hello, > > I cannot reproduce the error, your code runs as expected. Try as.POSIXct? > > Hope this helps, > > Rui Barradas > > ?s 21:32 de 20/07/2020, Jeff Reichman escreveu: > > R-Help Forum > > > > > > > > Starting to work with xts objects but can't figure out what I'm doing > wrong > > when converting *.csv file with a dtg variable to a *.xts object. When > I'm > > converting to an appropriate time object all I get are NA, so that's my > > first issue. > > > > > > > > dtg <- c("1/5/2010 2:30", "1/5/2010 10:32", "1/5/2010 12:03") > > > > seq <- c(1,2,3) > > > > > > > > dat <- data.frame(dtg, seq) > > > > > > > > dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M") > > > > > > > > dat.xts <- xts(x = dat[,-1], order.by = dat[,1]) > > > > > > > > head(dat.xts) > > > > > > > > Sincerely > > > > > > > > Jeff Reichman > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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. > > > -- > Este e-mail foi verificado em termos de v?rus pelo software antiv?rus > Avast. > https://www.avast.com/antivirus > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. >[[alternative HTML version deleted]]
Your example works for me. Can you provide a sample of the CSV you're trying to read, and the commands you use to read it? The output of sessionInfo() might also be helpful. On Mon, Jul 20, 2020 at 3:42 PM Jeff Reichman <reichmanj at sbcglobal.net> wrote:> > R-Help Forum > > > > Starting to work with xts objects but can't figure out what I'm doing wrong > when converting *.csv file with a dtg variable to a *.xts object. When I'm > converting to an appropriate time object all I get are NA, so that's my > first issue. > > > > dtg <- c("1/5/2010 2:30", "1/5/2010 10:32", "1/5/2010 12:03") > > seq <- c(1,2,3) > > > > dat <- data.frame(dtg, seq) > > > > dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M") > > > > dat.xts <- xts(x = dat[,-1], order.by = dat[,1]) > > > > head(dat.xts) > > > > Sincerely > > > > Jeff Reichman > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
Please reply on-list, so others may benefit from the conversation. I'm glad you got it working, despite not being sure what the problem was. I agree that you should use POSIXct instead of POSIXlt. POSIXlt are fairly large, since they're a list of 9 elements each with an observation for each timestamp. Here's a sample of your file (as text) and a way you can read it into R using read.csv.zoo(). Replace the `irreg` object with your filename (e.g. `"irreg.csv"`). Lines <- "DTG,Seq 1/5/2010 2:30,1 1/5/2010 10:32,2 1/5/2010 12:03,3 1/6/2010 6:01,4 1/6/2010 17:55,5 1/6/2010 23:42,6 1/7/2010 1:14,7 1/7/2010 5:00,8 1/7/2010 9:40,9 1/7/2010 13:14,10 1/7/2010 13:22,11 1/7/2010 16:12,12 1/7/2010 20:10,13 1/7/2010 21:52,14 1/7/2010 22:22,15" irreg <- textConnection(Lines) z <- zoo::read.csv.zoo(irreg, format = "%m/%d/%Y %H:%M", tz = "", drop = FALSE) x <- xts::as.xts(z) # if you want an xts object On Tue, Jul 21, 2020 at 12:09 PM Jeff Reichman <reichmanj at sbcglobal.net> wrote:> > Joshua > > I tried POSIXct and it worked just fine??? > > Then I tried modifying my code to > > myDat$DTG <- as.POSIXlt(myDat$DTG, format = "%m/%d/%Y %H:%M") > irreg <- xts(x=myDat[,-1],order.by= as.POSIXct(myDat$DTG)) > > which seemed to work, so I'm not sure what I was doing wrong. But I also gather I should probably use POSIXct objects as opposed to POSIXlt objects. > > Jeff > > > -----Original Message----- > From: Joshua Ulrich <josh.m.ulrich at gmail.com> > Sent: Tuesday, July 21, 2020 9:28 AM > To: reichmanj at sbcglobal.net > Cc: R-Help <r-help at r-project.org> > Subject: Re: [R] Creating xts objects from csv file > > Your example works for me. Can you provide a sample of the CSV you're trying to read, and the commands you use to read it? The output of > sessionInfo() might also be helpful. > > > On Mon, Jul 20, 2020 at 3:42 PM Jeff Reichman <reichmanj at sbcglobal.net> wrote: > > > > R-Help Forum > > > > > > > > Starting to work with xts objects but can't figure out what I'm doing wrong > > when converting *.csv file with a dtg variable to a *.xts object. When I'm > > converting to an appropriate time object all I get are NA, so that's my > > first issue. > > > > > > > > dtg <- c("1/5/2010 2:30", "1/5/2010 10:32", "1/5/2010 12:03") > > > > seq <- c(1,2,3) > > > > > > > > dat <- data.frame(dtg, seq) > > > > > > > > dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M") > > > > > > > > dat.xts <- xts(x = dat[,-1], order.by = dat[,1]) > > > > > > > > head(dat.xts) > > > > > > > > Sincerely > > > > > > > > Jeff Reichman > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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. > > > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
Hello, I've cc-ed the list. Yes, I believe that generally speaking, POSIXct is better than POSIXlt. POSIXlt is a complicated structure, POSXct is much simpler and gives less problems. Datetimes are a problem because they are datetimes but POSIXct is a good way of trying to make things simpler. It's also the class returned by packages like lubridate, functions ymd_hms and similar. SO I think it's the prefered class for problems with datetime variables. Rui Barradas ?s 17:59 de 21/07/2020, Jeff Reichman escreveu:> Rui > > So generally would it be better to us POSIXct than POSIXlt? > > Jeff > -----Original Message----- > From: Rui Barradas <ruipbarradas at sapo.pt> > Sent: Tuesday, July 21, 2020 5:58 AM > To: reichmanj at sbcglobal.net > Subject: Re: [R] Creating xts objects from csv file > > Hello, > > Why it didn't work I don't know but the opposite happens to me, I rarely use as.POSIXlt. > This is because "POSIXlt" objects are complicated, list-like objects. Try > > ct <- as.POSIXct("2020-07-21 12:30") > lt <- as.POSIXlt("2020-07-21 12:30") > > attributes(ct) > unclass(ct) > attributes(lt) > unclass(lt) > > POSIXlt objects can be usefull when their components are needed but many times the problems are simple and the POSIXct class is simpler. > > > Rui Barradas > > ?s 00:40 de 21/07/2020, Jeff Reichman escreveu: >> Rui >> >> Yes that worked. I rarely if ever use the POSIXct function . Wonder why POSIXct worded and POSIXlt didn't???? >> >> JEff >> >> -----Original Message----- >> From: Rui Barradas <ruipbarradas at sapo.pt> >> Sent: Monday, July 20, 2020 4:37 PM >> To: reichmanj at sbcglobal.net; r-help at r-project.org >> Subject: Re: [R] Creating xts objects from csv file >> >> Hello, >> >> I cannot reproduce the error, your code runs as expected. Try as.POSIXct? >> >> Hope this helps, >> >> Rui Barradas >> >> ?s 21:32 de 20/07/2020, Jeff Reichman escreveu: >>> R-Help Forum >>> >>> >>> >>> Starting to work with xts objects but can't figure out what I'm doing >>> wrong when converting *.csv file with a dtg variable to a *.xts >>> object. When I'm converting to an appropriate time object all I get >>> are NA, so that's my first issue. >>> >>> >>> >>> dtg <- c("1/5/2010 2:30", "1/5/2010 10:32", "1/5/2010 12:03") >>> >>> seq <- c(1,2,3) >>> >>> >>> >>> dat <- data.frame(dtg, seq) >>> >>> >>> >>> dat$dtg <- as.POSIXlt(dat$dtg, format = "%m/%d/%Y %H:%M") >>> >>> >>> >>> dat.xts <- xts(x = dat[,-1], order.by = dat[,1]) >>> >>> >>> >>> head(dat.xts) >>> >>> >>> >>> Sincerely >>> >>> >>> >>> Jeff Reichman >>> >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> 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. >> -- >> Este e-mail foi verificado em termos de v?rus pelo software antiv?rus Avast. >> https://www.avast.com/antivirus >>