Dear members,
I have OHLC data of 500 stocks: OHLCData and dates.
These are of xts object. I want to do the following:
1. I want to remove a contiguous set of dates from the xts object. for
example, I want to remove data from the OHLC data from "2022-20-7"
2. to "2018-2-2", continuously.
3.
2. I want to remove a set of dates, which are not contiguous.
Any idea on how to accomplish it? I can write an intricate for loop, but any
other method? Does an xts object behave like an atomic vector :
OHLCData[[i]][-dates[[i]]] ?
Many thanks in advance....
THanking you,
Yours sincerely,
AKSHAY M KULKARNI
[[alternative HTML version deleted]]
Time to do your homework: https://rpubs.com/odenipinedo/manipulating-time-series-data-with-xts-and-zoo-in-R Bert On Sun, Jul 10, 2022, 6:42 PM akshay kulkarni <akshay_e4 at hotmail.com> wrote:> Dear members, > I have OHLC data of 500 stocks: OHLCData and > dates. These are of xts object. I want to do the following: > > > 1. I want to remove a contiguous set of dates from the xts object. for > example, I want to remove data from the OHLC data from "2022-20-7" > 2. to "2018-2-2", continuously. > 3. > > 2. I want to remove a set of dates, which are not contiguous. > > Any idea on how to accomplish it? I can write an intricate for loop, but > any other method? Does an xts object behave like an atomic vector : > OHLCData[[i]][-dates[[i]]] ? > > Many thanks in advance.... > > THanking you, > Yours sincerely, > AKSHAY M KULKARNI > > [[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. >[[alternative HTML version deleted]]
Look at the examples at the end of ?xts for more info.
library(quantmod)
getSymbols("AAPL")
class(AAPL)
## [1] "xts" "zoo"
range(time(AAPL))
## [1] "2007-01-03" "2022-07-08"
# everything up to indicated date
a1 <- AAPL["/2018-02-01"]
# remove non consecutive dates
d <- as.Date(c("2022-07-01", "2022-07-06")) # dates to
remove
a2 <- AAPL[ ! time(AAPL) %in% d ]
On Sun, Jul 10, 2022 at 11:42 AM akshay kulkarni <akshay_e4 at
hotmail.com> wrote:>
> Dear members,
> I have OHLC data of 500 stocks: OHLCData and
dates. These are of xts object. I want to do the following:
>
>
> 1. I want to remove a contiguous set of dates from the xts object. for
example, I want to remove data from the OHLC data from "2022-20-7"
> 2. to "2018-2-2", continuously.
> 3.
>
> 2. I want to remove a set of dates, which are not contiguous.
>
> Any idea on how to accomplish it? I can write an intricate for loop, but
any other method? Does an xts object behave like an atomic vector :
OHLCData[[i]][-dates[[i]]] ?
>
> Many thanks in advance....
>
> THanking you,
> Yours sincerely,
> AKSHAY M KULKARNI
>
> [[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.
--
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