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2010 Oct 04
3
Loop too slow for Bid calc - BUT cannot figure out how to do with matrix
...ic(format(t, "%H%M%S")) # convert date/time to format
HHMMSS as a number
# Find bid for second, which is the last bid before a change in the
second
for (r in bidrow:length(BidsMatrix$Price))
{
# convert the BidsMatrix timestamp to number of format
%H%M%S
bidTS = unlist(strsplit(as.character(BidsMatrix$Time[r]),
split="\\."))[1] # remove milliseconds
bidTS = gsub(":", "", bidTS) # remove ":" from time
bidTS = as.numeric(bidTS) # convert to number
if (bidTS > sec.onesec)
{
onesec$B...