Displaying 2 results from an estimated 2 matches for "fxfile".
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fsfile
2006 Nov 21
1
Is there any way to know when a field is blank
...00,,105.59000000
2004-02-10 00:03:16.00000,,105.60000000
2004-02-10 00:03:19.00000,,105.59000000
2004-02-10 00:03:25.00000,,105.60000000
2004-02-10 00:03:39.00000,,105.59000000
2004-02-10 00:03:52.00000,,105.60000000
2004-02-10 00:03:54.00000,,105.60000000
# LINES OF CODE
fxdata<-read.zoo(file=fxfile,FUN=as.POSIXct,sep=",",col.names=c("date","
bid","ask"))
fxdata<-fxdata[( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0 ),]
aggfxdata<-as.zoo(aggregatebyminutes(zooobj=fxdata,aggtimeframe=aggtimef
rame))
#==============...
2006 Dec 08
2
any way to make the code more efficient ?
...===========
===============================================
start<-1
for (filecounter in (1:length(datafilenames))) {
print(paste("File Counter = ", filecounter))
datafile= paste(datadir,"/",datafilenames[filecounter],sep="")
aggfxdata<-clnaggcompcurrencyfile(fxfile=datafile,aggminutes=aggminutes,
fillholes=1)
logbidask<-log(aggfxdata[,"bidask"])
aggfxdata<-cbind(aggfxdata,logbidask)
if ( start == 1 ) {
fullaggfxdata<-aggfxdata
start<-0
} else {
fullaggfxdata<-rbind(fullaggfxdata,aggfxdata)
}
}
#===================================...