On Mon, Dec 6, 2010 at 5:57 AM, Gabor Grothendieck
<ggrothendi...@gmail.com> wrote:
> On Mon, Dec 6, 2010 at 6:52 AM, Ted Zeng (曾振兴) <zengzhenx...@gmail.com> wrote:
>>
>> Dear all,
>>
>> I am using the as.xts function to transfer a data frame to the xts
>>
>> The following is the code and result:
>>
>> a<-read.csv("price.csv")
>> a$Date<-as.POSIXct(a$Date)
>>
>> str(a)
>> 'data.frame': 15637 obs. of 2 variables:
>> $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02"
>> "2010-01-04 09:45:03" ...
>> $ bid_hsi: int 21850 21864 21864 21867 21859 21849 21849 21850 21854 21853
>> ...
>>
>> head(a)
>>
>> Date bid_hsi
>> 1 2010-01-04 09:45:01 21850
>> 2 2010-01-04 09:45:02 21864
>> 3 2010-01-04 09:45:03 21864
>> 4 2010-01-04 09:45:04 21867
>> 5 2010-01-04 09:45:05 21859
>> 6 2010-01-04 09:45:06 21849
>>
>> p<-as.xts(a)
>> Error in as.POSIXlt.character(x, tz, ...) :
>> character string is not in a standard unambiguous format
>>
>> Please help me to use the function as.xts correctly.
>>
I recommend you use Gabor's solution, but I would like to expand on
what as.xts is doing.
as.xts.data.frame and as.xts.matrix attempt to coerce the object's
rownames into the index attribute, unless specified otherwise via
order.by. You have a couple options:
a <- data.frame(Date=Sys.Date()+1:10,
bid_hsi=trunc(21800+runif(10)*100))
# 1)
rownames(a) <- a$Date
p <- as.xts(a[,"bid_hsi",drop=FALSE])
# 2)
p <- as.xts(a[,"bid_hsi",drop=FALSE], order.by=a$Date)
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
>
>
> Try this (you may need to modify the read.zoo arguments depending on
> what the file looks like):
>
> library(xts)
> z <- read.zoo("price.csv", header = TRUE, sep = ",", tz = "")
> x <- as.xts(z)
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
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