On Mon, May 13, 2013 at 6:47 PM, Noah Silverman <noahsilver...@ucla.edu> wrote: > Hello, > > I coming across a strange problem doing math on an xts object. > > If I have an xts object of stock prices (perhaps 5 minute bars of open, high, > low,close) and want to do some math, the results fail. > > For example: > > d$close[10] - d$open[10] works perfectly > > d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index: > numeric(0)". > > My guess is that xts is breaking because the two items in my equation have > different time stamps. However, the actual data is correct, and the xts > matrix looks correct. > Nothing is broken or strange. xts' behavior is consistent with zoo, ts, etc. What's strange is expecting a time-series class to do operations independent of time.
> Note: It works if I do things the loooong way around. > as.numeric(d$close[10]) - as.numeric( d$open[9] ) > > But, that is horrendously slow. > > Suggestions? > Use lag. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com ______________________________________________ R-help@r-project.org mailing list 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.
