[R] Time and xts

[rnick]

Hi all,

Gabor came up with a very nice of code for my request:

Lines <- "Date    Time    Open    High    Low     Close
1/2/2005        17:05   1.3546  1.3553  1.3546  1.35495
1/2/2005        17:10   1.3553  1.3556  1.3549  1.35525
1/2/2005        17:15   1.3556  1.35565 1.35515 1.3553
1/2/2005        17:25   1.355   1.3556  1.355   1.3555
2/13/2006       5:20    1.18895 1.18925 1.18835 1.1885"

library(zoo)
library(chron)

z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2),
 FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))

z$New <- z$Open + z$High
zz <- z[hours(time(z)) >= 2 & hours(time(z)) <= 8]

The result is:

> zz
                   Open High  Low Close  New
(02/13/06 05:20:00) 1.19 1.19 1.19  1.19 2.38

However, my original code needs a for loop. 

Any ideas on how to identify the z positions where time is between 2:00:00
and 07:55:00. 
Could i do it with the following structure?


Lines<- "Date    Time    Open    High    Low     Close
1/2/2005        17:05   1.3546  1.3553  1.3546  1.35495
1/2/2005        17:10   1.3553  1.3556  1.3549  1.35525
1/2/2005        17:15   1.3556  1.35565 1.35515 1.3553
1/2/2005        17:25   1.355   1.3556  1.355   1.3555
2/13/2006       5:20    1.18895 1.18925 1.18835 1.1885"

library(zoo)
library(chron)

z<- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN =
function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))

n=5

entrytrade<-function(k)

{

       new[k]<<-open[k]+high[k]
}

for (x in seq(from=1,to=n,by=1))
{
	while (z[time(x)>=2 &&  time(x)<=7:55])
	{
		entrytrade(x)
	}
}

Based on what i have seen the problem lies in the for loop and more
specifically in the while statement. That's the error i get:

Error in while (z[time(x) >= 2 && time(x) <= 7:55]) { : 
  argument is of length zero

Thanks
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