[R-SIG-Finance] Hourly quotations from 1 minutes quotations.

[Josh Ulrich]

Hi Pierre8r,

Your script does not assign the output from to.minutes5() and
to.hourly() to q5mns and qHourly.  Try this:

q5mns <- to.minutes5(q1mn)
qHourly <- to.hourly(q1mn)

barChart(q1mn,TA=NULL)
barChart(q5mns,TA=NULL)
barChart(qHourly,TA=NULL)

Best,
Josh

--
http://quantemplation.blogspot.com


On Mon, Jun 30, 2008 at 3:12 PM,  <pierre8r-list at yahoo.fr> wrote:
> Hello,
>
> I am trying to do 5 minutes quotations and to hourly quotations.
> >From 1 minute quotations.
> I wrote a script that does not work.
>
> Thank you in advance,
>
> Pierre8r
>
> Here's my script that does not work:
>
> library(xts)
> library(quantmod)
>
> quotes <- read.csv2("E:\\00001-Compare\\Import\\ImportIB\\TestGBPUSD-1mn.txt",
> header = TRUE, sep = ",", dec=".")
>
> q1mn <- xts(as.matrix(quotes[,-(1:2)]),as.POSIXct(paste(quotes[,1],quotes[,2]),
> format='%m/%d/%Y%H:%M'))
>
> colnames(q1mn) <- c('Open','High','Low','Close','Volume')
>
> q5mns <- q1mn
> to.minutes5(q5mns)
>
> qHourly <- q1mn
> to.hourly(qHourly)
>
> barChart(q1mn,TA=NULL)
> barChart(q5mns,TA=NULL)
> barChart(qHourly,TA=NULL)
>
>
> Some datas :
>
> 01/08/2007,00:00,1.93025,1.93025,1.93015,1.9302,-1
> 01/08/2007,00:01,1.9302,1.9302,1.93015,1.9302,-1
> 01/08/2007,00:02,1.9302,1.93025,1.9302,1.9302,-1
> 01/08/2007,00:03,1.9302,1.93025,1.9302,1.9302,-1
> 01/08/2007,00:04,1.9302,1.93025,1.9302,1.9302,-1
> 01/08/2007,00:05,1.9302,1.93025,1.9302,1.9302,-1
> 01/08/2007,00:06,1.9302,1.93025,1.93015,1.93015,-1
> 01/08/2007,00:07,1.93015,1.93025,1.93015,1.9302,-1
> 01/08/2007,00:08,1.9302,1.93035,1.9302,1.9303,-1
> 01/08/2007,00:09,1.9303,1.9303,1.9303,1.9303,-1
> 01/08/2007,00:10,1.9303,1.9303,1.9303,1.9303,-1
> 01/08/2007,00:11,1.9303,1.9303,1.9303,1.9303,-1
> 01/08/2007,00:12,1.9303,1.9303,1.9302,1.9302,-1
> 01/08/2007,00:13,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:14,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:15,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:16,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:17,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:18,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:19,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:20,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:21,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:22,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:23,1.9302,1.9302,1.9302,1.9302,-1
> 01/08/2007,00:24,1.9302,1.9302,1.93015,1.93015,-1
> 01/08/2007,00:25,1.93015,1.93015,1.93015,1.93015,-1
> 01/08/2007,00:26,1.93015,1.93015,1.93015,1.93015,-1
> 01/08/2007,00:27,1.93015,1.93015,1.93015,1.93015,-1
> 01/08/2007,00:28,1.93015,1.93015,1.93015,1.93015,-1
> 01/08/2007,00:29,1.93015,1.93015,1.93005,1.93005,-1
> 01/08/2007,00:30,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:31,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:32,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:33,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:34,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:35,1.93005,1.93005,1.93005,1.93005,-1
> 01/08/2007,00:36,1.93005,1.93015,1.93005,1.93005,-1
> 01/08/2007,00:37,1.93005,1.9301,1.93005,1.93005,-1
> 01/08/2007,00:38,1.93005,1.93015,1.93005,1.93015,-1
> 01/08/2007,00:39,1.93015,1.93015,1.93015,1.93015,-1
> 01/08/2007,00:40,1.93015,1.93015,1.9301,1.9301,-1
> 01/08/2007,00:41,1.9301,1.9302,1.9301,1.9302,-1
> 01/08/2007,00:42,1.9302,1.9302,1.9301,1.9301,-1
> 01/08/2007,00:43,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:44,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:45,1.9301,1.9301,1.93005,1.9301,-1
> 01/08/2007,00:46,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:47,1.9301,1.9301,1.93005,1.9301,-1
> 01/08/2007,00:48,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:49,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:50,1.9301,1.9301,1.9301,1.9301,-1
> 01/08/2007,00:51,1.9301,1.9301,1.92995,1.93,-1
> 01/08/2007,00:52,1.93,1.93015,1.93,1.93005,-1
> 01/08/2007,00:53,1.93005,1.93005,1.92995,1.93,-1
> 01/08/2007,00:54,1.93,1.93,1.92995,1.93,-1
> 01/08/2007,00:55,1.93,1.93,1.92995,1.93,-1
>
>
>
>
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