[R-SIG-Finance] Don't success to create xts from lines in code

[Josh Ulrich]

See ?read.zoo

1) You need to specify the correct delimiter for your file.
2) read.zoo is converting your index to Date (the default), use
POSIXct instead and be sure to specify the correct format of the index
in your file.

quotes <- read.zoo(textConnection(Lines), sep=',',
FUN=as.POSIXct, format='%m/%d/%Y %H:%M:%S')
x <- as.xts(quotes)
colnames(x) <- c('Open','High','Low','Close','Volume')

--
http://quantemplation.blogspot.com



On Thu, Jul 24, 2008 at 11:54 AM,  <pierre8r-list at yahoo.fr> wrote:
> Hi,
>
> Don't success to create xts from lines in code
>
>
>
> Here my R code :
> ---------------
>
> library(quantmod)
> library(xts)
>
> Lines <-
> "01/08/2007 00:59:00,1.930250,1.930350,1.929300,1.929600,-60
> 01/08/2007 01:59:00,1.929600,1.930100,1.926250,1.928050,-60
> 01/08/2007 02:59:00,1.928050,1.929700,1.927700,1.927800,-60
> 01/08/2007 03:59:00,1.927800,1.928350,1.927200,1.928250,-60
> 01/08/2007 04:59:00,1.928250,1.929600,1.928250,1.929000,-60
> 01/08/2007 05:59:00,1.929000,1.929250,1.928650,1.929250,-60
> 01/08/2007 06:59:00,1.929250,1.930850,1.928700,1.930650,-60
> 01/08/2007 07:59:00,1.930650,1.933100,1.930250,1.933000,-60
> 01/08/2007 08:59:00,1.933000,1.934350,1.931050,1.931100,-60
> 01/08/2007 09:59:00,1.931100,1.934750,1.930350,1.934000,-60
> 01/08/2007 10:59:00,1.934000,1.934650,1.932300,1.932400,-60
> 01/08/2007 11:59:00,1.932400,1.933500,1.931200,1.933050,-60
> 01/08/2007 12:59:00,1.933050,1.933850,1.932100,1.933600,-60"
>
> quotes <- read.zoo(textConnection(Lines))
>
> x <- xts(as.matrix(quotes[,-1]),as.POSIXct(paste(quotes[,1]),
> format='%m/%d/%Y %H:%M:%S'))
>
> colnames(x) <- c('Open','High','Low','Close','Volume')
>
> x
>
>
> The message error :
> -------------------
>
>>
>> quotes <- read.zoo(textConnection(Lines))
> Warning message:
> In zoo(rval, ix) :
>  some methods for "zoo" objects do not work if the index entries in 'order.by' are not unique
>>
>> x <- xts(as.matrix(quotes[,-1]),as.POSIXct(paste(quotes[,1]),
> + format='%m/%d/%Y %H:%M:%S'))
> Warning messages:
> 1: In zoo(rval[i], x.index[i]) :
>  some methods for "zoo" objects do not work if the index entries in 'order.by' are not unique
> 2: In zoo(x = x, order.by = order.by, frequency = frequency) :
>  some methods for "zoo" objects do not work if the index entries in 'order.by' are not unique
> 3: In zoo(rval[i], x.index[i]) :
>  some methods for "zoo" objects do not work if the index entries in 'order.by' are not unique
>
>
>
>
>
>
>
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>
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