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

[Josh Ulrich]

I would read it as a data.frame, since the index has a comma, then
convert to xts.

quotes <- read.csv(textConnection(lines), header=FALSE)
x <- as.xts(quotes[,-(1:2)],
as.POSIXct(paste(quotes[,1],quotes[,2]),format='%Y.%m.%d %H:%M'))
colnames(x) <- c('Open','High','Low','Close','Volume')

--
http://quantemplation.blogspot.com



On Thu, Jul 24, 2008 at 1:59 PM,  <pierre8r-list at yahoo.fr> wrote:
> Hi Josh,
>
> Thanks, it works.
>
> If it don't boring you, I want to read a other data format.
> There is a comma between Date and Time.
>
> 2008.07.14,04:00,1.5894,1.5916,1.5893,1.5914,276
> 2008.07.14,05:00,1.5912,1.5912,1.5902,1.5904,205
> 2008.07.14,06:00,1.5903,1.5911,1.5898,1.5899,239
> 2008.07.14,07:00,1.5898,1.5902,1.5865,1.5882,541
> 2008.07.14,08:00,1.5883,1.5910,1.5868,1.5870,689
> 2008.07.14,09:00,1.5869,1.5890,1.5860,1.5877,763
> 2008.07.14,10:00,1.5878,1.5881,1.5841,1.5871,835
> 2008.07.14,11:00,1.5870,1.5876,1.5854,1.5859,533
>
> Thanks,
>
> Pierre8r
>
>
>> 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
>>
>>
>
>
>
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