[R-SIG-Finance] insert element in IBrokers/XTS time series?
Michael
comtech.usa at gmail.com
Mon Jul 6 07:09:21 CEST 2009
still not working...
On Sat, Jul 4, 2009 at 2:10 PM, Sean Carmody<seancarmody at gmail.com> wrote:
> Sorry, try this
>
> rbind(myhist, xts(data.frame(NA,NA,NA,NA,NA,NA),
> order.by=as.Date("2009-08-01")))
>
> also, check class(time(myhist)) and if it is not "Date" you may need
> to replace as.Date with the appropriate constructor for your time
> class.
>
> Sean.
>
> On Sun, Jul 5, 2009 at 2:47 AM, Michael<comtech.usa at gmail.com> wrote:
>> I got an error:
>>
>> Error in xts(data.frame(rep(NA, 6), order.by = as.Date("2009-08-01"))) :
>> order.by requires an appropriate time-based object
>>
>> On Sat, Jul 4, 2009 at 2:26 AM, Sean Carmody<seancarmody at gmail.com> wrote:
>>> Eliminating a row is straightforward, e.g.
>>>
>>> myhist[time(myhist) != as.Date("2009-06-29"),]
>>>
>>> will return everything except the entry for 2009-06-29.
>>>
>>> Adding a row is, I believe, a bit more fiddly. You can use
>>>
>>> rbind(myhist, xts(data.frame(rep(NA,6), order.by=as.Date("2009-08-01")))
>>>
>>> although this will give a warning message about column names
>>> differing. If you have an additional xts with the same column names,
>>> you can simply use merge()
>>>
>>> Sean.
>>>
>>> On Sat, Jul 4, 2009 at 10:01 AM, Michael<comtech.usa at gmail.com> wrote:
>>>> Hi all,
>>>>
>>>> Let's say I have the following timeseres in IBrokers and XTS:
>>>>
>>>> 2009-06-25 18038 18350 18011 18327 5396 18183
>>>> 2009-06-26 18420 18708 18331 18515 7367 18499
>>>> 2009-06-29 18546 18688 18423 18577 28728 18555
>>>> 2009-07-03 17951 18198 17866 18149 38019 18059
>>>>
>>>> I want to add a few more rows, indexed by
>>>>
>>>> "2009-06-30", "2009-07-01", "2009-07-02", and using NA's,
>>>>
>>>> I did the following:
>>>>
>>>> myhist["2009-07-01",]=c(NA, NA, NA, NA, NA, NA, NA, NA)
>>>>
>>>> But it didn't really work.
>>>>
>>>> What's the good way to insert missing points in time series?
>>>>
>>>> Thanks!
>>>>
>>>> _______________________________________________
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>>>
>>>
>>>
>>> --
>>> Sean Carmody
>>>
>>> The Stubborn Mule
>>> http://www.stubbornmule.net
>>> http://twitter.com/seancarmody
>>>
>>
>
>
>
> --
> Sean Carmody
>
> The Stubborn Mule
> http://www.stubbornmule.net
> http://twitter.com/seancarmody
>
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