[R-SIG-Finance] insert element in IBrokers/XTS time series?

[Sean Carmody]

It works for me (albeit with the warning about column names I
mentioned)! What do you get from

class(time(myhist))?

Sean.

On Mon, Jul 6, 2009 at 3:09 PM, Michael<comtech.usa at gmail.com> wrote:
> 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!
>>>>>
>>>>> _______________________________________________
>>>>> R-SIG-Finance at stat.math.ethz.ch mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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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
>>
>



-- 
Sean Carmody

The Stubborn Mule
http://www.stubbornmule.net
http://twitter.com/seancarmody