[R-SIG-Finance] write.xts() and read.xts()

[Jeff Ryan]

xts is always under development, and one major component is the
integration with on-disk persistent storage.

This will allow for many xts operations to be directly available to
disk-based data. That said, it is a solid 6 months away from
production code.

I'll of course keep the list posted to any developments that might be
of interest.  The svn logs on R-forge are also a good way to see what
is happening with the package.

If anyone would like to alpha/beta test the on-disk xts code, please
send me an email off list.

Thanks,
Jeff

On Fri, Sep 25, 2009 at 10:33 AM, Wind <windspeedo99 at gmail.com> wrote:
> So it seems that I should use different method for different scale of data:
> hundreds of millions of rows,  kdb+ , column based database;
> equal to or less than millions of rows, save and xts, binary file;
> even less rows, xts and save.zoo, text file.
> If write.xts could write data as binary files as well as text files, it
> would be fantastic.
> Thanks for all.
> Wind
> On Fri, Sep 25, 2009 at 10:59 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
>>
>> The one issue with text based storage is that attributes are difficult
>> to handle.  As attributes on xts objects (any objects) can be any
>> legal R object, it requires some form of serialization to record as
>> text.
>>
>> This is doable with dput.  Aside from Gabor's suggestion, the only way
>> to save everything in an xts object is to save it in binary form via
>> save/.saveRDS.  This should be portable and fast, though not obviously
>> in text/human-readable form.
>>
>> That said, I'll add write.xts and read.xts at some point in the near
>> future.
>>
>> Thanks,
>> Jeff
>>
>> On Fri, Sep 25, 2009 at 9:54 AM, Gabor Grothendieck
>> <ggrothendieck at gmail.com> wrote:
>> > Try:
>> >
>> > x <- as.xts(read.zoo(...))
>> > write.zoo(as.zoo(x), ...)
>> >
>> > On Fri, Sep 25, 2009 at 10:49 AM, Wind <windspeedo99 at gmail.com> wrote:
>> >> There are write.zoo() and read.zoo() in the zoo package.   But there
>> >> are no
>> >> write.xts() or read.xts() in the xts package.Since xts is so powerful
>> >> manipulating historic prices, I wonder how do you save those xts.
>> >> Write
>> >> your own function like write.zoo for xts?   Or just use write.zoo and
>> >> read.zoo and convert to xts again?  It seems that the attributes of xts
>> >>  could not be maintained in the zoo-like way.
>> >> Thanks.
>> >>
>> >> Wind
>> >>
>> >>        [[alternative HTML version deleted]]
>> >>
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>>
>>
>> --
>> Jeffrey Ryan
>> jeffrey.ryan at insightalgo.com
>>
>> ia: insight algorithmics
>> www.insightalgo.com
>
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com