[R-SIG-Finance] as.POSIXct issue
Joshua Ulrich
josh.m.ulrich at gmail.com
Wed Dec 29 19:39:04 CET 2010
Then my guess is that your date column is a factor, not character.
as.POSIXlt.factor doesn't pass dots, which is why your specified
format wasn't affecting anything.
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Wed, Dec 29, 2010 at 12:21 PM, Nick Torenvliet
<nick.torenvliet at gmail.com> wrote:
> Yes, I did all that... I am having trouble deciphering, in as.xts what is
> passing what to what to what and in what required format though... so as I
> say my experimentation with formats and strptime has left me cold...
>
> On Wed, Dec 29, 2010 at 1:14 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>wrote:
>
>> This is really more suited for R-help. I'm surprised you weren't able
>> to find the answer in the documentation.
>>
>> From ?as.POSIXct:
>>
>> format: character string giving a date-time format as used by ‘strptime’.
>>
>> Which points you to 'strptime'. From ?strptime:
>>
>> format: A character string. The default for the ‘format’ methods is
>> ‘"%Y-%m-%d %H:%M:%S"’ if any component has a time component
>> which is not midnight, and ‘"%Y-%m-%d"’ otherwise. If
>> ‘options("digits.secs")’ is set, up to the specified number
>> of digits will be printed for seconds.
>>
>> --
>> Joshua Ulrich | FOSS Trading: www.fosstrading.com
>>
>>
>>
>> On Wed, Dec 29, 2010 at 12:09 PM, Nick Torenvliet
>> <nick.torenvliet at gmail.com> wrote:
>> > Hey all, happy new year to everyone!
>> >
>> > Little problem with some intraday data...
>> >
>> > I am working with a data.frame with the following format
>> >
>> > Date amp1 amp2 amp3 amp4
>> > amp5 amp6
>> > 1 19-10-2010 10:00:00 107.9531 105.6093 107.7965 109.1090 105.7922
>> 107.4480
>> > 2 19-10-2010 9:00:00 110.4417 104.5610 106.9595 108.7497 105.5956
>> 106.2880
>> > 3 19-10-2010 8:00:00 107.9917 105.0005 107.3482 108.6856 105.7174
>> 107.6556
>> > 4 19-10-2010 7:00:00 109.1250 105.3563 107.8153 106.7011 106.5455
>> 107.4221
>> > 5 19-10-2010 6:00:00 106.9048 104.7166 107.6824 106.0305 105.4604
>> 108.3743
>> > 6 19-10-2010 5:00:00 108.2507 105.9069 107.6404 107.9394 106.0853
>> 108.6718
>> >
>> > I would like to convert to xts So I do something like
>> >
>> >> xamps <- as.xts(amps[,-1],order.by=as.POSIXct(amps[,1]))
>> >
>> > and get
>> >
>> >> head(xamps)
>> > amp1 amp2 amp3 amp4 amp5 amp6
>> > 0009-10-20 111.4689 109.7270 106.1861 106.6256 106.0793 103.8423
>> > 0009-10-20 108.7130 109.9188 105.9373 106.9048 104.9599 104.5320
>> > 0009-10-20 109.7888 110.9390 107.3443 103.5092 105.9069 104.9364
>> > 0009-10-20 108.3422 110.2832 105.6447 106.0327 105.0138 103.5630
>> > 0009-10-20 109.1262 109.6370 106.2502 106.6233 104.6663 103.3754
>> > 0009-10-20 108.1395 110.4855 105.2810 104.1202 105.0546 103.2907
>> >
>> > I've narrowed the issue down to the as.POSIXct statement... and have
>> > consulted the literature/experimented to no avail.
>> >
>> > So what arguments do I need to supply the as.POSIXct to convert a
>> character
>> > vector fomatted as "dd-mm-YYYY hh:mm:ss" to an equivalent xts index?
>> >
>> > Thanks in advance,
>> >
>> > Nick
>> >
>> > [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
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>> >
>>
>
> [[alternative HTML version deleted]]
>
>
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