[R-SIG-Finance] convert ordered but non-unique csv to unique xts
dae
dougedmunds at gmail.com
Fri May 10 06:48:18 CEST 2013
I placed the example code in a file named "zc.csv"
Time,High,Low,Open,Close,Vol
2013/05/08 08:02:04,6.35,6.345,6.35,6.345,172
2013/05/08 08:02:07,6.345,6.3425,6.345,6.3425,69
2013/05/08 08:02:07,6.3425,6.34,6.3425,6.34,74
2013/05/08 08:02:07,6.3425,6.34,6.34,6.3425,80
2013/05/08 08:02:07,6.345,6.3425,6.3425,6.345,87
2013/05/08 08:02:13,6.345,6.3425,6.345,6.3425,110
I ran these steps to convert to xts and make the index unique:
-------
library("quantmod")
ds = options(digits.secs=6)
x = "zc.csv"
zc.xts = as.xts(read.zoo(x, header = T, sep = ",", format = "%Y/%m/%d
%H:%M:%S", tz=""))
# that code works, but generates a warning:
#Warning message:
# In zoo(rval3, ix) :
# some methods for “zoo” objects do not work if the index entries in
‘order.by’ are not unique
zc2.xts = make.index.unique (zc.xts)
isOrdered( .index(zc2.xts) ) #evaluates to TRUE
zc2.xts
---------------
This is how zc2.xts appears:
High Low Open
Close Vol
2013-05-08 08:02:04.000000 6.3500 6.3450 6.3500 6.3450 172
2013-05-08 08:02:07.000000 6.3450 6.3425 6.3450 6.3425 69
2013-05-08 08:02:07.000000 6.3425 6.3400 6.3425 6.3400 74
2013-05-08 08:02:07.000001 6.3425 6.3400 6.3400 6.3425 80
2013-05-08 08:02:07.000002 6.3450 6.3425 6.3425 6.3450 87
2013-05-08 08:02:13.000000 6.3450 6.3425 6.3450 6.3425 110
Look at the index of the second and third records.
Although apparently the indexes are unique, the indexes look the same.
Is there some way to make them look different?
I am running this code on a 32 bit WinXP SP3 box.
I am looking at it through RStudio 0.97.449
--
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