[R-SIG-Finance] Problems with xts and plotting charts in quantmod

Liu carloslewlew at gmail.com
Fri Feb 6 02:20:28 CET 2015


Thanks to everyone,
I made the chart in the afternoon. In fact the xts obj is not numeric
because the data has been imported and treated "string as character". I
transferred the OHLC data into 4 columns of numeric values and cbind them
together. That solved the problem so I could do the as.xts cast afterwards.

Much appreciation and hope this would help someone in the future too.



On Thu, Feb 5, 2015 at 6:25 PM, Tom Clifford via R-SIG-Finance <
r-sig-finance at r-project.org> wrote:

> I've been looking at this today, and I was able to get this working by
> using a csv file that
> I put the data into, and used the following data and code:
> used a csv file:
> DateTime,Open,High,Low,Close
> 20150101 180100,1184.13,1184.44,1184.04,1184.13
> 20150101 180200,1184.12,1184.41,1184.12,1184.41
> 20150101 180300,1184.53,1184.54,1184.32,1184.54
> 20150101 180400,1184.60,1184.60,1184.43,1184.51
>
> code:
>
> library(quantmod)
> ColClasses = c("character", "numeric", "numeric", "numeric", "numeric")
>
> ohlcdata <- read.zoo("./data-file.csv",
>                      index.column = 1,
>                      sep = ",",
>                      tz='',
>                      format="%Y%m%d %H%M%S",
>                      colClasses = ColClasses,
>                      header=TRUE)
> as.xts(ohlcdata)
>
> chartSeries(ohlcdata,type="candlesticks")
>
> It does produce the chart, and I hope it is what you're looking for.Let me
> know if you have trouble.
>  Tom Clifford MBA '13
> Lansing, Michigan 48912
> tjclifford at yahoo.com
>
>
>      On Thursday, February 5, 2015 1:25 PM, Brian G. Peterson <
> brian at braverock.com> wrote:
>
>
>  at least part of your problem now is that you're storing the data as
> character, rather than numeric.
>
> in your as.xts call, you'll want to remove the first column in the 'x'
> argument,
>
> e.g.
>
> y <- as.xts(x[,-1], order.by=as.POSIXct(x[,1],...))
> # the above is not reproducible, it is missing the format argument at least
>
> I also see that you have spaces in your character data, so you may need
> an as.numeric in there too.
>
> Another way to do it would be to make sure that read.csv sees the
> columns as numbers rather than character, which proably has to do with
> your choice of separator.
>
> Regards,
>
> Brian
>
> On 02/05/2015 10:44 AM, Liu wrote:
> > I appreciate your help and contribution. I followed the above codes and
> > encountered an error:
> > *Error in na.omit.xts(x) : unsupported type*
> >
> > I found other's post on SO with my similar question but unfortunately no
> > solution yet:
> >
> http://stackoverflow.com/questions/28255994/error-in-na-omit-xtsx-unsupported-type-with-chartseries
> >
> > Just post the output here to see if you can see the problem:
> >
> >> >chartSeries(data.xts,subset="2015-01",type="candlesticks")
> > *Error in na.omit.xts(x) : unsupported type*
> >> >head(data.xts)
> >                      Date Time        Open      High      Low      Close
> >
> > 2009-03-15 17:00:00 "20090315 170000" " 929.60" " 929.60" " 929.60" "
> > 929.60"
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
> _______________________________________________
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