On Aug 5, 2013 7:51 PM, "Denis Papathanasiou" <denis.papathanas...@gmail.com>
wrote:
>
> I'm using rpy2 to access quantmod functions like this:
>
> >>> from rpy2.robjects import r
> >>> r('library(quantmod)')
> >>> r('getSymbols("GOOG")')
> >>> g = r('quarterlyReturn(GOOG)')
>
> When I print g, I see it has the dates in the leftmost column:
>
> >>> print g
Try g.rownames(). Does that get you what you need?
Sean
> quarterly.returns
> 2007-03-30 -0.016824034
> 2007-06-29 0.140867819
> 2007-09-28 0.085268797
> 2007-12-31 0.218960989
> 2008-03-31 -0.363003991
> 2008-06-30 0.195132472
> 2008-09-30 -0.239162646
> 2008-12-31 -0.231873564
> 2009-03-31 0.131350561
> 2009-06-30 0.211256680
> 2009-09-30 0.176142698
> 2009-12-31 0.250337804
> 2010-03-31 -0.085260815
> 2010-06-30 -0.215421780
> 2010-09-30 0.181683335
> 2010-12-31 0.129671542
> 2011-03-31 -0.012138660
> 2011-06-30 -0.136989570
> 2011-09-30 0.017101781
> 2011-12-30 0.254077353
> 2012-03-30 -0.007214739
> 2012-06-29 -0.095393300
> 2012-09-28 0.300705087
> 2012-12-31 -0.062451955
> 2013-03-28 0.122720461
> 2013-06-28 0.108513076
> 2013-08-02 0.029760214
>
> but when I try to access those dates using native python or R matrix
access methods, the date data is missing:
>
> >>> g.rx(1, True)
> <Matrix - Python:0x3e237a0 / R:0x483b278>
> [-0.016824]
> >>> g[0]
> -0.01682403433476387
> >>> g[1]
> 0.14086781910249702
> >>> g.rx(1, True)
> <Matrix - Python:0x3e237a0 / R:0x483b278>
> [-0.016824]
>
> I also tried explicitly converting g (which *seems* to be a R matrix
object already) to an R matrix object like this:
>
> >>> import rpy2.robjects as ro
> >>> m = ro.r.matrix(g)
>
> but that stripped out the left column completely:
>
> >>> print m
> [,1]
> [1,] -0.016824034
> [2,] 0.140867819
> [3,] 0.085268797
> [4,] 0.218960989
> [5,] -0.363003991
> [6,] 0.195132472
> [7,] -0.239162646
> [8,] -0.231873564
> [9,] 0.131350561
> [10,] 0.211256680
> [11,] 0.176142698
> [12,] 0.250337804
> [13,] -0.085260815
> [14,] -0.215421780
> [15,] 0.181683335
> [16,] 0.129671542
> [17,] -0.012138660
> [18,] -0.136989570
> [19,] 0.017101781
> [20,] 0.254077353
> [21,] -0.007214739
> [22,] -0.095393300
> [23,] 0.300705087
> [24,] -0.062451955
> [25,] 0.122720461
> [26,] 0.108513076
> [27,] 0.029760214
>
> While I can print g to a file object to preserve all the data:
>
> >>> f=open('/tmp/goog.dat', 'w'); print >>f, g; f.close()
>
> Then read it back in and split on two columns to get back a simulation of
the original matrix:
>
> >>> f=open('/tmp/goog.dat', 'r'); goog_matrix = map(lambda x: x.split(),
f.read().splitlines()); f.close()
>
> That seems like a huge kludge, considering g has the data somewhere...
>
> Any ideas on what I might be doing wrong?
>
>
------------------------------------------------------------------------------
> Get your SQL database under version control now!
> Version control is standard for application code, but databases havent
> caught up. So what steps can you take to put your SQL databases under
> version control? Why should you start doing it? Read more to find out.
>
http://pubads.g.doubleclick.net/gampad/clk?id=48897031&iu=/4140/ostg.clktrk
> _______________________________________________
> rpy-list mailing list
> rpy-list@lists.sourceforge.net
> https://lists.sourceforge.net/lists/listinfo/rpy-list
>
------------------------------------------------------------------------------
Get your SQL database under version control now!
Version control is standard for application code, but databases havent
caught up. So what steps can you take to put your SQL databases under
version control? Why should you start doing it? Read more to find out.
http://pubads.g.doubleclick.net/gampad/clk?id=48897031&iu=/4140/ostg.clktrk
_______________________________________________
rpy-list mailing list
rpy-list@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/rpy-list
