On Mon, Sep 17, 2012 at 2:15 PM, Dave <miniflowtra...@gmail.com> wrote: > You will find that using fasttime will make a huge difference in load times > if you are not happy with performance. > > parseTickData <- function(inputFile) { > DAT.list <- scan(file=inputFile, > sep=",",skip=1,what=list(Date="",Time="",Close=0,Volume=0),quiet=T) > index <- fastPOSIXct(paste(DAT.list$Date,DAT.list$Time),"GMT") > DAT.xts <- > xts(data.frame(Close=DAT.list$Close,Volume=DAT.list$Volume),index) > DAT.xts <- make.index.unique(DAT.xts) > return(DAT.xts) > } > > Your data must be in the format: > > 2012-03-23,03:00:00 > It also must be in GMT, i.e. no daylight saving time.
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com > -----Original Message----- > From: r-sig-finance-boun...@r-project.org > [mailto:r-sig-finance-boun...@r-project.org] On Behalf Of Costas Vorlow > Sent: Monday, September 17, 2012 2:14 PM > To: r-sig-finance@r-project.org > Subject: [R-SIG-Finance] Problems with time format and read.csv() > > Hello, > > Following a previous post, > http://www.mail-archive.com/r-sig-finance@r-project.org/msg03727.html > > I am having trouble with the hours format as it is picked up by the > read.csv() command. > > The following data: > > "Date","Time","Open","High","Low","Close","Up","Down" > 04/27/2012,0930,12.24,12.24,12.24,12.24,0,300 > 04/27/2012,0930,12.24,12.24,12.24,12.24,0,200 > > are read as > > datain<-read.csv('tick.csv', header=TRUE) > >> head(dat) > Date Time Open High Low Close Up Down > 1 04/27/2012 930 12.24 12.24 12.24 12.24 0 300 > 2 04/27/2012 930 12.24 12.24 12.24 12.24 0 200 > > > i.e., 0930 becomes 930. How can this be translated to a "proper" time i.e, > 9:30 so I can convert the data frame to an XTS object accordingly? > > I try to fix it by using %k below instead of %H (which also didn't work) > > hf<-xts(dat[,6], as.POSIXct(paste(dat[,1], dat[,2]), format = "%m/%d/%Y > %k%M")) > > but I get NAs > >> head(hf) > [,1] > <NA> 12.24 > <NA> 12.24 > <NA> 12.25 > <NA> 12.25 > <NA> 12.25 > <NA> 12.25 > > using %I in the format= above also didn't work. I gather that this is not a > timezone problem and has to do with the way the time format is understood by > R when generating a time index for the XTS object. > > Thanks in advance for your time and answers, Costas > -- > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.