我需要结合日内OHLC数据的两个xts对象a和b。一个开始较早，另一个稍后结束，它们重叠。我需要的是一个新的xts对象c，它从a的第一个周期开始，以b的最后一个周期结束。如果一个时期a和b都提供OHCLV a具有优先权，则采用a和b中的任何一个。
例如：
> a
## a.Open a.High a.Low a.Close a.Volume
## 2014-02-18 09:55:00 184.14 184.46 184.07 184.11 5712100
## 2014-02-18 10:55:00 184.12 184.28 183.65 184.17 13912700
## 2014-02-18 11:55:00 184.17 184.49 184.12 184.38 7251000
## 2014-02-18 12:55:00 184.38 184.45 184.18 184.26 5521100
## 2014-02-18 13:55:00 184.26 184.40 184.11 184.15 4700300
## 2014-02-18 15:55:00 184.40 184.47 184.26 184.37 10324400
## 2014-02-18 16:05:00 184.38 184.38 184.20 184.24 20452900
## 2014-02-19 09:55:00 183.69 184.29 183.69 184.24 5445800
## 2014-02-19 10:55:00 184.25 184.95 184.16 184.74 18007800
> b
## b.Open b.High b.Low b.Close b.Volume
## 2014-02-14 15:55:00 183.96 184.06 183.15 183.99 18607278
## 2014-02-14 16:05:00 183.99 184.00 183.98 183.99 52504
## 2014-02-18 09:55:00 184.16 184.28 184.11 184.15 3932026
## 2014-02-18 10:55:00 184.14 184.49 184.12 184.40 7570591
## 2014-02-18 11:55:00 184.40 184.45 184.18 184.35 5201513
## 2014-02-18 12:55:00 184.35 184.40 184.11 184.16 4870456
## 2014-02-18 13:55:00 184.15 184.48 184.13 184.41 5824933
## 2014-02-18 14:55:00 184.41 184.47 184.26 184.42 7617463
## 2014-02-18 15:55:00 184.43 184.43 183.98 184.29 9575112
## 2014-02-18 16:00:00 184.27 184.27 184.26 184.27 1990
应该导致：
> c
## c.Open c.High c.Low c.Close c.Volume
## 2014-02-14 15:55:00 183.96 184.06 183.15 183.99 18607278
## 2014-02-14 16:05:00 183.99 184.00 183.98 183.99 52504
## 2014-02-18 09:55:00 184.14 184.46 184.07 184.11 5712100
## 2014-02-18 10:55:00 184.12 184.28 183.65 184.17 13912700
## 2014-02-18 11:55:00 184.17 184.49 184.12 184.38 7251000
## 2014-02-18 12:55:00 184.38 184.45 184.18 184.26 5521100
## 2014-02-18 13:55:00 184.26 184.40 184.11 184.15 4700300
## 2014-02-18 14:55:00 184.41 184.47 184.26 184.42 7617463
## 2014-02-18 15:55:00 184.40 184.47 184.26 184.37 10324400
## 2014-02-18 16:05:00 184.38 184.38 184.20 184.24 20452900
## 2014-02-19 09:55:00 183.69 184.29 183.69 184.24 5445800
## 2014-02-19 10:55:00 184.25 184.95 184.16 184.74 18007800
请注意，a中14:55:00期间的缺失值用b。
中的值填充答案 0 :(得分：0)
这不是真正的合并问题。您真的希望rbind来自a的所有值，以及b a在给定时间内没有观察时的值。
a <- structure(c(184.14, 184.12, 184.17, 184.38, 184.26, 184.4, 184.38,
183.69, 184.25, 184.46, 184.28, 184.49, 184.45, 184.4, 184.47, 184.38,
184.29, 184.95, 184.07, 183.65, 184.12, 184.18, 184.11, 184.26, 184.2,
183.69, 184.16, 184.11, 184.17, 184.38, 184.26, 184.15, 184.37, 184.24,
184.24, 184.74, 5712100, 13912700, 7251000, 5521100, 4700300, 10324400,
20452900, 5445800, 18007800), .Dim = c(9L, 5L), .Dimnames = list(NULL,
c("a.Open", "a.High", "a.Low", "a.Close", "a.Volume")),
index = structure(c(1392738900, 1392742500, 1392746100, 1392749700,
1392753300, 1392760500, 1392761100, 1392825300, 1392828900), tzone = "",
tclass = c("POSIXct", "POSIXt")), class = c("xts", "zoo"),
.indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct", "POSIXt"),
.indexTZ = "", tzone = "")
b <- structure(c(183.96, 183.99, 184.16, 184.14, 184.4, 184.35, 184.15,
184.41, 184.43, 184.27, 184.06, 184, 184.28, 184.49, 184.45, 184.4, 184.48,
184.47, 184.43, 184.27, 183.15, 183.98, 184.11, 184.12, 184.18, 184.11,
184.13, 184.26, 183.98, 184.26, 183.99, 183.99, 184.15, 184.4, 184.35,
184.16, 184.41, 184.42, 184.29, 184.27, 18607278, 52504, 3932026, 7570591,
5201513, 4870456, 5824933, 7617463, 9575112, 1990), .Dim = c(10L, 5L),
.Dimnames = list(NULL, c("b.Open", "b.High", "b.Low", "b.Close", "b.Volume")),
index = structure(c(1392414900, 1392415500, 1392738900, 1392742500,
1392746100, 1392749700, 1392753300, 1392756900, 1392760500, 1392760800),
tzone = "", tclass = c("POSIXct", "POSIXt")), class = c("xts", "zoo"),
.indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct", "POSIXt"),
.indexTZ = "", tzone = "")
我们可以简单地将b分组为仅包含不在a中的观察值，然后调用rbind：
> rbind(a, b[!(index(b) %in% index(a))])
a.Open a.High a.Low a.Close a.Volume
2014-02-14 15:55:00 183.96 184.06 183.15 183.99 18607278
2014-02-14 16:05:00 183.99 184.00 183.98 183.99 52504
2014-02-18 09:55:00 184.14 184.46 184.07 184.11 5712100
2014-02-18 10:55:00 184.12 184.28 183.65 184.17 13912700
2014-02-18 11:55:00 184.17 184.49 184.12 184.38 7251000
2014-02-18 12:55:00 184.38 184.45 184.18 184.26 5521100
2014-02-18 13:55:00 184.26 184.40 184.11 184.15 4700300
2014-02-18 14:55:00 184.41 184.47 184.26 184.42 7617463
2014-02-18 15:55:00 184.40 184.47 184.26 184.37 10324400
2014-02-18 16:00:00 184.27 184.27 184.26 184.27 1990
2014-02-18 16:05:00 184.38 184.38 184.20 184.24 20452900
2014-02-19 09:55:00 183.69 184.29 183.69 184.24 5445800
2014-02-19 10:55:00 184.25 184.95 184.16 184.74 18007800