Question

我正在为R构建一个Lightstreamer客户端。我设法将流数据（tick数据）直接输入R控制台。为了显示下载流在R中的外观，下面是一个重建。我现在需要将流数据转换为包含OHLC数据（开放，高，低，关闭）的xts对象。我正在使用接收器将流移动到文件。在数据流中，OHLC数据表示为：[U，3,1,20：00：33 | 3.04 | 0.0 | 2.41 | 3.67 | 3.03 | 3.04 |＃|＃| $]，其中内容为[时间戳，价格，变化，最小，最大，出价，要求，开放，关闭，状态]。

问题：是否有结构化的方法/方法（在R环境中）将流数据转换为OHLC数据？

counter <- 1 # Start position of counter 
sink (file = '/lightstreamer_v3/a10.txt', append = TRUE, split = TRUE) # store data to file. Adjust to your path.

# Code to reproduce the Lightstreamer tick-data visible in R console:
repeat {
      counter <- counter + 1  # Handle internal loop
     cat ("<<  Preamble: preparing push", "\n")  # Printouts to R console.
     cat ("<<  Preamble: preparing push","\n")
     cat ("<<  Preamble: preparing push","\n")  
     cat ("<<  Preamble: preparing push","\n")
     cat ("<<","\n")
     cat ("<<","\n")
     cat ("<<","\n")
     cat ("<<  U,3,1,20:00:33|3.04|0.0|2.41|3.67|3.03|3.04|#|#|$","\n") # tick-data
     cat ("<<","\n")
     cat ("<< 7","\n")
     cat (" PROBE","\n")
    if (counter >= 10000) {  # Counter break.
    break 
 } 
 }

 sink ()

用于R的Lightstreamer客户端 - 将数据转换为OHLC格式

0 个答案: