从xts表单数据中获取data.frame

时间:2012-07-29 11:58:08

标签: r xts

>require(quantmod)   
>setSymbolLookup(SDB=list(name="000001.sz",src="yahoo"))   
>getSymbols("SDB",from="2010-01-01",to="2010-01-10") 
> SDB

           000001.SZ.Open 000001.SZ.High 000001.SZ.Low 000001.SZ.Close
2010-01-04          24.52          24.58         23.68           23.71
2010-01-05          23.75          23.90         22.75           23.30
2010-01-06          23.25          23.25         22.72           22.90
2010-01-07          22.90          23.05         22.40           22.65
2010-01-08          22.50          22.75         22.35           22.60

我想要两种输出:
1.

> SDB
      date           open           high           low           close
2010-01-04          24.52          24.58         23.68           23.71
2010-01-05          23.75          23.90         22.75           23.30
2010-01-06          23.25          23.25         22.72           22.90
2010-01-07          22.90          23.05         22.40           22.65
2010-01-08          22.50          22.75         22.35           22.60

2

> SDB
      date           open           high           low           close
1 2010-01-04          24.52          24.58         23.68           23.71
2 2010-01-05          23.75          23.90         22.75           23.30
3 2010-01-06          23.25          23.25         22.72           22.90
4 2010-01-07          22.90          23.05         22.40           22.65
5 2010-01-08          22.50          22.75         22.35           22.60

我怎么能得到它?

1 个答案:

答案 0 :(得分:2)

这是你想要的一个裂缝。我认为您的问题始于SDB的存储方式。要查看对象的外观,请使用str。我不知道xts对象是什么,但使用str可以帮助我确定如何取出我想要的部分。

str(SDB)
> str(SDB)
An ‘xts’ object from 2010-01-04 to 2010-01-08 containing:
  Data: num [1:5, 1:6] 24.5 23.8 23.2 22.9 22.5 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:6] "000001.SZ.Open" "000001.SZ.High" "000001.SZ.Low" "000001.SZ.Close" ...
  Indexed by objects of class: [Date] TZ: 
  xts Attributes:  
List of 4
 $ tclass : chr [1:2] "POSIXct" "POSIXt"
 $ tzone  : chr ""
 $ src    : chr "yahoo"
 $ updated: POSIXct[1:1], format: "2012-07-29 08:33:57"

现在我们可以开始工作了:

#grab first 4 columns and make it into a dataframe
NEW <- data.frame(SDB[, 1:4])

#turn the rownames to a column
NEW <- data.frame(date=rownames(NEW), NEW)

#remove the junk and lowercases the first letter
colnames(NEW) <- sub('^(\\w?)', '\\L\\1', 
    gsub("X000001.SZ.", "", colnames(NEW)), perl=T)  

#make rownames integer
rownames(NEW)<- NULL

#the two ways you wanted it to look
NEW
print(NEW ,row.names = FALSE)