xts对象中是否有一种方法可以执行与下面相同的操作,但对于具有多天日内数据的xts对象?下面的工作就像一个时钟,但有一天的数据。如果我将xts从第22位传递到第26位则没有。看起来像是在多天内以xts为单位对日内数据进行分段是不可能一次完成的,而是需要先每天分割数据然后再使用这个xts功能。它是否正确?
indexTZ(tdata) = "GMT"
plotdata= tdata['20110822 10:00:00/20110822 12:00:00']
> plotdata= tdata['10:00:00/12:00:00'] works like swiss clock
> tail(plotdata)
SYMBOL EX PRICE SIZE COND CORR G127
2011-08-22 11:59:36 "BHP" "N" "38370" "185" "1" "0" "0"
2011-08-22 11:59:37 "BHP" "N" "38380" "314" "1" "0" "0"
2011-08-22 11:59:40 "BHP" "N" "38390" "675" "1" "0" "0"
2011-08-22 11:59:42 "BHP" "N" "38390" "119" "1" "0" "0"
2011-08-22 11:59:43 "BHP" "N" "38390" "359" "1" "0" "0"
2011-08-22 11:59:44 "BHP" "N" "38400.7702920749" "42763" "1" "0" "0"
plotdata= tdata['10:00:00/12:00:00'] or
plotdata= tdata['20110822 10:00:00/20110826 12:00:00'] does not return expected xts
tail(plotdata)
SYMBOL EX PRICE SIZE COND CORR G127
2011-08-26 15:59:53 "BHP" "N" "38710" "119" "1" "0" "0"
2011-08-26 15:59:55 "BHP" "N" "38700" "1004" "1" "0" "0"
2011-08-26 15:59:56 "BHP" "N" "38700.4838709677" "310" "1" "0" "0"
2011-08-26 15:59:57 "BHP" "N" "38710" "6" "1" "0" "0"
2011-08-26 15:59:58 "BHP" "N" "38710" "2" "1" "0" "0"
2011-08-26 15:59:59 "BHP" "N" "38710" "121" "9" "0" "0"