我有一个csv文件,当我使用这个命令时
SOLK<-read.table('Book1.csv',header=TRUE,sep=';')
我得到了这个输出
> SOLK
Time Close Volume
1 10:27:03,6 0,99 1000
2 10:32:58,4 0,98 100
3 10:34:16,9 0,98 600
4 10:35:46,0 0,97 500
5 10:35:50,6 0,96 50
6 10:35:50,6 0,96 1000
7 10:36:10,3 0,95 40
8 10:36:10,3 0,95 100
9 10:36:10,4 0,95 500
10 10:36:10,4 0,95 100
. . . .
. . . .
. . . .
285 17:09:44,0 0,96 404
以下是dput(SOLK[1:10,])
的结果:
> dput(SOLK[1:10,])
structure(list(Time = structure(c(1L, 2L, 3L, 4L, 5L, 5L, 6L,
6L, 7L, 7L), .Label = c("10:27:03,6", "10:32:58,4", "10:34:16,9",
"10:35:46,0", "10:35:50,6", "10:36:10,3", "10:36:10,4", "10:36:30,8",
"10:37:23,3", "10:37:38,2", "10:37:39,3", "10:37:45,9", "10:39:07,5",
"10:39:07,6", "10:39:46,6", "10:41:21,8", "10:43:20,6", "10:43:36,4",
"10:43:48,8", "10:43:48,9", "10:43:54,6", "10:44:01,5", "10:44:08,4",
"10:45:47,2", "10:46:16,7", "10:47:03,6", "10:47:48,6", "10:47:55,0",
"10:48:09,9", "10:48:30,6", "10:49:20,6", "10:50:31,9", "10:50:34,6",
"10:50:38,1", "10:51:02,8", "10:51:11,5", "10:55:57,7", "10:57:57,2",
"10:59:06,9", "10:59:33,5", "11:00:31,0", "11:00:31,1", "11:04:46,4",
"11:04:53,4", "11:04:54,6", "11:04:56,1", "11:04:58,9", "11:05:02,0",
"11:05:02,6", "11:05:24,7", "11:05:56,7", "11:06:15,8", "11:13:24,1",
"11:13:24,2", "11:13:32,1", "11:13:36,2", "11:13:37,2", "11:13:44,5",
"11:13:46,8", "11:14:12,7", "11:14:19,4", "11:14:19,8", "11:14:21,2",
"11:14:38,7", "11:14:44,0", "11:14:44,5", "11:15:10,5", "11:15:10,6",
"11:15:12,9", "11:15:16,6", "11:15:23,3", "11:15:31,4", "11:15:36,4",
"11:15:37,4", "11:15:49,5", "11:16:01,4", "11:16:06,0", "11:17:56,2",
"11:19:08,1", "11:20:17,2", "11:26:39,4", "11:26:53,2", "11:27:39,5",
"11:28:33,0", "11:30:42,3", "11:31:00,7", "11:33:44,2", "11:39:56,1",
"11:40:07,3", "11:41:02,1", "11:41:30,1", "11:45:07,0", "11:45:26,6",
"11:49:50,8", "11:59:58,1", "12:03:49,9", "12:04:12,6", "12:06:05,8",
"12:06:49,2", "12:07:56,0", "12:09:37,7", "12:14:25,5", "12:14:32,1",
"12:15:42,1", "12:15:55,2", "12:16:36,9", "12:16:44,2", "12:18:00,3",
"12:18:12,8", "12:28:17,8", "12:28:17,9", "12:28:23,7", "12:28:51,1",
"12:36:33,2", "12:37:45,0", "12:39:22,2", "12:40:19,5", "12:42:22,1",
"12:58:46,3", "13:06:05,8", "13:06:05,9", "13:07:17,6", "13:07:17,7",
"13:09:01,3", "13:09:01,4", "13:09:11,3", "13:09:31,0", "13:10:07,8",
"13:35:43,8", "13:38:27,7", "14:11:16,0", "14:17:31,5", "14:26:13,9",
"14:36:11,8", "14:38:43,7", "14:38:47,8", "14:38:51,8", "14:48:26,7",
"14:52:07,4", "14:52:13,8", "15:09:24,7", "15:10:25,8", "15:29:12,1",
"15:31:55,9", "15:34:04,1", "15:44:10,8", "15:45:07,1", "15:57:04,9",
"15:57:13,9", "16:16:27,9", "16:21:41,7", "16:36:01,5", "16:36:13,2",
"16:46:10,5", "16:46:10,6", "16:47:37,3", "16:50:52,4", "16:50:52,5",
"16:51:44,5", "16:55:11,5", "16:56:21,8", "16:56:37,5", "16:57:37,9",
"16:58:18,6", "16:58:44,5", "17:00:39,1", "17:01:50,7", "17:03:13,2",
"17:03:28,3", "17:03:46,7", "17:03:47,0", "17:04:30,4", "17:08:41,8",
"17:09:44,0"), class = "factor"), Close = structure(c(8L, 7L,
7L, 6L, 5L, 5L, 4L, 4L, 4L, 4L), .Label = c("0,92", "0,93", "0,94",
"0,95", "0,96", "0,97", "0,98", "0,99"), class = "factor"), Volume = c(1000L,
100L, 600L, 500L, 50L, 1000L, 40L, 100L, 500L, 100L)), .Names = c("Time",
"Close", "Volume"), row.names = c(NA, 10L), class = "data.frame")
第一列包括股票交易日会期间每笔交易的时间戳。我想将Close和Volume列转换为Time列所订购的xts对象。
答案 0 :(得分:2)
更新:从您的编辑中,您可以使用两个不同的命令导入数据。您似乎也应该使用read.csv2
。我已经用Lines
更新了我的答案(我假设)看起来更像你的原始CSV(我必须猜测,因为你没有说出文件的样子)。答案的其余部分没有改变。
您必须在时间中添加日期,因为xts将所有索引值内部存储为POSIXct
(我刚才使用了今天的日期)。
我必须将“,”十进制表示法转换为“。”约定(使用gsub
),但这可能是依赖于语言环境的,您可能不需要。 paste
今天与(可能已转换)时间的日期,然后将其转换为POSIXct
以创建适合xts的索引。
我还格式化了索引,因此您可以看到小数秒。
Lines <- "Time;Close;Volume
10:27:03,6;0,99;1000
10:32:58,4;0,98;100
10:34:16,9;0,98;600
10:35:46,0;0,97;500
10:35:50,6;0,96;50
10:35:50,6;0,96;1000
10:36:10,3;0,95;40
10:36:10,3;0,95;100
10:36:10,4;0,95;500
10:36:10,4;0,95;100"
SOLK <- read.csv2(con <- textConnection(Lines))
close(con)
solk <- xts(SOLK[,c("Close","Volume")],
as.POSIXct(paste("2011-09-02", gsub(",",".",SOLK[,1]))))
indexFormat(solk) <- "%Y-%m-%d %H:%M:%OS6"
solk
# Close Volume
# 2011-09-02 10:27:03.599999 0.99 1000
# 2011-09-02 10:32:58.400000 0.98 100
# 2011-09-02 10:34:16.900000 0.98 600
# 2011-09-02 10:35:46.000000 0.97 500
# 2011-09-02 10:35:50.599999 0.96 50
# 2011-09-02 10:35:50.599999 0.96 1000
# 2011-09-02 10:36:10.299999 0.95 40
# 2011-09-02 10:36:10.299999 0.95 100
# 2011-09-02 10:36:10.400000 0.95 500
# 2011-09-02 10:36:10.400000 0.95 100
答案 1 :(得分:1)
这是一个奇怪的结构。将其翻译为dput
语法
SOLK <- structure(list(structure(c(1L, 2L, 3L, 4L, 5L, 5L, 6L, 6L, 7L,
7L), .Label = c("10:27:03,6", "10:32:58,4", "10:34:16,9", "10:35:46,0",
"10:35:50,6", "10:36:10,3", "10:36:10,4"), class = "factor"),
Close = c(0.99, 0.98, 0.98, 0.97, 0.96, 0.96, 0.95, 0.95,
0.95, 0.95), Volume = c(1000L, 100L, 600L, 500L, 50L, 1000L,
40L, 100L, 500L, 100L)), .Names = c("", "Close", "Volume"
), class = "data.frame", row.names = c("1", "2", "3", "4", "5",
"6", "7", "8", "9", "10"))
我假设时间戳中的逗号是小数点分隔符。
library("chron")
time.idx <- times(gsub(",",".",as.character(SOLK[[1]])))
不幸的是,似乎xts
不会将此视为有效的order.by
;所以必须包括一个日期(今天,因缺乏更好的选择),以使xts
满意。
xts(SOLK[[2]], order.by=chron(Sys.Date(), time.idx))