问题
I have tab delimited file in format of:
Date Time Last LastSize TotVol Bid Ask TickID BidSize AskSize
8/23/2012 0:00:00 0.95711 1 20670 0.95711 0.95742 0 0 0
8/23/2012 0:00:04 0.9571 1 20671 0.9571 0.9574 0 0 0
I am using the function to create an XTS within R.
> EURUSD <- as.xts(read.zoo("C:\\Users\\caustic\\Documents\\DTN\\IQFeed\\EURUSD.FXCM_1.txt",
+ sep='\t',
+ tz='',
+ header=T,
+ format='%d/%m/%Y %H:%M:%S'))
I get an error of: Error in as.POSIXlt.character(x, tz, ...) : character string is not in a standard unambiguous format
The question is: How do I combine the data and time into needed POSIX format? Thanks
回答1:
Since OP hasn't really updated his answer, I will add one way of doing this.
To convert tab delimited (or CSV ) content to xts
, I prefer to first read data as normal data frame and then use .xts
function to convert the data.frame
to xts
.xts
is currently undocumented function though.
require(xts)
filecontent <- 'Date Time Last LastSize TotVol Bid Ask TickID BidSize AskSize
8/23/2012 0:00:00 0.95711 1 20670 0.95711 0.95742 0 0 0
8/23/2012 0:00:04 0.9571 1 20671 0.9571 0.9574 0 0 0'
DF <- read.table(text = filecontent, header = TRUE, stringsAsFactors = FALSE)
DFINDEX <- paste(DF$Date, DF$Time, sep = " ")
DF.XTS <- .xts(x = DF[, 3:10], index = as.POSIXct(DFINDEX, format = "%m/%d/%Y %H:%M:%S", tzone = "GMT"))
DF.XTS
## Last LastSize TotVol Bid Ask TickID BidSize AskSize
## 2012-08-23 08:00:00 0.95711 1 20670 0.95711 0.95742 0 0 0
## 2012-08-23 08:00:04 0.95710 1 20671 0.95710 0.95740 0 0 0
回答2:
It was example 4 that works in cran.r-project.org/web/packages/zoo/vignettes/zoo-read.pdf Thanks to Joshua Ulrich for help
来源:https://stackoverflow.com/questions/12115716/convert-tab-delimited-to-xts-within-r