如何将带有因子列的数据框转换为xts对象? [英] How can i convert a dataframe with a factor column to a xts object?
问题描述
我有一个csv文件，当我使用此命令时
I have a csv file and when i use this command
SOLK<-read.table('Book1.csv',header=TRUE,sep=';')
我得到这个输出
> 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
这是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所每日交易时段中每笔交易的时间戳.我想将关闭"和成交量"列转换为按时间"列排序的xts对象.
The first column includes the time stamp of every transaction during a stock's exchange daily session. I would like to convert the Close and Volume columns to an xts object ordered by the Time column.
推荐答案
更新:从您的编辑看来，您使用两个不同的命令导入了数据.看来您应该使用read.csv2.我用Lines更新了我的答案，(我认为)看起来更像您的原始CSV(我不得不猜测，因为您没有说文件的外观).答案的其余部分不会改变.
UPDATE: From your edits, it appears you imported your data using two different commands. It also appears you should be using read.csv2. I've updated my answer with Lines that (I assume) look more like your original CSV (I have to guess because you don't say what the file looks like). The rest of the answer doesn't change.
您必须在时间中添加一个日期，因为xts在内部将所有索引值存储为POSIXct(我刚刚使用了今天的日期).
You have to add a date to your times because xts stores all index values internally as POSIXct (I just used today's date).
我必须将，"十进制表示法转换为."约定(使用gsub)，但这可能取决于语言环境，您可能不需要这样做. paste今天的日期加上(可能是经过转换的)时间，然后将其转换为POSIXct以创建适合xts的索引.
I had to convert the "," decimal notation to the "." convention (using gsub), but that may be locale-dependent and you may not need to. paste today's date with the (possibly converted) time and then convert it to POSIXct to create an index suitable for xts.
我还对索引进行了格式化，以便您可以看到小数秒.
I've also formatted the index so you can see the fractional seconds.
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
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