R xts:毫秒索引 [英] R xts: millisecond index

问题描述

如何创建索引包含毫秒的 xts 对象?我在 POSIXlt 帮助页面中找不到任何格式规范，但有一个 参考 到 indexFormat() 中的 %OS.

How do I create an xts object whose indexes include milliseconds? I can't find any format spec in the POSIXlt help page but there is a reference to %OS in indexFormat().

更新

基于 Gavin 动物园答案的 xts 示例:

xts example based on Gavin zoo answer:

> options(digits.secs = 3)
> data(sample_matrix)
> sample.xts = xts(sample_matrix, Sys.time() + seq(0, by = 0.1, length = 180))
> head(sample.xts)
                            Open     High      Low    Close
2012-03-20 08:49:02.820 50.03978 50.11778 49.95041 50.11778
2012-03-20 08:49:02.920 50.23050 50.42188 50.23050 50.39767
2012-03-20 08:49:03.020 50.42096 50.42096 50.26414 50.33236
2012-03-20 08:49:03.120 50.37347 50.37347 50.22103 50.33459
2012-03-20 08:49:03.220 50.24433 50.24433 50.11121 50.18112
2012-03-20 08:49:03.320 50.13211 50.21561 49.99185 49.99185

推荐答案

这适用于 zoo 包，所以我怀疑它也适用于 xts 因为后者建立在以前.

This works with package zoo so I suspect it works also with xts as the latter builds upon the former.

> ## create some times with milliseconds
> times <- Sys.time() + seq(0, by = 0.1, length = 10)
> times
 [1] "2012-03-19 22:10:57.763 GMT" "2012-03-19 22:10:57.863 GMT"
 [3] "2012-03-19 22:10:57.963 GMT" "2012-03-19 22:10:58.063 GMT"
 [5] "2012-03-19 22:10:58.163 GMT" "2012-03-19 22:10:58.263 GMT"
 [7] "2012-03-19 22:10:58.363 GMT" "2012-03-19 22:10:58.463 GMT"
 [9] "2012-03-19 22:10:58.563 GMT" "2012-03-19 22:10:58.663 GMT"
> ZOO <- zoo(1:10, order = times)
> index(ZOO)
 [1] "2012-03-19 22:10:57.763 GMT" "2012-03-19 22:10:57.863 GMT"
 [3] "2012-03-19 22:10:57.963 GMT" "2012-03-19 22:10:58.063 GMT"
 [5] "2012-03-19 22:10:58.163 GMT" "2012-03-19 22:10:58.263 GMT"
 [7] "2012-03-19 22:10:58.363 GMT" "2012-03-19 22:10:58.463 GMT"
 [9] "2012-03-19 22:10:58.563 GMT" "2012-03-19 22:10:58.663 GMT"

查看毫秒的技巧是通过 options() 更改 digits.secs 选项.以上执行使用:

The trick to see the milliseconds is to alter the digits.secs option via options(). The above performed using:

> getOption("digits.secs")
[1] 3

使用什么设置

> opts <- options(digits.secs = 3)

您可以通过执行 options(opts) 将其重置为默认值 (0).默认情况下，R 不打印亚秒信息，因为 digits.secs 默认为 0.即使没有打印，数据也会以亚秒级精度记录.

You can reset this to default (0) by doing options(opts). By default R doesn't print sub-second information because digits.secs defaults to 0. The data are recorded to sub-second accuracy though, even if not printed.

如果这不是你的意思，你能解释一下你做了什么不起作用的事情吗?

If this is not what you meant, can you explain what you did that was not working?

这篇关于R xts:毫秒索引的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！