On Oct 10, 2010, at 5:27 AM, vanilla fantasy wrote:
Just trying to be clearer on the problem faced, the dates in the 1st
colume become 1,2,3,4 in excel as below, the screenshot of how data
appears in excel is attached.
I can affirm that there was at one time a jpg since you copied me an
my mail client is much less suspicious about attachments than is the
mainly lis server. Nobody else got a copy, though.
Open High Low Close Volume
1 18937.45 19187.61 18937.45 19002.86 0
2 19003.51 19003.51 18221.82 18542.55 0
3 18574.01 18582.74 18168.27 18168.27 0
4 18194.05 18285.73 18068.10 18193.41 0
5 18246.10 18887.56 18246.10 18850.92 0
THat was really not a data.frame in R, but rahter an xts object and
when write.table coverted it to a data.frame the dates (which were an
attribute got stripped off.:
> str(N225)
An ‘xts’ object from 2000-01-04 to 2010-10-08 containing:
Data: num [1:2644, 1:5] 18937 19004 18574 18194 18246 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:5] "Open" "High" "Low" "Close" ...
Indexed by objects of class: [POSIXt,POSIXct] TZ:
xts Attributes:
NULL
> str(as.data.frame(N225))
'data.frame': 2644 obs. of 5 variables:
$ Open : num 18937 19004 18574 18194 18246 ...
$ High : num 19188 19004 18583 18286 18888 ...
$ Low : num 18937 18222 18168 18068 18246 ...
$ Close : num 19003 18543 18168 18193 18851 ...
$ Volume: num 0 0 0 0 0 0 0 0 0 0 ...
You probably first need to extract the dates from that xts object
> names(attributes(N225))
[1] "index" "dim" "dimnames" "class"
".indexCLASS"
[6] ".indexTZ"
> str(attr(N225, "index"))
num [1:2644] 9.47e+08 9.47e+08 9.47e+08 9.47e+08 9.48e+08 ...
So the dates are not in a DateTime format, but experimentation shows
them to be a series of 5:00:: if treated as POSIXct.
> dts <- as.POSIXct(attributes(N225)$index, origin="1970-01-01")
> str(dts)
POSIXct[1:2644], format: "2000-01-04 05:00:00" "2000-01-05
05:00:00" ...
You will first need to use as.data.frame to "re-class" the data matrix
in N225 and then add a column of dates. Sorry for the initial off-base
reply. I should have looked at the tab separated file you created
rather than assuming I what would happen. Maybe all in one stroke:
> N225df <- cbind(dts, as.data.frame(N225) )
> str(N225df)
'data.frame': 2644 obs. of 6 variables:
$ dts : POSIXct, format: "2000-01-04 05:00:00" "2000-01-05
05:00:00" ...
$ Open : num 18937 19004 18574 18194 18246 ...
$ High : num 19188 19004 18583 18286 18888 ...
$ Low : num 18937 18222 18168 18068 18246 ...
$ Close : num 19003 18543 18168 18193 18851 ...
$ Volume: num 0 0 0 0 0 0 0 0 0 0 ...
--
David.
.
.
On Sun, Oct 10, 2010 at 11:55 AM, David Winsemius <dwinsem...@comcast.net
> wrote:
On Oct 9, 2010, at 10:54 PM, missvanilla wrote:
Dear all,
I'm totally new to R. Recently I've been trying to use getYahooData
in TTR
package in order to download stock index daily open/high/low/close.
The
downloaded data is in the format of
Open High Low Close Volume
2000-01-04 18937.45 19187.61 18937.45 19002.86 0
2000-01-05 19003.51 19003.51 18221.82 18542.55 0
2000-01-06 18574.01 18582.74 18168.27 18168.27 0
2000-01-07 18194.05 18285.73 18068.10 18193.41 0
2000-01-11 18246.10 18887.56 18246.10 18850.92 0
2000-01-12 18780.17 18811.87 18626.92 18677.42 0
2000-01-13 18667.18 18845.03 18667.18 18833.29 0
2000-01-14 18882.99 19058.02 18733.83 18956.55 0
2000-01-17 19025.62 19442.58 19025.62 19437.23 0
2000-01-18 19412.47 19412.47 19145.17 19196.57 0
However, when I attempted to write the data to excel using
write.table,
dates in the first colume become 1,2,3,4 in the excel file. Same
problem
happened if write.csv was used.
If you run these two lines of code you'll get what I meant.. before
running
the code, package TTR needs to be loaded.
N225 <- getYahooData("^N225", 20000101, )
write.table(N225,"Nikkei.xls",sep='\t', row.name = TRUE , col.name =
NA)
There is a well-described problem with write.table files going into
Excel. There is no leading item or tab on the first row. You need to
insert an extra cell and move the header over one position. Then you
won't be misinterpreting your row.names as dates.
--
David
Appreciate your kind assistance! Thanks a lot in advance.
--
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<nikkei screenshot.jpg>
David Winsemius, MD
West Hartford, CT
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