would someone be kind enough to paste the code below into an R session (
ir you
can paste it into a file and just source it ) and take a look at it ? I
must be doing something wrong but
i can't find it.
I start out with a zoo object that has 100 elements in it.
then, i only want to keep the rows in which the bid and the ask are both
grester than zero. ( maybe my logic is wrong there ? ).
i expected to get the full zoo object back after using the filter above
because all the bids and the asks are greater than zero.
yet, i'm nott getting the full data back. ( i actually started out with
a much much bigger object but i figured it would
be easier to deal with one hundred in this example ).
so, when i didn' get the full data back, i started putting my logic into
temp.
for some strange reason, when i sum temp or print it out or whateveer, i
get 54 elements. i think you will also if you run it.
i noticed this about 5 hours ago and i can't find my error. i don't
think it has to do with zoo. it must be my logic somehow but
i just don't see it and i don't know what else to do ?
you need to include the zoo library for below to work. ( and i think zoo
depends on chron so you would need that also ).
thanks a lot to anyone who is kind enough to take a look at this for me.
i really appreciate it.
the difficulty is that i don't et an error so i can't go any further
given my knowledge of R which isn't so great.
#-----------------------------------------------------------------------
------------------------------------------------------------------------
------------------------------------------------------------------------
--------------------------------------------
fxdata<-structure(c(27.21, 27.21, 27.21, 27.21, 27.26, 27.25, 27.55,
27.5, 27.5, 27.5, 27.5, 27.52, 27.52, 27.52, 27.52, 27.58, 27.58,
27.58, 27.58, 27.62, 27.6, 27.6, 27.6, 27.65, 27.6, 27.6, 27.6, 27.6,
27.6, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57,
27.57, 27.57, 27.58, 27.58, 27.6, 27.58, 27.58,
27.6, 27.58, 27.58, 27.58, 27.59, 27.6, 27.59, 27.59, 27.58,
27.58, 27.58, 27.58, 27.58, 27.59, 27.58, 27.58, 27.59, 27.58,
27.59, 27.58, 27.6, 27.6, 27.58, 27.58, 27.58, 27.58, 27.58,
27.59, 27.58, 27.58, 27.58, 27.58, 27.58, 27.61, 27.61, 27.61,
27.61, 27.62, 27.62, 27.59, 27.61, 27.59, 27.59, 27.61, 27.61,
27.59, 27.59, 27.58, 27.58, 27.58, 27.58, 27.57, 27.57, 27.57,
27.58, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.65,
27.65, 27.58, 27.58, 27.58, 27.58, 27.58, 27.6, 27.6, 27.6, 27.62,
27.65, 27.65, 27.65, 27.66, 27.67, 27.67, 27.67, 27.66, 27.65,
27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.63,
27.6, 27.6, 27.58, 27.6, 27.6, 27.65, 27.65, 27.65, 27.63, 27.63,
27.61, 27.6, 27.63, 27.63, 27.65, 27.65, 27.63, 27.63, 27.59,
27.59, 27.59, 27.63, 27.64, 27.64, 27.62, 27.62, 27.62, 27.62,
27.62, 27.62, 27.62, 27.62, 27.59, 27.59, 27.62, 27.62, 27.62,
27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.63, 27.63, 27.63,
27.63, 27.63, 27.63, 27.63, 27.63, 27.62, 27.62, 27.62, 27.62,
27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.58, 27.62, 27.62
), .Dim = c(100, 2), .Dimnames = list(c("1", "2", "3", "4", "5",
"6", "7", "8", "9", "10", "11", "12", "13", "14", "15", "16",
"17", "18", "19", "20", "21", "22", "23", "24", "25", "26", "27",
"28", "29", "30", "31", "32", "33", "34", "35", "36", "37", "38",
"39", "40", "41", "42", "43", "44", "45", "46", "47", "48", "49",
"50", "51", "52", "53", "54", "55", "56", "57", "58", "59", "60",
"61", "62", "63", "64", "65", "66", "67", "68", "69", "70", "71",
"72", "73", "74", "75", "76", "77", "78", "79", "80", "81", "82",
"83", "84", "85", "86", "87", "88", "89", "90", "91", "92", "93",
"94", "95", "96", "97", "98", "99", "100"), c("bid", "ask")), index =
structure(c(1144049400,
1144049400, 1144049400, 1144050402, 1144050402, 1144050414, 1144051028,
1144051200, 1144051200, 1144051202, 1144051252, 1144051255, 1144051257,
1144051343, 1144051352, 1144051360, 1144051376, 1144051378, 1144051388,
1144051397, 1144051437, 1144051470, 1144051537, 1144051542, 1144051583,
1144051583, 1144051583, 1144051583, 1144051587, 1144051588, 1144051589,
1144051603, 1144051713, 1144051743, 1144051747, 1144051756, 1144052022,
1144052087, 1144052223, 1144052230, 1144052300, 1144052317, 1144052440,
1144052568, 1144052569, 1144052609, 1144052620, 1144052620, 1144052623,
1144052652, 1144052792, 1144052819, 1144052820, 1144052973, 1144052984,
1144052985, 1144052987, 1144053001, 1144053077, 1144053121, 1144053121,
1144053168, 1144053168, 1144054193, 1144054231, 1144054299, 1144054307,
1144054309, 1144054549, 1144054566, 1144054566, 1144054569, 1144054614,
1144054622, 1144054622, 1144054633, 1144054633, 1144054638, 1144054876,
1144054878, 1144054879, 1144054880, 1144054882, 1144054887, 1144054892,
1144054892, 1144054893, 1144054896, 1144054897, 1144054930, 1144054948,
1144054955, 1144055142, 1144055142, 1144055142, 1144055177, 1144055177,
1144055194, 1144055242, 1144055242), class = c("POSIXt", "POSIXct"
), tzone = ""), class = "zoo")
fxdata<-fxdata[(( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0 )),]
temp<-( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0 )
print(temp)
print(length(temp))
print(sum(temp))
--------------------------------------------------------
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