Re: [R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-10 Thread vanilla fantasy
Thanks David.

You mentioned that I need to insert an extra cell and move the header over
one position. I tried for a few times but still coudnt figure out how. Can
you pls advise? Many thanks.
On Sun, Oct 10, 2010 at 11:55 AM, David Winsemius dwinsem...@comcast.netwrote:


 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, 2101, )
 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.

 --
 View this message in context:
 http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html
 Sent from the R help mailing list archive at Nabble.com.

 __
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 and provide commented, minimal, self-contained, reproducible code.




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Re: [R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-10 Thread vanilla fantasy
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.

  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
.
.

On Sun, Oct 10, 2010 at 11:55 AM, David Winsemius dwinsem...@comcast.netwrote:


 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, 2101, )
 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.

 --
 View this message in context:
 http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html
 Sent from the R help mailing list archive at Nabble.com.

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.htmlhttp://www.r-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.



__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-10 Thread David Winsemius


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 1 ...
 $ 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 dimnamesclass
.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 1 ...
 $ 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, 2101, )
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.

--
View this message in context: 
http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


nikkei screenshot.jpg



Re: [R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-10 Thread Gabor Grothendieck
On Sun, Oct 10, 2010 at 8:09 AM, David Winsemius dwinsem...@comcast.net wrote:

 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.:


write.zoo in the zoo package can write xts objects. See ?write.zoo:

   write.zoo(N225, file = myfile.dat, ...possibly other arguments...)


-- 
Statistics  Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-09 Thread missvanilla

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, 2101, )
write.table(N225,Nikkei.xls,sep='\t', row.name = TRUE , col.name = NA)

Appreciate your kind assistance! Thanks a lot in advance. 

-- 
View this message in context: 
http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Help needed for getYahooData in TTR package writing the Yahoo data to excel

2010-10-09 Thread David Winsemius


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, 2101, )
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.

--
View this message in context: 
http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.