r - 如何找到股票盘中高点和低点之间耗时？

Question

我在 60 分钟的窗口内切分了一只股票的数据。

我想找出高点和低点之间耗时长度，以及哪个先发生。

我一直收到错误:as.POSIXct.default(time1) 中的错误:
不知道如何将“time1”转换为类“POSIXct”

这是导致错误的行:

difftime(x$Date[which.min(x$Price)],x$Date[which.max(x$Price)],unit='secs'))

我已经包含了我的代码和数据集。谢谢你的帮助

#load data
data1<-read.table("EKSO.txt",header=T,sep=",",stringsAsFactors=F)

#calculate total amount traded
data1["TT"]<-data1$Price*data1$Size

#Change the name of Size into Volume
colnames(data1)[4]<-"Volume"

#combine and convert date and time
data1$Date <- strptime(paste(data1$Date, data1$Time), "%m/%d/%Y %H:%M:%S")

#remove Time columns
data1<-data1[-2]

#load xts and zoo library
library(xts)
library(zoo)


#create an xts object
myxts<-xts(data1[,2:4],order.by=as.POSIXct(data1[,1]))


myxts60<-period.apply(myxts, endpoints(myxts, "minutes", 60), function(x) {
  cbind(as.numeric(first(x$Price)),
        as.numeric(max(x$Price)),
        as.numeric(min(x$Price)),
        as.numeric(last(x$Price)),
        sum(x$Volume),
        sum(x$TT),

  difftime(x$Date[which.min(x$Price)],x$Date[which.max(x$Price)],unit='secs'))

})
colnames(myxts60)<-c("Open","High","Low","Close","Volume","TT",'timeHighLow')

数据集:

Date,Time,Price,Size
02/07/2014,09:30:01,3,500
02/07/2014,09:30:29,3,42
02/07/2014,09:35:56,3,100
02/07/2014,09:37:17,3,100
02/07/2014,09:37:28,3.2,900
02/07/2014,09:37:35,3.2,4900
02/07/2014,09:37:51,3.2,1000
02/07/2014,09:42:11,3.2,500
02/07/2014,10:00:31,3,2400
02/07/2014,10:00:37,3.2,500
02/07/2014,10:00:44,3.2,3347
02/07/2014,10:07:33,3.2,1000
02/07/2014,10:31:42,3.24,1000
02/07/2014,10:33:44,3.24,200
02/07/2014,10:40:28,3.25,300
02/07/2014,10:49:57,3.25,600
02/07/2014,10:53:16,3.25,100
02/07/2014,10:53:32,3.4,1000
02/07/2014,10:54:13,3.4,500
02/07/2014,11:05:37,3.35,1000
02/07/2014,11:11:29,3.25,600
02/07/2014,11:15:26,3.3,60
02/07/2014,11:19:16,3.3,23
02/07/2014,11:21:14,3.25,100
02/07/2014,11:21:22,3.25,100
02/07/2014,11:21:30,3.2,500
02/07/2014,11:21:35,3.2,500
02/07/2014,11:21:43,3.2,500
02/07/2014,11:29:58,3.1,200
02/07/2014,11:35:42,3.19,360
02/07/2014,11:39:51,3.19,1000
02/07/2014,11:52:39,3.15,200
02/07/2014,11:53:51,3.15,100
02/07/2014,11:55:11,3.2,100
02/07/2014,12:17:32,3.2,1500
02/07/2014,12:35:42,3.24,1200
02/07/2014,12:37:53,3.24,100
02/07/2014,12:38:02,3.24,3500
02/07/2014,12:53:57,3.24,400
02/07/2014,13:10:57,3.239,100
02/07/2014,13:11:35,3.24,800
02/07/2014,13:13:41,3.24,1000
02/07/2014,13:39:40,3.24,450
02/07/2014,13:56:04,3.24,500
02/07/2014,14:09:49,3.24,600
02/07/2014,14:11:25,3.24,1000
02/07/2014,14:25:53,3.24,25
02/07/2014,14:30:58,3.24,30
02/07/2014,14:31:36,3.24,30
02/07/2014,14:32:12,3.24,30
02/07/2014,14:33:00,3.24,100
02/07/2014,14:34:49,3.24,1100
02/07/2014,14:36:02,3.24,2000
02/07/2014,14:37:07,3.22,1500
02/07/2014,14:42:30,3.22,3300
02/07/2014,14:42:46,3.22,100
02/07/2014,14:42:54,3.2,1000
02/07/2014,14:53:13,3.23,240
02/07/2014,14:53:27,3.24,500
02/07/2014,14:53:59,3.24,60
02/07/2014,14:54:46,3.2,1500
02/07/2014,14:57:45,3.2,160
02/07/2014,14:57:46,3.2,125
02/07/2014,14:57:54,3.2,100
02/07/2014,15:05:56,3.19,100
02/07/2014,15:22:21,3.19,300
02/07/2014,15:22:28,3.18,150
02/07/2014,15:23:09,3.19,2000
02/07/2014,15:35:23,3.18,1500
02/07/2014,15:44:36,3.18,600
02/10/2014,09:30:02,3.25,100
02/10/2014,09:30:02,3.25,25
02/10/2014,09:30:24,3.25,150
02/10/2014,09:30:40,3.25,100
02/10/2014,09:31:11,3.25,650
02/10/2014,09:35:32,3.24,200
02/10/2014,09:37:59,3.19,100
02/10/2014,09:38:01,3.2,2000
02/10/2014,09:38:09,3.18,185
02/10/2014,09:38:36,3.18,500
02/10/2014,09:39:13,3.18,1042
02/10/2014,09:39:18,3.18,156
02/10/2014,09:39:18,3.17,20
02/10/2014,09:41:24,3.15,100
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:41,3.15,500
02/10/2014,09:42:57,3.15,100
02/10/2014,09:43:24,3.12,500
02/10/2014,09:43:29,3.12,100
02/10/2014,09:43:32,3.1,5000
02/10/2014,09:44:02,3.1,500
02/10/2014,09:44:19,3.1,500
02/10/2014,09:44:22,3.09,100
02/10/2014,09:44:22,3.09,96
02/10/2014,09:44:55,3.05,100
02/10/2014,09:45:11,3.05,676
02/10/2014,09:45:23,3,150
02/10/2014,09:45:44,2.95,1000
02/10/2014,09:45:53,2.95,1500
02/10/2014,09:47:17,2.95,100
02/10/2014,09:47:46,2.9,100
02/10/2014,09:48:24,2.9,500
02/10/2014,09:48:50,2.9,100
02/10/2014,09:49:11,2.85,386
02/10/2014,09:49:13,2.85,100
02/10/2014,09:49:14,2.8,200
02/10/2014,09:49:15,2.7,100
02/10/2014,09:49:22,2.7,100
02/10/2014,09:49:32,2.7,100
02/10/2014,09:50:09,2.65,2500
02/10/2014,09:50:44,2.66,2500
02/10/2014,09:50:49,2.6,100
02/10/2014,09:50:53,2.7,240
02/10/2014,09:50:54,2.61,1000
02/10/2014,09:50:58,2.65,414
02/10/2014,09:55:24,2.95,100
02/10/2014,09:57:22,2.95,400
02/10/2014,10:07:21,2.95,400
02/10/2014,10:16:28,2.95,250
02/10/2014,10:21:20,2.85,300
02/10/2014,10:32:40,2.94,100
02/10/2014,10:33:18,2.95,426
02/10/2014,10:33:38,2.95,70
02/10/2014,10:33:39,2.94,1900
02/10/2014,10:43:46,2.95,4500
02/10/2014,10:44:00,2.99,200
02/10/2014,10:44:20,2.99,505
02/10/2014,10:49:30,2.96,500
02/10/2014,10:57:22,2.95,2500
02/10/2014,10:57:25,2.95,500
02/10/2014,10:57:40,2.95,500
02/10/2014,11:38:29,3,500
02/10/2014,11:38:35,3.05,500
02/10/2014,11:38:45,3.1,1000
02/10/2014,11:45:08,3.05,100
02/10/2014,11:49:55,3.01,100
02/10/2014,11:50:14,3,1900
02/10/2014,11:50:18,3,100
02/10/2014,12:07:51,3,1000
02/10/2014,12:33:26,3,400
02/10/2014,13:57:20,3.1,150
02/10/2014,13:57:34,3,42
02/10/2014,14:21:42,3.15,500
02/10/2014,14:23:35,3.15,1000
02/10/2014,14:25:40,3.05,200
02/10/2014,14:26:01,3.15,100
02/10/2014,14:50:50,3.15,100
02/10/2014,14:51:00,3.1,100
02/10/2014,14:51:09,3.1,100
02/10/2014,14:51:24,3.05,500
02/10/2014,14:51:43,3,100
02/10/2014,14:52:04,2.95,100
02/10/2014,14:52:15,2.99,25
02/10/2014,14:52:17,2.95,100
02/10/2014,14:52:33,2.9,500
02/10/2014,14:52:47,2.95,600
02/10/2014,14:52:49,2.85,100
02/10/2014,14:52:51,2.85,1000
02/10/2014,14:53:08,2.82,500
02/10/2014,14:53:24,2.85,500
02/10/2014,14:53:43,2.84,5400
02/10/2014,14:53:48,2.85,100
02/10/2014,15:00:48,2.99,64
02/10/2014,15:04:08,2.99,412
02/10/2014,15:11:42,2.99,100
02/10/2014,15:11:46,2.99,100
02/10/2014,15:12:06,2.99,100
02/10/2014,15:20:35,3.04,500
02/10/2014,15:30:28,3,500
02/10/2014,15:36:58,2.95,2000
02/10/2014,15:38:09,3,550
02/10/2014,15:39:48,2.97,2000
02/11/2014,09:30:04,3.2,100
02/11/2014,09:30:18,3.2,2000
02/11/2014,10:03:07,3.18,1000
02/11/2014,10:21:35,3.18,26
02/11/2014,10:27:09,3.15,500
02/11/2014,10:37:22,3.15,1108
02/11/2014,10:37:22,3.15,1054
02/11/2014,10:37:23,3.1,100
02/11/2014,10:42:26,3.05,1000
02/11/2014,10:42:57,3.02,1000
02/11/2014,10:43:29,3.02,1000
02/11/2014,10:48:27,3.02,100
02/11/2014,10:50:36,3.01,1000
02/11/2014,10:51:33,3.01,1000
02/11/2014,10:51:43,3.01,1000
02/11/2014,10:52:17,3.01,1000
02/11/2014,10:53:55,3.01,500
02/11/2014,10:54:31,3.05,40
02/11/2014,10:55:41,3.01,100
02/11/2014,10:55:44,3,3300
02/11/2014,10:55:44,3,100
02/11/2014,10:55:44,3,5000
02/11/2014,10:55:44,3,230
02/11/2014,10:56:21,3,100
02/11/2014,11:01:20,3,100
02/11/2014,11:01:21,3,50
02/11/2014,11:17:30,2.99,600
02/11/2014,11:17:34,3,500
02/11/2014,11:18:49,2.99,3000
02/11/2014,11:25:55,3.03,500
02/11/2014,11:29:59,2.99,400
02/11/2014,11:30:08,2.99,100
02/11/2014,11:30:18,2.99,100
02/11/2014,11:30:46,2.99,200
02/11/2014,11:38:48,2.95,100
02/11/2014,11:44:55,2.98,325
02/11/2014,12:32:09,3,500
02/11/2014,12:32:55,3,50
02/11/2014,13:15:49,3.1,1000
02/11/2014,14:16:16,3.05,350
02/11/2014,14:29:12,2.99,650
02/11/2014,14:32:23,2.99,335
02/11/2014,14:32:29,2.99,500
02/11/2014,15:25:01,3,1000
02/11/2014,15:49:37,3,500
02/11/2014,15:51:08,2.98,300
02/12/2014,08:46:23,3,1500
02/12/2014,09:10:01,3,2000
02/12/2014,09:21:31,3.1,1500
02/12/2014,09:26:33,3.2,2000
02/12/2014,09:27:58,3.2,2500
02/12/2014,09:30:00,3.2,2000
02/12/2014,09:30:00,3.2,10000
02/12/2014,09:30:01,3.2,500
02/12/2014,09:30:02,3.2,30
02/12/2014,09:30:18,3.2,30
02/12/2014,09:40:51,3.05,100
02/12/2014,09:40:52,3.05,1250
02/12/2014,09:41:01,3.05,806
02/12/2014,09:41:11,3,100
02/12/2014,09:43:48,2.98,1000
02/12/2014,09:44:22,3,4000
02/12/2014,09:44:27,2.98,1000
02/12/2014,09:44:31,2.98,2900
02/12/2014,09:47:43,2.98,110
02/12/2014,09:50:49,2.96,100
02/12/2014,09:50:51,2.8,750
02/12/2014,09:51:11,2.95,100
02/12/2014,09:55:35,2.95,1050
02/12/2014,09:55:56,2.95,100
02/12/2014,09:56:29,3,100
02/12/2014,09:56:43,3,100
02/12/2014,09:57:33,3.05,100
02/12/2014,10:04:50,2.85,2073
02/12/2014,10:09:33,3,500
02/12/2014,10:10:57,3.05,1000
02/12/2014,10:14:16,3.015,1500
02/12/2014,10:15:30,3,100
02/12/2014,10:15:38,2.85,2567
02/12/2014,10:27:05,2.85,2000
02/12/2014,11:02:02,2.9,32
02/12/2014,11:02:50,2.9,200
02/12/2014,11:03:14,2.89,100
02/12/2014,11:07:02,2.9,5000
02/12/2014,11:19:11,2.88,200
02/12/2014,11:19:31,2.88,1000
02/12/2014,11:19:36,2.8,1000
02/12/2014,11:19:40,2.8,1000
02/12/2014,11:19:40,2.86,100
02/12/2014,11:19:48,2.81,100
02/12/2014,11:20:04,2.8,1000
02/12/2014,11:20:05,2.8,1000
02/12/2014,11:20:22,2.76,100
02/12/2014,11:20:25,2.76,100
02/12/2014,11:22:32,2.86,1000
02/12/2014,11:31:36,2.85,1000
02/12/2014,11:42:08,2.85,10000
02/12/2014,11:59:29,2.86,1000
02/12/2014,12:01:34,2.86,1500
02/12/2014,12:01:45,2.85,1500
02/12/2014,12:12:42,2.86,1500
02/12/2014,12:30:57,2.9,400
02/12/2014,12:36:53,2.88,5000
02/12/2014,13:00:25,2.9,500
02/12/2014,15:26:05,3,1000
02/12/2014,15:36:19,3,1800
02/12/2014,15:36:27,3,12260
02/12/2014,15:39:15,3,200
02/12/2014,15:48:51,3,100
02/12/2014,15:48:53,3,500
02/13/2014,09:30:02,3,30
02/13/2014,09:34:31,3,100
02/13/2014,09:34:56,3,100
02/13/2014,09:47:57,2.9,1000
02/13/2014,09:51:42,2.91,3000
02/13/2014,09:59:59,2.92,500
02/13/2014,10:01:48,2.91,1000
02/13/2014,10:08:39,2.92,500
02/13/2014,11:05:38,3,100
02/13/2014,11:12:53,3,100
02/13/2014,11:14:56,3,1000
02/13/2014,11:17:59,3,772
02/13/2014,11:18:07,3,100
02/13/2014,11:18:10,3,500
02/13/2014,11:18:11,2.92,4000
02/13/2014,12:46:55,2.92,500
02/13/2014,13:58:38,3,6128
02/13/2014,14:02:03,3,1000
02/13/2014,14:30:38,3,3500
02/13/2014,14:58:47,3.05,500
02/13/2014,15:10:13,3,100
02/13/2014,15:10:18,3,300
02/13/2014,15:10:18,3,300
02/13/2014,15:10:20,3,10
02/13/2014,15:10:20,3,72
02/13/2014,15:33:25,3,27
02/13/2014,15:39:31,2.85,1000
02/13/2014,15:40:46,3,191
02/13/2014,15:41:06,3,100
02/14/2014,09:36:10,3,2200
02/14/2014,09:38:31,3.05,100
02/14/2014,09:42:42,3.15,350
02/14/2014,09:50:56,3.15,100
02/14/2014,09:50:57,3.2,100
02/14/2014,09:51:02,3.2,1532
02/14/2014,09:58:04,3.24,100
02/14/2014,09:58:09,3.24,1000
02/14/2014,09:58:27,3.24,100
02/14/2014,09:58:29,3.25,100
02/14/2014,09:58:31,3.25,4674
02/14/2014,09:59:17,3.29,1000
02/14/2014,09:59:28,3.25,50
02/14/2014,09:59:31,3.29,1000
02/14/2014,09:59:58,3.29,100
02/14/2014,10:00:02,3.3,3300
02/14/2014,10:02:48,3.35,10
02/14/2014,10:04:54,3.35,100
02/14/2014,10:05:05,3.3,500
02/14/2014,10:05:21,3.4,1000
02/14/2014,10:06:05,3.44,1000
02/14/2014,10:06:19,3.44,1000
02/14/2014,10:06:23,3.45,1000
02/14/2014,10:09:52,3.49,500
02/14/2014,10:10:13,3.47,300
02/14/2014,10:10:32,3.45,100
02/14/2014,10:10:33,3.4,1530
02/14/2014,10:12:49,3.26,500
02/14/2014,10:12:57,3.26,4400
02/14/2014,10:18:09,3.3,303
02/14/2014,10:20:06,3.3,400
02/14/2014,10:23:23,3.22,250
02/14/2014,10:23:37,3.24,2000
02/14/2014,10:23:38,3.22,500
02/14/2014,10:23:43,3.24,400
02/14/2014,10:23:50,3.2,1500
02/14/2014,10:24:08,3.2,100
02/14/2014,10:24:36,3.15,300
02/14/2014,10:25:08,3.14,50
02/14/2014,10:26:25,3.1,150
02/14/2014,10:27:48,3.15,1000
02/14/2014,10:27:54,3.1,100
02/14/2014,10:27:54,3.06,200
02/14/2014,10:27:58,3,100
02/14/2014,10:28:09,3,300
02/14/2014,10:28:29,2.95,100
02/14/2014,10:28:41,2.95,100
02/14/2014,10:29:19,2.85,350
02/14/2014,10:29:31,2.8,1077
02/14/2014,10:38:21,2.9,100
02/14/2014,11:01:07,2.95,1500
02/14/2014,11:13:54,2.99,2000
02/14/2014,11:15:14,2.99,1000
02/14/2014,11:44:57,2.95,500
02/14/2014,11:45:07,2.91,100
02/14/2014,11:45:18,2.9,5100
02/14/2014,11:45:29,2.86,3000
02/14/2014,11:45:48,2.86,1000
02/14/2014,11:49:44,2.9,700
02/14/2014,13:15:36,2.9,2000
02/14/2014,14:32:36,2.9,500
02/14/2014,14:32:39,2.89,200
02/14/2014,14:35:37,2.95,100
02/14/2014,14:35:41,2.95,100
02/14/2014,14:35:58,2.95,100
02/14/2014,14:35:58,2.95,73
02/14/2014,14:52:46,2.92,3000
02/14/2014,15:12:38,2.99,650
02/14/2014,15:13:22,2.9,1000
02/14/2014,15:41:52,3,3000
02/14/2014,15:47:11,2.95,100
02/14/2014,15:47:20,2.9,100
02/14/2014,15:47:24,2.9,1000
02/14/2014,15:47:28,2.89,1000
02/14/2014,15:47:35,2.88,300
02/14/2014,15:48:05,2.85,1000
02/14/2014,15:51:44,2.85,2000
02/18/2014,09:29:21,3.1,1000
02/18/2014,09:30:01,3.25,500
02/18/2014,09:30:46,3.25,1000
02/18/2014,09:30:57,3.1,100
02/18/2014,09:31:16,3.25,1500
02/18/2014,09:32:43,3.25,1000
02/18/2014,09:33:22,3.25,2620
02/18/2014,09:34:04,3.1,200
02/18/2014,09:34:12,3.05,100
02/18/2014,09:34:42,3.05,100
02/18/2014,09:51:08,2.95,100
02/18/2014,09:51:23,2.95,100
02/18/2014,09:52:56,2.9,1000
02/18/2014,09:53:27,2.9,100
02/18/2014,09:53:37,2.9,900
02/18/2014,09:58:02,2.92,1000
02/18/2014,09:59:29,2.92,100
02/18/2014,10:00:01,2.92,100
02/18/2014,10:00:08,2.92,100
02/18/2014,10:00:34,2.92,100
02/18/2014,10:00:37,2.95,2000
02/18/2014,10:00:37,2.95,100
02/18/2014,10:00:37,2.95,3500
02/18/2014,10:00:45,2.92,100

Answer 1

xts 对象没有像 data1 这样的 $Date 列，但它有一个 index() 存储日期/时间的位置。所以将该行更改为

difftime(index(x)[which.min(x$Price)], index(x)[which.max(x$Price)],unit='secs'))