r - 如何将带有因子列的数据框转换为 xts 对象？

Question

我有一个 csv 文件，当我使用此命令时

SOLK<-read.table('Book1.csv',header=TRUE,sep=';')

我得到这个输出

> SOLK
          Time Close Volume
1   10:27:03,6  0,99   1000
2   10:32:58,4  0,98    100
3   10:34:16,9  0,98    600
4   10:35:46,0  0,97    500
5   10:35:50,6  0,96     50
6   10:35:50,6  0,96   1000
7   10:36:10,3  0,95     40
8   10:36:10,3  0,95    100
9   10:36:10,4  0,95    500
10  10:36:10,4  0,95    100
.      .         .       .
.      .         .       .
.      .         .       .
285 17:09:44,0  0,96    404

这是 dput(SOLK[1:10,])的结果:

 > dput(SOLK[1:10,])
structure(list(Time = structure(c(1L, 2L, 3L, 4L, 5L, 5L, 6L, 
6L, 7L, 7L), .Label = c("10:27:03,6", "10:32:58,4", "10:34:16,9", 
"10:35:46,0", "10:35:50,6", "10:36:10,3", "10:36:10,4", "10:36:30,8", 
"10:37:23,3", "10:37:38,2", "10:37:39,3", "10:37:45,9", "10:39:07,5", 
"10:39:07,6", "10:39:46,6", "10:41:21,8", "10:43:20,6", "10:43:36,4", 
"10:43:48,8", "10:43:48,9", "10:43:54,6", "10:44:01,5", "10:44:08,4", 
"10:45:47,2", "10:46:16,7", "10:47:03,6", "10:47:48,6", "10:47:55,0", 
"10:48:09,9", "10:48:30,6", "10:49:20,6", "10:50:31,9", "10:50:34,6", 
"10:50:38,1", "10:51:02,8", "10:51:11,5", "10:55:57,7", "10:57:57,2", 
"10:59:06,9", "10:59:33,5", "11:00:31,0", "11:00:31,1", "11:04:46,4", 
"11:04:53,4", "11:04:54,6", "11:04:56,1", "11:04:58,9", "11:05:02,0", 
"11:05:02,6", "11:05:24,7", "11:05:56,7", "11:06:15,8", "11:13:24,1", 
"11:13:24,2", "11:13:32,1", "11:13:36,2", "11:13:37,2", "11:13:44,5", 
"11:13:46,8", "11:14:12,7", "11:14:19,4", "11:14:19,8", "11:14:21,2", 
"11:14:38,7", "11:14:44,0", "11:14:44,5", "11:15:10,5", "11:15:10,6", 
"11:15:12,9", "11:15:16,6", "11:15:23,3", "11:15:31,4", "11:15:36,4", 
"11:15:37,4", "11:15:49,5", "11:16:01,4", "11:16:06,0", "11:17:56,2", 
"11:19:08,1", "11:20:17,2", "11:26:39,4", "11:26:53,2", "11:27:39,5", 
"11:28:33,0", "11:30:42,3", "11:31:00,7", "11:33:44,2", "11:39:56,1", 
"11:40:07,3", "11:41:02,1", "11:41:30,1", "11:45:07,0", "11:45:26,6", 
"11:49:50,8", "11:59:58,1", "12:03:49,9", "12:04:12,6", "12:06:05,8", 
"12:06:49,2", "12:07:56,0", "12:09:37,7", "12:14:25,5", "12:14:32,1", 
"12:15:42,1", "12:15:55,2", "12:16:36,9", "12:16:44,2", "12:18:00,3", 
"12:18:12,8", "12:28:17,8", "12:28:17,9", "12:28:23,7", "12:28:51,1", 
"12:36:33,2", "12:37:45,0", "12:39:22,2", "12:40:19,5", "12:42:22,1", 
"12:58:46,3", "13:06:05,8", "13:06:05,9", "13:07:17,6", "13:07:17,7", 
"13:09:01,3", "13:09:01,4", "13:09:11,3", "13:09:31,0", "13:10:07,8", 
"13:35:43,8", "13:38:27,7", "14:11:16,0", "14:17:31,5", "14:26:13,9", 
"14:36:11,8", "14:38:43,7", "14:38:47,8", "14:38:51,8", "14:48:26,7", 
"14:52:07,4", "14:52:13,8", "15:09:24,7", "15:10:25,8", "15:29:12,1", 
"15:31:55,9", "15:34:04,1", "15:44:10,8", "15:45:07,1", "15:57:04,9", 
"15:57:13,9", "16:16:27,9", "16:21:41,7", "16:36:01,5", "16:36:13,2", 
"16:46:10,5", "16:46:10,6", "16:47:37,3", "16:50:52,4", "16:50:52,5", 
"16:51:44,5", "16:55:11,5", "16:56:21,8", "16:56:37,5", "16:57:37,9", 
"16:58:18,6", "16:58:44,5", "17:00:39,1", "17:01:50,7", "17:03:13,2", 
"17:03:28,3", "17:03:46,7", "17:03:47,0", "17:04:30,4", "17:08:41,8", 
"17:09:44,0"), class = "factor"), Close = structure(c(8L, 7L, 
7L, 6L, 5L, 5L, 4L, 4L, 4L, 4L), .Label = c("0,92", "0,93", "0,94", 
"0,95", "0,96", "0,97", "0,98", "0,99"), class = "factor"), Volume = c(1000L, 
100L, 600L, 500L, 50L, 1000L, 40L, 100L, 500L, 100L)), .Names = c("Time", 
"Close", "Volume"), row.names = c(NA, 10L), class = "data.frame")

第一列包括股票交易所每日交易时段内每笔交易的时间戳。我想将 Close 和 Volume 列转换为按时间列排序的 xts 对象。

Answer 1

更新:根据您的编辑，您似乎使用两个不同的命令导入了数据。看来您也应该使用 read.csv2 .我已经用 Lines 更新了我的答案那(我假设)看起来更像您的原始 CSV(我必须猜测，因为您没有说明文件的外观)。其余答案不变。

您必须为您的时间添加一个日期，因为 xts 在内部将所有索引值存储为 POSIXct (我只是用了今天的日期)。

我不得不将“，”十进制符号转换为“。”约定(使用 gsub )，但这可能取决于语言环境，您可能不需要。 paste今天的日期与(可能已转换)时间，然后将其转换为 POSIXct创建一个适合 xts 的索引。

我还格式化了索引，以便您可以看到小数秒。

Lines <- "Time;Close;Volume
10:27:03,6;0,99;1000
10:32:58,4;0,98;100
10:34:16,9;0,98;600
10:35:46,0;0,97;500
10:35:50,6;0,96;50
10:35:50,6;0,96;1000
10:36:10,3;0,95;40
10:36:10,3;0,95;100
10:36:10,4;0,95;500
10:36:10,4;0,95;100"

SOLK <- read.csv2(con <- textConnection(Lines))
close(con)

solk <- xts(SOLK[,c("Close","Volume")],
  as.POSIXct(paste("2011-09-02", gsub(",",".",SOLK[,1]))))
indexFormat(solk) <- "%Y-%m-%d %H:%M:%OS6"
solk
#                            Close Volume
# 2011-09-02 10:27:03.599999  0.99   1000
# 2011-09-02 10:32:58.400000  0.98    100
# 2011-09-02 10:34:16.900000  0.98    600
# 2011-09-02 10:35:46.000000  0.97    500
# 2011-09-02 10:35:50.599999  0.96     50
# 2011-09-02 10:35:50.599999  0.96   1000
# 2011-09-02 10:36:10.299999  0.95     40
# 2011-09-02 10:36:10.299999  0.95    100
# 2011-09-02 10:36:10.400000  0.95    500
# 2011-09-02 10:36:10.400000  0.95    100