[R索引（跟进显示时间索引提示）

Question

约书亚，

我希望你不觉得这是一个门外汉的做法，但是当我试图实现您提示如何在我的xts对象上只显示特定的时间索引，我总是得到空白数字。

> dput(x) 
structure(c("BHP", "BHP", "BHP", "BHP", "BHP", "BHP", "N", "N", 
"N", "N", "N", "N", "44560", "44560.0313951103", "44551.6606603345", 
"44560", "44560", "44560", "39844", "1072460", "405128", "4911", 
"2782", "1632", "44570", "44573.2273632603", "44579.8960524827", 
"44577.1033732318", "44579.9904979095", "44574.9768058317", "80", 
"13054", "88410", "13785", "5262", "1509", "12", "12", "12", 
"12", "12", "12"), .indexCLASS = structure("timeDate", package = "timeDate"), 
.indexTZ = "", class = c("xts", "zoo"), index = structure(c(1306922412, 
1306922414, 1306922415, 1306922416, 1306922417, 1306922418), tzone = "", 
tclass = structure("timeDate", package = "timeDate")), .Dim = 6:7, .Dimnames = 
list(NULL, c("SYMBOL", "EX", "BID", "BIDSIZ", "OFR", "OFRSIZ","MODE"))) 
> x["T10:00:14/T10:00:17"] 
    SYMBOL EX BID BIDSIZ OFR OFRSIZ MODE 

所以我没有得到任何价值，虽然值显然存在，我错过了什么？

Answer 1

你不说你是如何创建xts对象的，但我认为这是xts创建对象的一个​​小错误 - 它不是从timeDate对象的TZ中添加的。

尝试：

indexTZ(x) <- "GMT" 

x['20110601 10:00:14/20110601 10:00:17'] 
       SYMBOL EX BID    BIDSIZ OFR    
2011-06-01 10:00:14 "BHP" "N" "44560.0313951103" "1072460" "44573.2273632603" 
2011-06-01 10:00:15 "BHP" "N" "44551.6606603345" "405128" "44579.8960524827" 
2011-06-01 10:00:16 "BHP" "N" "44560"   "4911" "44577.1033732318" 
2011-06-01 10:00:17 "BHP" "N" "44560"   "2782" "44579.9904979095" 
       OFRSIZ MODE 
2011-06-01 10:00:14 "13054" "12" 
2011-06-01 10:00:15 "88410" "12" 
2011-06-01 10:00:16 "13785" "12" 
2011-06-01 10:00:17 "5262" "12" 

HTH 杰夫

w.r.t.错误 - 我会研究和修补。谢谢。

Answer 2

> x[ with(as.POSIXlt(index(x)), (sec >= 14)) & with(as.POSIXlt(index(x)), (sec <= 16)), ] 

        SYMBOL EX BID    BIDSIZ OFR    
2011-06-01 10:00:14 "BHP" "N" "44560.0313951103" "1072460" "44573.2273632603" 
2011-06-01 10:00:15 "BHP" "N" "44551.6606603345" "405128" "44579.8960524827" 
2011-06-01 10:00:16 "BHP" "N" "44560"   "4911" "44577.1033732318" 
        OFRSIZ MODE 
2011-06-01 10:00:14 "13054" "12" 
2011-06-01 10:00:15 "88410" "12" 
2011-06-01 10:00:16 "13785" "12" 

我不能让形式中描述的？“[XTS”当在规范的秒级所使用的工作，但我看到杰夫R已经赶到现场，并证明了indexTZ(x) <- "GMT" （请不要参考我看过的许多帮助页面中的任何一个）