Re: [R] intraday OHLC plot

From: Thomas Steiner <finbref.2006_at_gmail.com>
Date: Mon, 24 Mar 2008 09:48:42 +0100

Dear all,

thank you very much for continuing to look into this issue! I checked the versions and in Gabor's code the spaces and tabs, but still the problem remains (see code and error below).

To install quantmod, I used this time Rforge and it did not work. I had to install the "Defaults" package from cran first by hand (ie not like zoo and xts where it recognizes the dependence). And to get the most recent version of the package I had to upgrade R as well (my mistake of course). The link mentioned by Jeff points to 0.3.4, but I got by the command
install.packages("quantmod",repos="
http://R-Forge.R-project.org") the version 0.3.3 as you see below.

> Lines <- '17-03-2008 00:00:001,57641,57661,57471,5750
+ 17-03-2008 00:05:001,57491,57501,57411,5744 + 17-03-2008 00:10:001,57451,57621,57411,5749'
> DF <- read.delim2(textConnection(Lines))
> library(quantmod)
Lade nötiges Paket: Defaults
quantmod: Quantitative Financial Modelling Framework

Version 0.3-3
http://www.quantmod.com

Warning message:
ungenutzte Verbindung 3 (Lines) geschlossen
> z <- read.zoo(textConnection(Lines), # replace with "myfile.dat"
+ header = F, sep = "\t", dec = ",",
+ format = "%d-%m-%Y %H:%M:%S", tz = "") Fehler in read.zoo(textConnection(Lines), header = F, sep = "\t", dec = ",", :   index contains NAs
> q <- as.quantmod.OHLC(z, col.names = c("Open", "High", "Low", "Close"))
Fehler in ncol(x) : objekt "z" nicht gefunden
> chartSeries(q)

Fehler in UseMethod("as.xts") : keine anwendbare Methode für "as.xts"
>
> sessionInfo()

R version 2.6.2 (2008-02-08)
i386-pc-mingw32

locale:
LC_COLLATE=German_Austria.1252;LC_CTYPE=German_Austria.1252;LC_MONETARY=German_Austria.1252;LC_NUMERIC=C;LC_TIME=German_Austria.1252

attached base packages:
[1] stats graphics grDevices utils datasets methods base

other attached packages:
[1] quantmod_0.3-3 Defaults_1.1-1 xts_0.0-11 zoo_1.4-2

loaded via a namespace (and not attached): [1] grid_2.6.2 lattice_0.17-4 tools_2.6.2
>

Anyway, after the upgarde and Jeff's hint to use the chartSeries function it works. Now I still have to play around to make the labels look nice...

Thanks a lot for all your help,
Thomas



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