如何将csv转换为R的xts对象？

Question

有没有人知道如何将其转换为xts R对象？

#format: symbol,interval,date,time,open,high,low,close,,
# cat test.csv
AD.F,5,20141008,093500,0.8736,0.8738,0.8732,0.8733,0,0
AD.F,5,20141008,094000,0.8732,0.8736,0.8731,0.8735,0,0
AD.F,5,20141008,094500,0.8736,0.8737,0.8733,0.8737,0,0
AD.F,5,20141008,095000,0.8736,0.8747,0.8736,0.8746,0,0
AD.F,5,20141008,095500,0.8746,0.8748,0.8742,0.8743,0,0
AD.F,5,20141008,100000,0.8744,0.875,0.8742,0.8747,0,0
AD.F,5,20141008,100500,0.8747,0.8747,0.874,0.8745,0,0
AD.F,5,20141008,101000,0.8744,0.8744,0.874,0.8743,0,0
AD.F,5,20141008,101500,0.8744,0.875,0.8744,0.875,0,0
AD.F,5,20141008,102000,0.8751,0.8752,0.8746,0.8751,0,0

我尝试了read.csv() ，但是时间格式存在问题（ read.csv将时间转换为数字，例如从“ 091500”转换为91500）。

Answer 1

我们可以使用colClasses指定将日期和时间列视为字符。 这也会处理索引。 如果第1列中有多个值，则会将每个值拆分为单独的列：

library(zoo)
z <- read.zoo("input.csv", sep = ",", split = 1, index = 3:4, tz = "", 
      format = "%Y%m%d %H%M%S", colClasses = rep( c(NA, "character", NA), c(2, 2, 6)))

可以通过as.xts(z)将其转换为xts。 有关更多信息，请参阅read.zoo上的帮助文件和zoo中的Zoo小插图“ Reading Data in zoo 。

或者，将相同的colClasses与read.table colClasses使用。