如何使用R将不规则时间转换为XTS对象

Question

我想将以下data.frame转换为xts()对象，但一直想弄清楚如何格式化时间的data.frame令我data.frame ：

数据框架

数据从最近（在顶部）到最旧（在底部）排列。 问题在于每一行与格式都不一致，因此我在尝试以每行将显示正确的日期和时间的方式对其进行格式化时遇到了麻烦。

日期/时间列的所需输出：

01/05/17 02:55 PM
01/05/17 11:40 AM
01/05/17 07:00 AM
12/30/16 05:50 PM
12/29/16 07:03 AM
12/30/16 07:00 AM

数据：

data <- structure(list(Date = c("Jan-05-17 02:55PM", "11:40AM", "07:00AM", 
"Dec-30-16 05:50PM", "Dec-29-16 07:03AM", "07:00AM"), News = c("ENTEROMEDICS INC Files SEC form 8-K, Other Events, Financial Statements and Exhibits  +89.95%", 
"Why These 5 Biopharma Stocks Are Making Massive Gains on Thursday", 
"EnteroMedics Announces vBloc® Neurometabolic Therapy Now Available at MedStar Health and Roper St. Francis PR Newswire", 
"Why U.S. Steel, EnteroMedics, and McEwen Mining Slumped Today at Motley Fool -18.03%", 
"Splits Calendar: EnteroMedics splits before market open today (70:1 ratio)", 
"EnteroMedics Announces Retirement of All Senior Convertible Notes PR Newswire"
), Symbol = c("ETRM", "ETRM", "ETRM", "ETRM", "ETRM", "ETRM")), .Names = c("Date", 
"News", "Symbol"), row.names = c(NA, 6L), class = "data.frame")

Answer 1

假设您期望的日期时间输出的最后一行有错别字，我想您的意思是12/29/16 07:00 AM ，那么当Date列中的某个元素缺少日期时，请输入最近已知的日期和日期“倒退”：

library(stringr)

l_datetime <- str_split(data$Date, " ")
data$ymd <- unlist(lapply(l_datetime, function(x) ifelse(length(x) == 2, x[[1]], NA)))
data$time <- unlist(lapply(l_datetime, function(x) ifelse(length(x) == 2, x[[2]], x[[1]])))
# Roll "backward" the latest known date for elements of column `Date` that have missing YYYY-MM-DD values
data$ymd <- na.locf(data$ymd) 
# Carefully parse the time strings allowing for AM/PM:
psx_date <- as.POSIXct(paste(data$ymd, data$time), format = "%b-%d-%y %I:%M%p")

x_data <- xts(x = data[, c("News", "Symbol")], order.by = psx_date)
# > x_data
#                                                                                                         News                                  Symbol
# 2016-12-29 07:00:00 "EnteroMedics Announces Retirement of All Senior Convertible Notes PR Newswire"                                           "ETRM"
# 2016-12-29 07:03:00 "Splits Calendar: EnteroMedics splits before market open today (70:1 ratio)"                                              "ETRM"
# 2016-12-30 17:50:00 "Why U.S. Steel, EnteroMedics, and McEwen Mining Slumped Today at Motley Fool -18.03%"                                    "ETRM"
# 2017-01-05 07:00:00 "EnteroMedics Announces vBloc® Neurometabolic Therapy Now Available at MedStar Health and Roper St. Francis PR Newswire" "ETRM"
# 2017-01-05 11:40:00 "Why These 5 Biopharma Stocks Are Making Massive Gains on Thursday"                                                       "ETRM"
# 2017-01-05 14:55:00 "ENTEROMEDICS INC Files SEC form 8-K, Other Events, Financial Statements and Exhibits  +89.95%"                           "ETRM"

Answer 2

使用sub将Date开头的数字替换为NA后跟空格，然后替换数字。 从中使用read.table创建一个2列数据帧，其日期（或NA ）在第1列中，时间在第2列中。使用na.locf填充NA值，得到DF2 。 现在， cbind DF2和data[-1]绑定在一起，读取使用read.zoo创建的read.zoo 。 最后，将生成的"zoo"对象转换为"xts" 。

DF2 <- na.locf(read.table(text = sub("^(\\d)", "NA \\1", data$Date)))
z <- read.zoo(cbind(DF2, data[-1]), index = 1:2, tz = "", format = "%b-%d-%y %I:%M%p")
as.xts(z)

Answer 3

这是使用tidyquant软件包的解决方案，该解决方案加载了解决此问题所需的所有软件包。 与其他解决方案一样，您需要使用以下格式的日期保持一致：

"Jan-05-17 02:55 PM"

使用lubridate包，可以使用mdy_hm()函数将其转换为POSIXct类，如下所示：

"Jan-05-17 02:55 PM" %>% lubridate::mdy_hm()
> "2017-01-05 14:55:00 UTC"

lubridate::mdy_hm()函数代表月日日年时分。 输出是正确的date-time类中的date-time 。

tidyquant软件包具有一个方便的函数as_xts() ，带有一个参数date_col ，当指定该参数时， date_col data.frame date列转换为xts行名。 我使用管道（ %>% ）使代码更具可读性并显示工作流程，并使用dplyr::mutate()函数使用lubridate::mdy_hm()函数将Date列更改为POSIXct类。 最终的工作流程如下所示：

data %>%
    mutate(Date = lubridate::mdy_hm(Date)) %>%
    as_xts(date_col = Date)

在尝试代码段之前，请确保“日期”列中的所有行均具有有效格式，例如“ Jan-05-17 02:55 PM”，否则在lubridate::mdy_hm()函数中将出现解析错误。

我用来测试的数据如下：

data <- structure(list(Date = c("Jan-05-17 02:55 PM", "Jan-05-17 11:40 AM", "Jan-05-17 07:00 AM", 
                            "Dec-30-16 05:50 PM", "Dec-29-16 07:03 AM", "Dec-29-16 07:00 AM"), News = c("ENTEROMEDICS INC Files SEC form 8-K, Other Events, Financial Statements and Exhibits  +89.95%", 
                                                                                           "Why These 5 Biopharma Stocks Are Making Massive Gains on Thursday", 
                                                                                           "EnteroMedics Announces vBloc® Neurometabolic Therapy Now Available at MedStar Health and Roper St. Francis PR Newswire", 
                                                                                           "Why U.S. Steel, EnteroMedics, and McEwen Mining Slumped Today at Motley Fool -18.03%", 
                                                                                           "Splits Calendar: EnteroMedics splits before market open today (70:1 ratio)", 
                                                                                           "EnteroMedics Announces Retirement of All Senior Convertible Notes PR Newswire"
                            ), Symbol = c("ETRM", "ETRM", "ETRM", "ETRM", "ETRM", "ETRM")), .Names = c("Date", 
                                                                                                       "News", "Symbol"), row.names = c(NA, 6L), class = "data.frame")