CODEWITHSUNDEEP
rcsvquantmodquantitative-financequantstrat
ehbeehefak
ehbeehefak

Reputation: 33

Charting OHLC data with chart_Series function

The csv file with OHLC (Open-High-Low-Close) and Volume data (hourly data with the format of DD.MM.YYYY HH:mm) of a currency-pair named XXXZZZ.csv:

Date;Open;High;Low;Close;Volume
02.01.2009 07:00;1,5326;1,539785;1,52896;1,5369;1083497,742
02.01.2009 08:00;1,5375;1,5379;1,53105;1,537;1191678,162

I load the quantstrat package and initialize:

library(quantstrat)
Sys.setenv(TZ="UTC")
currency(c('XXX', 'ZZZ'))
exchange_rate('XXXZZZ', tick_size=0.0001)

I read the csv file with read.zoo (as I could not make quantmod::getSymbols work):

XXXZZZ <- as.xts(read.zoo("XXXZZZ.csv", sep=';', tz='', header=TRUE, 
                          format='%d.%m.%Y %H:%M',
                          index.column = 1 
                          )
                 )

This results in a "xts" & "zoo" object with an index column being the Date column and 5 other columns being OHLC and Volume. 

chart_Series(XXXZZZ)

Results in:

Error in chart_Series(XXXZZZ) : 'x' must be a time-series object

So how can I manipulate the XXXZZZ to be a time-series object? If different, can the answer cover not only hourly data but from 1-second to monthly data as well?

Suggestion.1: Changed decimal symbol from comma to dot, the problem still persists.

XXXZZZ <- gsub(",",".",XXXZZZ)

Upvotes: 3

Views: 1285

Answers (1)

Joshua Ulrich
Joshua Ulrich

Reputation: 176648

RHertel's comment about the decimal separator is the likely issue. It's not enough to simply gsub(x, ",", ".") because the result is still character, not numeric. You need to set dec="," in your call to read.zoo.

The code below works for me, though I had to add a couple more observations to give chart_Series something to plot.

require(quantmod)
Lines <- "Date;Open;High;Low;Close;Volume
02.01.2009 07:00;1,5326;1,539785;1,52896;1,5369;1083497,742
02.01.2009 08:00;1,5375;1,5379;1,53105;1,537;1191678,162
02.01.2009 09:00;1,5375;1,5379;1,53105;1,537;1191678,162
02.01.2009 10:00;1,5375;1,5379;1,53105;1,537;1191678,162"
conn <- textConnection(Lines)
XXXZZZ <- as.xts(read.zoo(conn, sep=';', tz="", dec=",", header=TRUE,
                   format='%d.%m.%Y %H:%M', index.column=1))
close(conn)
chart_Series(XXXZZZ)

Upvotes: 1

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