CODEWITHSUNDEEP
rxts
Artur
Artur

Reputation: 695

to.period function error (unsupported type)

I'm trying to transform tick-data to minute data. 

dolar_1min_xts <- xts()

print(dolar_for_manipulation_xts)

[1]
                       Price   
2018-02-01 09:00:57 "3203.0"
2018-02-01 09:00:57 "3203.5"
2018-02-01 09:00:57 "3203.5"
2018-02-01 09:00:57 "3203.5"
2018-02-01 09:00:57 "3203.5"
2018-02-01 09:00:57 "3203.5"
[...]

dolar_1min_xts <- to.period(dolar_for_manipulation_xts, period = "minutes", k = 1)

Error in to.period(dolar_for_manipulation_xts, period = "minutes", : unsupported type

Any tips on how I solve this?

For reproduction:

dolar_for_manipulation_xts

    structure(c("3203.0", "3203.5", "3203.5", "3203.5", "3203.5", 
    "3203.5"), class = c("xts", "zoo"), .indexCLASS = c("POSIXct", 
    "POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(c(1517482857, 
    1517482857, 1517482857, 1517482857, 1517482857, 1517482857), tzone = "", tclass = c("POSIXct", 
    "POSIXt")), .Dim = c(6L, 1L), .Dimnames = list(NULL, "Price"))

Upvotes: 0

Views: 505

Answers (1)

M.Viking
M.Viking

Reputation: 5398

I checked out the documentation at https://www.rdocumentation.org/packages/xts/versions/0.11-2/topics/to.period

and ran the sample code

data(sample_matrix)
samplexts <- as.xts(sample_matrix)
to.monthly(samplexts)
str(samplexts)

An ‘xts’ object on 2007-01-02/2007-06-30 containing:
  Data: num [1:180, 1:4] 50 50.2 50.4 50.4 50.2 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:4] "Open" "High" "Low" "Close"
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  xts Attributes:  
 NULL

and compared to your data

 str(dolar_for_manipulation_xts)

 An ‘xts’ object on 2018-02-01 06:00:57/2018-02-01 06:00:57 containing:
 Data: chr [1:6, 1] "3203.0" "3203.5" "3203.5" "3203.5" "3203.5"
 "3203.5"
  - attr(*, "dimnames")=List of 2   ..$ : NULL   ..$ : chr "Price"   Indexed by objects of class: [POSIXct,POSIXt] TZ:    xts Attributes:  
 NULL

and noticed your data are chr (strings), and not num!

I changed to numeric by removing the quotes ("3203.0") around the numbers and the function worked properly.

Upvotes: 1

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