CODEWITHSUNDEEP
rquantmod
Sam
Sam

Reputation: 151

chartSeries Error: “character” is not valid for @‘yrange’

I have a financial timeseries dataset of 1 minute OHLCV observations that I would like to plot using quantMod's chartSeries function. Here is a reproducible example:

ES = structure(list(
    ES.Time = structure(c(1126042320, 1126042380, 1126042440, 1126042500,
                          1126042560, 1126042620, 1126042680, 1126042740,
                          1126042800, 1126042860, 1126042920, 1126042980,
                          1126043040, 1126043100, 1126043220),
                        class = c("POSIXct", "POSIXt"), tzone = ""),
    ES.Open = c(1114.25, 1114.5, 1114.5, 1114.25, 1114.25, 1114.25, 1114.25,
               1114.25, 1114.25, 1114, 1114, 1114, 1114.25, 1114, 1114.25),
    ES.High = c(1114.5, 1114.75, 1114.5, 1114.5, 1114.5, 1114.25, 1114.25,
               1114.25, 1114.25, 1114.25, 1114.25, 1114, 1114.25, 1114, 1114.25),
    ES.Low = c(1114.25, 1114.25, 1114.25, 1114.25, 1114.25, 1114.25, 1114,
              1114.25, 1114, 1114, 1114, 1114, 1114, 1114, 1114.25),
    ES.Close = c(1114.25, 1114.5, 1114.5, 1114.25, 1114.5, 1114.25, 1114.25,
               1114.25, 1114, 1114.25, 1114, 1114, 1114, 1114, 1114.25),
    ES.Volume = c(98, 423, 131, 274, 46, 20, 218, 13, 14, 43, 15, 8, 56, 2, 10)
  ), class = "data.frame", row.names = c(NA,-15L))

ES = xts(ES, order.by = ES$ES.Time)

chartSeries(ES)

When I run this code I get the following error: Error in (function (cl, name, valueClass) : assignment of an object of class “character” is not valid for @‘yrange’ in an object of class “chob”; is(value, "numeric") is not TRUE

I thought maybe it was trying to plot ES.Time. So I removed that column and called as.numeric() on all the other columns just to make sure, but I'm still getting the same error.

ES = subset(ES, select=-c(ES.Time))

ES$ES.Open = as.numeric(ES$ES.Open)
ES$ES.High = as.numeric(ES$ES.High)
ES$ES.Low = as.numeric(ES$ES.Low)
ES$ES.Close = as.numeric(ES$ES.Close)
ES$ES.Volume = as.numeric(ES$ES.Volume)

Can someone please help me figure out what I need to do to get the plot working? Thanks

Upvotes: 1

Views: 188

Answers (1)

G. Grothendieck
G. Grothendieck

Reputation: 269824

The problems are:

  1. the code is passing datetimes to both the index and data part of the xts object. It should only be passed to the index part.
  2. do not use POSIXlt. Use POSIXct.

Use this code

library(quantmod)

ES <- xts(cbind(open, high, low, close, volume), as.POSIXct(datetimes))
chartSeries(ES)

or if what you are starting out with is a data.frame with character datetimes or if the data comes from a file read.zoo can read files as well.

DF <- data.frame(format(datetimes), open, high, low, close, volume)
ES <- as.xts(read.zoo(DF, tz = ""))
chartSeries(ES)

Upvotes: 1

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