save XTS

4 messages

save XTS

Reply Threaded

Hello, have an XTS object, simply trying to save, but when i open the
saved file and review the XTS object, its different, and most of the
data does not exist. How does one save an XTS object correctly?

Found this link but no mention;
http://old.nabble.com/write.xts%28%29-and-read.xts%28%29-td25613485.html

example: XTS object called VDF
> str(vdf)
An 'xts' object from 2009-10-16 09:30:02 to 2009-10-16 15:59:56 containing:
Data: num [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
Indexed by objects of class: [POSIXt,POSIXct] TZ: GMT
xts Attributes:
NULL
> head(vdf)
FAS VIX UUP USO GLD HYG term spread TNX
2009-10-16 09:30:02 87.26 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
2009-10-16 09:30:10 87.24 21.72 22.5 39.88 102.77 85.99 4.214 0.826827 3.443
2009-10-16 09:30:17 87.23 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
2009-10-16 09:30:25 87.23 21.72 22.5 39.89 102.74 85.99 4.209 0.826827 3.438
2009-10-16 09:30:33 87.23 21.72 22.5 39.90 102.74 85.99 4.209 0.826827 3.438
2009-10-16 09:30:40 87.23 21.72 22.5 39.90 102.76 85.99 4.209 0.826827 3.438

I now save:
> save(vdf,file="vdf.Rdata")

I then open up vdf.Rdata, very different and i lose data.

str(vdf)
xts [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
- attr(*, "index")= num [1:2919] 1.26e+09 1.26e+09 1.26e+09 1.26e+09
1.26e+09 ...
- attr(*, ".indexTZ")= Named chr "GMT"
..- attr(*, "names")= chr "TZ"
- attr(*, ".indexCLASS")= chr [1:2] "POSIXt" "POSIXct"
- attr(*, "class")= chr [1:2] "xts" "zoo"

> head(vdf)
[1] 87.26 87.24 87.23 87.23 87.23 87.23
>

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Joshua Ulrich

Re: save XTS

Reply Threaded

Did you load xts via "library(xts)" before you tried to use the xts object?

Best,
Josh
--
http://www.fosstrading.com

On Mon, Nov 2, 2009 at 5:18 PM, zubin <[hidden email]> wrote:

> Hello, have an XTS object, simply trying to save, but when i open the
> saved file and review the XTS object, its different, and most of the
> data does not exist. How does one save an XTS object correctly?
>
> Found this link but no mention;
> http://old.nabble.com/write.xts%28%29-and-read.xts%28%29-td25613485.html
>
>
> example: XTS object called VDF
> > str(vdf)
> An 'xts' object from 2009-10-16 09:30:02 to 2009-10-16 15:59:56 containing:
> Data: num [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
> - attr(*, "dimnames")=List of 2
> ..$ : NULL
> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
> Indexed by objects of class: [POSIXt,POSIXct] TZ: GMT
> xts Attributes:
> NULL
> > head(vdf)
> FAS VIX UUP USO GLD HYG term spread TNX
> 2009-10-16 09:30:02 87.26 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:10 87.24 21.72 22.5 39.88 102.77 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:17 87.23 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:25 87.23 21.72 22.5 39.89 102.74 85.99 4.209 0.826827 3.438
> 2009-10-16 09:30:33 87.23 21.72 22.5 39.90 102.74 85.99 4.209 0.826827 3.438
> 2009-10-16 09:30:40 87.23 21.72 22.5 39.90 102.76 85.99 4.209 0.826827 3.438
>
> I now save:
> > save(vdf,file="vdf.Rdata")
>
> I then open up vdf.Rdata, very different and i lose data.
>
> str(vdf)
> xts [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
> - attr(*, "dimnames")=List of 2
> ..$ : NULL
> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
> - attr(*, "index")= num [1:2919] 1.26e+09 1.26e+09 1.26e+09 1.26e+09
> 1.26e+09 ...
> - attr(*, ".indexTZ")= Named chr "GMT"
> ..- attr(*, "names")= chr "TZ"
> - attr(*, ".indexCLASS")= chr [1:2] "POSIXt" "POSIXct"
> - attr(*, "class")= chr [1:2] "xts" "zoo"
>
> > head(vdf)
> [1] 87.26 87.24 87.23 87.23 87.23 87.23
> >
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
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> -- If you want to post, subscribe first.
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Jeff Ryan

Re: save XTS

Reply Threaded

The fact that you see a class attribute is a red flag that you haven't
loaded the appropriate package, as Josh has also alluded to.

This is due to the fact that R hasn't any methods to handle zoo or xts
natively, so you just see attributes. print.xts hides this normally.

HTH
Jeff

Jeffrey A. Ryan
[hidden email]

ia: insight algorithmics
www.insightalgo.com

On Nov 2, 2009, at 5:23 PM, Joshua Ulrich <[hidden email]>
wrote:

> Did you load xts via "library(xts)" before you tried to use the xts
> object?
>
> Best,
> Josh
> --
> http://www.fosstrading.com
>
>
>
> On Mon, Nov 2, 2009 at 5:18 PM, zubin <[hidden email]> wrote:
>> Hello, have an XTS object, simply trying to save, but when i open the
>> saved file and review the XTS object, its different, and most of the
>> data does not exist. How does one save an XTS object correctly?
>>
>> Found this link but no mention;
>> http://old.nabble.com/write.xts%28%29-and-read.xts%28%29-td25613485.html
>>
>>
>> example: XTS object called VDF
>> > str(vdf)
>> An 'xts' object from 2009-10-16 09:30:02 to 2009-10-16 15:59:56
>> containing:
>> Data: num [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>> - attr(*, "dimnames")=List of 2
>> ..$ : NULL
>> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>> Indexed by objects of class: [POSIXt,POSIXct] TZ: GMT
>> xts Attributes:
>> NULL
>> > head(vdf)
>> FAS VIX UUP USO GLD HYG term
>> spread TNX
>> 2009-10-16 09:30:02 87.26 21.72 22.5 39.88 102.74 85.99 4.214 0.826827
>> 3.443
>> 2009-10-16 09:30:10 87.24 21.72 22.5 39.88 102.77 85.99 4.214 0.826827
>> 3.443
>> 2009-10-16 09:30:17 87.23 21.72 22.5 39.88 102.74 85.99 4.214 0.826827
>> 3.443
>> 2009-10-16 09:30:25 87.23 21.72 22.5 39.89 102.74 85.99 4.209 0.826827
>> 3.438
>> 2009-10-16 09:30:33 87.23 21.72 22.5 39.90 102.74 85.99 4.209 0.826827
>> 3.438
>> 2009-10-16 09:30:40 87.23 21.72 22.5 39.90 102.76 85.99 4.209 0.826827
>> 3.438
>>
>> I now save:
>> > save(vdf,file="vdf.Rdata")
>>
>> I then open up vdf.Rdata, very different and i lose data.
>>
>> str(vdf)
>> xts [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>> - attr(*, "dimnames")=List of 2
>> ..$ : NULL
>> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>> - attr(*, "index")= num [1:2919] 1.26e+09 1.26e+09 1.26e+09 1.26e+09
>> 1.26e+09 ...
>> - attr(*, ".indexTZ")= Named chr "GMT"
>> ..- attr(*, "names")= chr "TZ"
>> - attr(*, ".indexCLASS")= chr [1:2] "POSIXt" "POSIXct"
>> - attr(*, "class")= chr [1:2] "xts" "zoo"
>>
>> > head(vdf)
>> [1] 87.26 87.24 87.23 87.23 87.23 87.23
>> >
>>
>> [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
>>
>
> _______________________________________________
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zubin-2

Re: save XTS

Reply Threaded

yep, that was it. loaded quantmod library, all is well. thx

-zubin

J Ryan wrote:

> The fact that you see a class attribute is a red flag that you haven't
> loaded the appropriate package, as Josh has also alluded to.
>
> This is due to the fact that R hasn't any methods to handle zoo or xts
> natively, so you just see attributes. print.xts hides this normally.
>
> HTH
> Jeff
>
> Jeffrey A. Ryan
> [hidden email]
>
> ia: insight algorithmics
> www.insightalgo.com
>
> On Nov 2, 2009, at 5:23 PM, Joshua Ulrich <[hidden email]>
> wrote:
>
>> Did you load xts via "library(xts)" before you tried to use the xts
>> object?
>>
>> Best,
>> Josh
>> --
>> http://www.fosstrading.com
>>
>>
>>
>> On Mon, Nov 2, 2009 at 5:18 PM, zubin <[hidden email]> wrote:
>>> Hello, have an XTS object, simply trying to save, but when i open the
>>> saved file and review the XTS object, its different, and most of the
>>> data does not exist. How does one save an XTS object correctly?
>>>
>>> Found this link but no mention;
>>> http://old.nabble.com/write.xts%28%29-and-read.xts%28%29-td25613485.html
>>>
>>>
>>>
>>> example: XTS object called VDF
>>> > str(vdf)
>>> An 'xts' object from 2009-10-16 09:30:02 to 2009-10-16 15:59:56
>>> containing:
>>> Data: num [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>>> - attr(*, "dimnames")=List of 2
>>> ..$ : NULL
>>> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>>> Indexed by objects of class: [POSIXt,POSIXct] TZ: GMT
>>> xts Attributes:
>>> NULL
>>> > head(vdf)
>>> FAS VIX UUP USO GLD HYG term
>>> spread TNX
>>> 2009-10-16 09:30:02 87.26 21.72 22.5 39.88 102.74 85.99 4.214
>>> 0.826827 3.443
>>> 2009-10-16 09:30:10 87.24 21.72 22.5 39.88 102.77 85.99 4.214
>>> 0.826827 3.443
>>> 2009-10-16 09:30:17 87.23 21.72 22.5 39.88 102.74 85.99 4.214
>>> 0.826827 3.443
>>> 2009-10-16 09:30:25 87.23 21.72 22.5 39.89 102.74 85.99 4.209
>>> 0.826827 3.438
>>> 2009-10-16 09:30:33 87.23 21.72 22.5 39.90 102.74 85.99 4.209
>>> 0.826827 3.438
>>> 2009-10-16 09:30:40 87.23 21.72 22.5 39.90 102.76 85.99 4.209
>>> 0.826827 3.438
>>>
>>> I now save:
>>> > save(vdf,file="vdf.Rdata")
>>>
>>> I then open up vdf.Rdata, very different and i lose data.
>>>
>>> str(vdf)
>>> xts [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>>> - attr(*, "dimnames")=List of 2
>>> ..$ : NULL
>>> ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>>> - attr(*, "index")= num [1:2919] 1.26e+09 1.26e+09 1.26e+09 1.26e+09
>>> 1.26e+09 ...
>>> - attr(*, ".indexTZ")= Named chr "GMT"
>>> ..- attr(*, "names")= chr "TZ"
>>> - attr(*, ".indexCLASS")= chr [1:2] "POSIXt" "POSIXct"
>>> - attr(*, "class")= chr [1:2] "xts" "zoo"
>>>
>>> > head(vdf)
>>> [1] 87.26 87.24 87.23 87.23 87.23 87.23
>>> >
>>>
>>> [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> [hidden email] mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> -- Subscriber-posting only.
>>> -- If you want to post, subscribe first.
>>>
>>
>> _______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>> -- If you want to post, subscribe first.
>

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