使用Rbbg的R烛光图
我正在尝试使用Rbbg包在R中绘制蜡烛图,如下所示使用Rbbg的R烛光图,r,R,我正在尝试使用Rbbg包在R中绘制蜡烛图,如下所示 library(Rbbg) library(quantmod) currency <- c("NZD Curncy") fld <- c("PX_OPEN", "PX_HIGH", "PX_LOW","PX_LAST") crcy<-as.xts(bdh(conn,currency, fld,Sys.Date()-365)) candleChart(crcy) 这是我们的调查结果 head(bdh(conn, curre
library(Rbbg)
library(quantmod)
currency <- c("NZD Curncy")
fld <- c("PX_OPEN", "PX_HIGH", "PX_LOW","PX_LAST")
crcy<-as.xts(bdh(conn,currency, fld,Sys.Date()-365))
candleChart(crcy)
这是我们的调查结果
head(bdh(conn, currency, fld, Sys.Date()-365))
ticker date PX_OPEN PX_HIGH PX_LOW PX_LAST
1 NZD Curncy 2013-10-28 0.8283 0.8333 0.8272 0.8302
2 NZD Curncy 2013-10-29 0.8302 0.8305 0.8234 0.8258
3 NZD Curncy 2013-10-30 0.8258 0.8287 0.8193 0.8266
4 NZD Curncy 2013-10-31 0.8266 0.8311 0.8231 0.8263
5 NZD Curncy 2013-11-01 0.8263 0.8286 0.8210 0.8268
6 NZD Curncy 2013-11-02 NA NA NA NA
请帮助我更改要导入的数据类型
谢谢你帮我解决上述问题
我遇到了另一个问题
> head(crcy_xts)
` `PX_OPEN PX_HIGH PX_LOW PX_LAST
2014-05-01 0.8617 0.8640 0.8601 0.8633
2014-05-02 0.8633 0.8670 0.8594 0.8662
2014-05-05 0.8651 0.8687 0.8648 0.8678
2014-05-06 0.8678 0.8780 0.8677 0.8741
2014-05-07 0.8741 0.8744 0.8657 0.8661
2014-05-08 0.8661 0.8672 0.8626 0.8647
chartSeries(crcy_xts,theme='white',type='candles',TA=NULL)
这只让我看到了折线图而不是蜡烛图。OHCL数据中是否存在任何问题?我们的包装RBBG扩展使这项工作变得简单,只是您仍然需要手动将列名更改为quantmod包所接受的正确列名
> require(RbbgExtension)
> require(quantmod)
>
> ticker <- "NZD"
>
> fields <- c("PX_OPEN", "PX_HIGH", "PX_LOW", "PX_LAST")
>
> prices <- HistData(tickers = ticker,
+ type = "Curncy",
+ fields = fields,
+ startdate = "20140101")
R version 3.1.2 (2014-10-31)
rJava Version 0.9-6
Rbbg Version 0.5.3
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.7.1.1\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.7.1.1
> candleChart(prices)
> ?candleChart
> head(prices)
PX_OPEN PX_HIGH PX_LOW PX_LAST
2014-01-01 0.8214 0.8239 0.8191 0.8194
2014-01-02 0.8194 0.8235 0.8139 0.8185
2014-01-03 0.8185 0.8317 0.8179 0.8273
2014-01-06 0.8279 0.8306 0.8252 0.8292
2014-01-07 0.8292 0.8303 0.8255 0.8283
2014-01-08 0.8283 0.8319 0.8251 0.8264
> colnames(prices) <- c("open", "high", "low", "close")
> candleChart(prices)
下面是没有适当标题的烛光图等,工作由你决定
你从哪里得到坎德哈特的?这不是基本数据,你应该显示dputheadbdhconn、currency、fld、Sys.Date-365的输出,因为这里的大多数人都没有彭博社。您的问题是,第一列包含字符日期,这导致as.xts将整个矩阵强制为字符。尝试使用.xtsx[,-1],其中x是bdh调用的输出。谢谢。我想坎德克哈特是从quantmod软件包来的。当我申请as.xtsx[,-1].as.quantmod.OHLC帮助我时,它非常有效。谢谢
> require(RbbgExtension)
> require(quantmod)
>
> ticker <- "NZD"
>
> fields <- c("PX_OPEN", "PX_HIGH", "PX_LOW", "PX_LAST")
>
> prices <- HistData(tickers = ticker,
+ type = "Curncy",
+ fields = fields,
+ startdate = "20140101")
R version 3.1.2 (2014-10-31)
rJava Version 0.9-6
Rbbg Version 0.5.3
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.7.1.1\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.7.1.1
> candleChart(prices)
> ?candleChart
> head(prices)
PX_OPEN PX_HIGH PX_LOW PX_LAST
2014-01-01 0.8214 0.8239 0.8191 0.8194
2014-01-02 0.8194 0.8235 0.8139 0.8185
2014-01-03 0.8185 0.8317 0.8179 0.8273
2014-01-06 0.8279 0.8306 0.8252 0.8292
2014-01-07 0.8292 0.8303 0.8255 0.8283
2014-01-08 0.8283 0.8319 0.8251 0.8264
> colnames(prices) <- c("open", "high", "low", "close")
> candleChart(prices)