AlphaVantager时间序列集YYYY MM DD HH MM SS
我使用R中的AlphaVantager时间序列集YYYY MM DD HH MM SS,r,time-series,quantmod,R,Time Series,Quantmod,我使用R中的alphavantager软件包下载了数据。我正在尝试将分钟数据设置为时间序列xts对象 rm(list = ls()) library(alphavantager) AlphaKey <- av_api_key("YOUR API Key (Free) - (obtainable here: https://www.alphavantage.co/support/#api-key) ") print(AlphaKey) args(av_get) GOOG <-
alphavantager
软件包下载了数据。我正在尝试将分钟数据设置为时间序列xts
对象
rm(list = ls())
library(alphavantager)
AlphaKey <- av_api_key("YOUR API Key (Free) - (obtainable here: https://www.alphavantage.co/support/#api-key) ")
print(AlphaKey)
args(av_get)
GOOG <- av_get(symbol = "GOOG", av_fun = "TIME_SERIES_INTRADAY", interval = "1min", outputsize = "full")
plot(GOOG$close)
close_price <- GOOG$close
times <- as.POSIXct(GOOG$timestamp, format="%d/%m/%Y %H:%M")
times
times <-format(GOOG$timestamp, format="%H:%M:%S")
df <- cbind(times, close_price)
我怎样才能在R里做这件事
编辑:我从chartSeries
函数中得到的错误:
chartSeries(df, TA=NULL)
> Error in try.xts(x, error = "chartSeries requires an xtsible object") :
chartSeries requires an xtsible object
与
quantmod
不同,alphavantager
不会将数据转换为xts
对象。因此,你必须自己做。这应该起作用:
df <- xts(GOOG[,-1], order.by = as.POSIXct(GOOG$timestamp))
df
df <- xts(GOOG[,-1], order.by = as.POSIXct(GOOG$timestamp))