Nicos,
there are certainly better / faster methods to compare a time range which I
simply don't know of, but the condensed code below should do it. Your main
problem was that you can't compare time(x) to 7:55, since the
latter expression denotes a sequence from 7 to 55 in R. Consequently, such
an expression compares time(x) with all integer numbers between 7 and 55:
>time(z[1]) <= 7:55
[1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[13] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[25] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[37] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[49] FALSE
>length(z[time(z) >= 2 && time(z) <= 7:55])
>[1] 0
Your while loop was therefore equivalent to
>m=vector("numeric",0);
>while(m) print(1);
Best
Hugo
-- snip --
library(zoo)
library(chron)
Lines<- "Date Time Open High Low Close
1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
1/2/2005 17:25 1.355 1.3556 1.355 1.3555
3/14/2006 5:21 1.18895 2.18925 1.18835 1.1885
3/14/2006 7:56 2.18895 3.18925 1.18835 1.1885
2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885"
z<- read.zoo(con<-textConnection(Lines), header = TRUE, index = list(1, 2), FUN
= function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))
close(con);
entrytrade <- function(k) { k$Open+k$High }
#Note: A binary and operator (&) instead a logical (&&) is needed here
new <- entrytrade( z[hours(time(z)) >= 2 & ( hours(time(z)) +
minutes(time(z))/100 <= 7.55 ) ] );
print(new);
--- snip ---
On Tuesday 18 January 2011 22:36:12 rnick wrote:
>
> Hi all,
>
> Gabor came up with a very nice of code for my request:
>
> Lines <- "Date Time Open High Low Close
> 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
> 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
> 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
> 1/2/2005 17:25 1.355 1.3556 1.355 1.3555
> 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885"
>
> library(zoo)
> library(chron)
>
> z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2),
> FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))
>
> z$New <- z$Open + z$High
> zz <- z[hours(time(z)) >= 2 & hours(time(z)) <= 8]
>
> The result is:
>
> > zz
> Open High Low Close New
> (02/13/06 05:20:00) 1.19 1.19 1.19 1.19 2.38
>
> However, my original code needs a for loop.
>
> Any ideas on how to identify the z positions where time is between 2:00:00
> and 07:55:00.
> Could i do it with the following structure?
>
>
> Lines<- "Date Time Open High Low Close
> 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
> 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
> 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
> 1/2/2005 17:25 1.355 1.3556 1.355 1.3555
> 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885"
>
> library(zoo)
> library(chron)
>
> z<- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN =
> function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M"))
>
> n=5
>
> entrytrade<-function(k)
>
> {
>
> new[k]<<-open[k]+high[k]
> }
>
> for (x in seq(from=1,to=n,by=1))
> {
> while (z[time(x)>=2 && time(x)<=7:55])
> {
> entrytrade(x)
> }
> }
>
> Based on what i have seen the problem lies in the for loop and more
> specifically in the while statement. That's the error i get:
>
> Error in while (z[time(x) >= 2 && time(x) <= 7:55]) { :
> argument is of length zero
>
> Thanks
>
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
