I am having a problem with extra digits being added to my data which I think
is a result of how I am converting my data.frame data to xts.
I see the same issue in R v2.13.1 and RStudio version 0.94.106.
I am loading historical foreign exchange data in via csv files or from a sql
server database. In both cases there are no extra digits and the original
data looks like the following:
Date Open High Low Close
1 2001-01-03 1.5021 1.5094 1.4883 1.4898
2 2001-01-04 1.4897 1.5037 1.4882 1.5020
3 2001-01-05 1.5020 1.5074 1.4952 1.5016
4 2001-01-08 1.5035 1.5104 1.4931 1.4964
5 2001-01-09 1.4964 1.4978 1.4873 1.4887
6 2001-01-10 1.4887 1.4943 1.4856 1.4866
So for 2001-01-03 the Open value is 1.5021 with only 4 digits after the
decimal place - i.e. .5021.
I then proceed to do the following in R to convert the 'british pound' data
above from data.frame to xts:
Require(quantmod)
rownames(gbp) <- gbp$Date
head(gbp)
Open High Low Close
2001-01-03 1.5021 1.5094 1.4883 1.4898
2001-01-04 1.4897 1.5037 1.4882 1.5020
2001-01-05 1.5020 1.5074 1.4952 1.5016
2001-01-08 1.5035 1.5104 1.4931 1.4964
2001-01-09 1.4964 1.4978 1.4873 1.4887
2001-01-10 1.4887 1.4943 1.4856 1.4866
gbp<- as.xts(gbp[,2:5])
class(gbp)
[1] "xts" "zoo"
The data at this point looks ok until you look closer or output the data to
excel at which point you see the following for the 'Open' 2001-01-03:
1.50209999084473
It is not just the above 'Open' or the first value but all the data points
contain the extra digits which I think is the original date data and/or row
numbers that are being tacked on.
My problem is the extra digits being added or whatever I am doing wrong in R
to cause the extra digits to be added. I need 1.5021 to be 1.5021 and not
1.50209999084473.
Thanks for the help.
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