joshuaulrich/quantmod

Read intraday data with getSymbols.csv

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#52 建立於 2015年4月20日

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 (8 留言) (0 反應) (0 負責人)R (613 star) (211 fork)batch import
enhancementhelp wanted

描述

Currently getSymbols.csv only handles date-based indexes (it calls as.Date on the first column in the csv file). It would be nice to be able to read intraday data from CSV.

The first step would be to allow the user to call a function other than as.Date on the first column of the CSV. Then it might be nice to support CSV layouts where the date and time are in different columns (e.g. this question stackoverflow).

Note that read.zoo might provide some useful insight how to handle both of these cases.

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r
領域
data
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
3
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stale
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
clear
前置要求
Basic Rquantmod packageCSV file formatsDate/time parsing
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
50
研究方向
Examine the existing getSymbols.csv function in the quantmod package. Look at the read.zoo function for inspiration on handling date time parsing. The main changes involve adding a parameter for a custom date function and support for separate date and time columns. Check the comments for any additional requirements. No open PRs exist.