Read a 'timeSeries' from a text file

Reads a file in table format and creates a "timeSeries" object from it. The first column of the table must hold the timestamps.

Usage

readSeries(file, header = TRUE, sep = ";", zone = "", 
    FinCenter = "", format, ...)

Arguments

file

the filename of a spreadsheet dataset from which to import the data records.

header

a logical value indicating whether the file contains the names of the variables as its first line. If missing, the value is determined from the file format: 'header' is set to 'TRUE' if and only if the first row contains one fewer fields than the number of columns.

sep

the field seperator used in the spreadsheet file to separate columns, by default ";". If sep = ";" and reading the series fails, then the reading is automatically repeated with sep=",".

zone

the time zone or financial center where the data were recorded. By default zone = "" which is short for GMT.

FinCenter

a character with the the location of the financial center named as "continent/city".

format

a character string with the format in POSIX notation specifying the timestamp format. The format has not to be specified if the first column in the file has the timestamp format specifier, e.g. "%Y-%m-%d" for the short ISO 8601 format.

...

Additional arguments passed to read.table() which is used to read the file.

Details

The file is imported with read.table. Note the different default for argument "sep".

The first column of the table must hold the timestamps. Format of the timestamps can be either specified in the header of the first column or by the format argument.

Value

an object of class "timeSeries"

See also

as.timeSeries, timeSeries, dummyMonthlySeries, dummyDailySeries

Examples

## full path to an example file
fn <- system.file("extdata/msft.csv", package = "timeSeries")
## first few lines of the file
readLines(fn, n = 5)
#> [1] "\"%Y-%m-%d\";Open;High;Low;Close;Volume"           
#> [2] "2000-09-27;63.4375;63.5625;59.8125;60.625;53077800"
#> [3] "2000-09-28;60.8125;61.875;60.625;61.3125;26180200" 
#> [4] "2000-09-29;61;61.3125;58.625;60.3125;37026800"     
#> [5] "2000-10-02;60.5;60.8125;58.25;59.125;29281200"     

## import the file
msft <- readSeries(fn)
head(msft)
#> GMT 
#>               Open    High     Low   Close   Volume
#> 2000-09-27 63.4375 63.5625 59.8125 60.6250 53077800
#> 2000-09-28 60.8125 61.8750 60.6250 61.3125 26180200
#> 2000-09-29 61.0000 61.3125 58.6250 60.3125 37026800
#> 2000-10-02 60.5000 60.8125 58.2500 59.1250 29281200
#> 2000-10-03 59.5625 59.8125 56.5000 56.5625 42687000
#> 2000-10-04 56.3750 56.5625 54.5000 55.4375 68226700

## is msft the same as the data object MSFT?
all.equal(msft, MSFT) 
#> [1] "Attributes: < Component “documentation”: 1 string mismatch >"
## ... almost, except for slot 'documentation'
c(msft@documentation, MSFT@documentation)
#> [1] "Sun Jan 14 19:35:27 2024" ""                        
## actually, all.equal() says 'attribute', not slot. this is ok too:
c(attr(MSFT, "documentation"), attr(msft, "documentation"))
#> [1] ""                         "Sun Jan 14 19:35:27 2024"
## make 'documentation' equal, here "", and compare again:
msft@documentation <- ""
all.equal(msft, MSFT) # TRUE
#> [1] TRUE