首先让我说我看了看?xts
,意识到这是一个与时区相关的问题,并且似乎已经解决了它,但我不明白为什么会这样。所以:我有一个简单的价格数据数据框。当我将其转换为xts
对象时,对象的第一个日期xts
比数据框中的第一个日期早一天。如果我指定时区,日期匹配问题就会消失。起初我认为这可能是因为xts()
假设order.by
没有指定 TZ 的日期是 UMT,并Sys.timezone()
为我提供了“JST”,但我不明白为什么这会导致日期提前一整天......?
问:为什么会这样?
require(xts)
aa <- structure(list(Date = structure(c(6822, 6823, 6824, 6825, 6826,
6829), class = "Date"), Open = c(2145, 2126, 2130, 2148, 2144,
2137), High = c(2148, 2131, 2141, 2152, 2146, 2151), Low = c(2124,
2111, 2128, 2140, 2135, 2136), Close = c(2124, 2120, 2141, 2140,
2140, 2149), Volume = c(0L, 0L, 0L, 0L, 0L, 0L)), .Names = c("Date",
"Open", "High", "Low", "Close", "Volume"), row.names = c(NA,
6L), class = "data.frame")
str(aa)
aa
bb <- xts(aa[5], order.by = aa$Date)
str(bb)
bb ## first date is a day earlier than the first day of the data frame
bb <- xts(aa[5], order.by = aa$Date, tzone = Sys.getenv("TZ"))
str(bb)
bb ## first dates in xts object and data frame match...
这是在:
sessionInfo():
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United Kingdom.1252
[2] LC_CTYPE=English_United Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252
attached base packages:
[1] grid stats graphics grDevices utils datasets methods
[8] base
other attached packages:
[1] gridExtra_0.9.1 scales_0.2.2 plyr_1.7.1 ggplot2_0.9.2.1
[5] lubridate_1.2.0 quantmod_0.3-17 TTR_0.21-1 xts_0.8-8
[9] zoo_1.7-9 Defaults_1.1-1
loaded via a namespace (and not attached):
[1] colorspace_1.2-0 dichromat_1.2-4 digest_0.5.2 gtable_0.1.1
[5] labeling_0.1 lattice_0.20-10 MASS_7.3-22 memoise_0.1
[9] munsell_0.4 proto_0.3-9.2 RColorBrewer_1.0-5 reshape2_1.2.1
[13] stringr_0.6.1