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我正在为 R 构建一个 Lightstreamer 客户端。我设法将流数据（滴答数据）直接导入 R 控制台。为了显示下载流在 R 中的样子，您可以在下面找到重建。我现在需要将流数据转换为包含 OHLC 数据（打开、高、低、关闭）的 xts 对象。我正在使用接收器将流移动到文件。在数据流中，OHLC 数据显示为：[U,3,1,20:00:33|3.04|0.0|2.41|3.67|3.03|3.04|#|#|$]，其中内容为 [timestamp ，价格，变化，最小值，最大值，出价，要价，开盘，收盘，状态]。

问题：是否有结构化的方式/方法（在 R 环境中）将流数据转换为 OHLC 数据？

counter <- 1 # Start position of counter 
sink (file = '/lightstreamer_v3/a10.txt', append = TRUE, split = TRUE) # store data to file. Adjust to your path.

# Code to reproduce the Lightstreamer tick-data visible in R console:
repeat {
      counter <- counter + 1  # Handle internal loop
     cat ("<<  Preamble: preparing push", "\n")  # Printouts to R console.
     cat ("<<  Preamble: preparing push","\n")
     cat ("<<  Preamble: preparing push","\n")  
     cat ("<<  Preamble: preparing push","\n")
     cat ("<<","\n")
     cat ("<<","\n")
     cat ("<<","\n")
     cat ("<<  U,3,1,20:00:33|3.04|0.0|2.41|3.67|3.03|3.04|#|#|$","\n") # tick-data
     cat ("<<","\n")
     cat ("<< 7","\n")
     cat (" PROBE","\n")
    if (counter >= 10000) {  # Counter break.
    break 
 } 
 }

 sink ()
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