我正在尝试使用PerformanceAnalytics::charts.PerformanceSummary()
但我收到以下错误消息:
charts.PerformanceSummary(e[,1:10])
Error in as.POSIXlt.POSIXct(.POSIXct(.index(x)), tz = indexTZ(x)) :
invalid 'tz' value
好像charts.PerformanceSummary
只取每日数据,不取盘中数据?
有人可以为此提出解决方案吗?
e <- structure(c(0, 0, 0, 0, 0, 0, 0, 0, 0.000369303493611195, 0,
0, 0.000590667454223315, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.000150829562594268,
0.000150806816467952, -0.00015078407720126, -0.000150806816468174,
0.000301659125188536, 0, 0, -0.000617817867292869, 0, 0, 0, 0,
0.000107944732297138, 0.000323799244468459, -0.000215796288303927,
0, 0.000215842866393423, 0, 0, 0, 0, 0, 0), class = c("xts",
"zoo"), .indexCLASS = c("POSIXlt", "POSIXt"), tclass = c("POSIXlt",
"POSIXt"), .indexTZ = c("America/New_York", "EST", "EDT"), tzone = c("America/New_York",
"EST", "EDT"), index = structure(c(1496755860, 1496755920, 1496755980,
1496756040, 1496756100, 1496756160), tzone = c("America/New_York",
"EST", "EDT"), tclass = c("POSIXlt", "POSIXt")), .Dim = c(6L,
10L), .Dimnames = list(NULL, c("AADR", "AAXJ", "ACIM", "ACSI",
"ACTX", "ACWF", "ACWI", "ACWV", "ACWX", "ADRA")))