Open MovingAverage opened 7 years ago
Possible fix:
source data: http://www.forextester.com/data/datasources
# Function used in read.zoo to combine two fields
f <- function(a, b) {
c <- paste(a, b)
return(strptime(c, format = "%Y%m%d %H%M%S"))
}
# read the data from .cvs files and convert it to the xts format
data <- xts(read.zoo(file=paste(thePath,"EURUSD.txt",sep=""),
header=TRUE,
sep=",",
tz = '',
col.names = c('Ticker','DTYYYYMMDD','TIME','OPEN','HIGH','LOW','CLOSE','VOL'),
FUN = f,
index.column = list("DTYYYYMMDD", "TIME")
)
)
head(data)
to.hourly(data)
?POSIXct could fix import of CSV forex data
as.POSIXct("150721 17:12", format = "%y%m%d %H:%M") https://finbloggers.wordpress.com/2015/11/29/some-basic-informationand-conventions/ @