3
有沒有辦法在xts對象做如下相同，但爲xts對象與多天的日內數據？下面的工作就像一個時鐘，但一天的數據。如果我從22日到26日通過xts，它不會。似乎跨多天的xts中的日內數據不可能一次完成，而是需要首先每天分割數據，然後使用此xts功能。它是否正確？R xts對象subting xts對象與多天的日內數據在一定的時間
indexTZ(tdata) = "GMT"
plotdata= tdata['20110822 10:00:00/20110822 12:00:00']
> plotdata= tdata['10:00:00/12:00:00'] works like swiss clock
> tail(plotdata)
SYMBOL EX PRICE SIZE COND CORR G127
2011-08-22 11:59:36 "BHP" "N" "38370" "185" "1" "0" "0"
2011-08-22 11:59:37 "BHP" "N" "38380" "314" "1" "0" "0"
2011-08-22 11:59:40 "BHP" "N" "38390" "675" "1" "0" "0"
2011-08-22 11:59:42 "BHP" "N" "38390" "119" "1" "0" "0"
2011-08-22 11:59:43 "BHP" "N" "38390" "359" "1" "0" "0"
2011-08-22 11:59:44 "BHP" "N" "38400.7702920749" "42763" "1" "0" "0"
plotdata= tdata['10:00:00/12:00:00'] or
plotdata= tdata['20110822 10:00:00/20110826 12:00:00'] does not return expected xts
tail(plotdata)
SYMBOL EX PRICE SIZE COND CORR G127
2011-08-26 15:59:53 "BHP" "N" "38710" "119" "1" "0" "0"
2011-08-26 15:59:55 "BHP" "N" "38700" "1004" "1" "0" "0"
2011-08-26 15:59:56 "BHP" "N" "38700.4838709677" "310" "1" "0" "0"
2011-08-26 15:59:57 "BHP" "N" "38710" "6" "1" "0" "0"
2011-08-26 15:59:58 "BHP" "N" "38710" "2" "1" "0" "0"
2011-08-26 15:59:59 "BHP" "N" "38710" "121" "9" "0" "0"
plotdata = tdata ['T10：05/T10：06']我認爲這個代碼結構是我找到的正確方法來處理多天 – darko
[xts tick數據滾動子集]（http：///stackoverflow.com/questions/7157174/xts-tick-data-rolling-subset） –