[R-SIG-Finance] XTS Modification

stefano iacus stefano.iacus at unimi.it
Wed Oct 22 17:38:50 CEST 2008


This book may be of some interest as well

http://www.springer.com/statistics/computational/book/978-0-387-74730-9

stefano

On 22/ott/08, at 17:05, Tyler Hammond wrote:

>
> You can also look into Rdbi and RdbiPgSQL from http:// 
> bioconductor.org.
> For inserting large datasets, psql with \copy is much faster.
>
>
> On 2008 Oct 22, at 10:53 AM, Jeff Ryan wrote:
>
>> Take a look at:
>>
>> http://cran.r-project.org/web/packages/RPostgreSQL/index.html
>>
>> or as Wayne mentioned RODBC.
>>
>> I have used neither yet.
>>
>> You might find it faster to use the database's own bulk import
>> mechanism with the csv files though.
>>
>> Jeff
>>
>> On Wed, Oct 22, 2008 at 9:46 AM, SMS CHAUHAn <sms.chauhan at mu-sigma.com 
>> > wrote:
>>> It would upload this data to a Postgresql server.
>>>
>>>
>>>
>>> Regards,
>>>
>>> SMS
>>>
>>>
>>>
>>> _____
>>>
>>> From: malcolm croucher [mailto:malcolm.croucher at gmail.com]
>>> Sent: Wednesday, October 22, 2008 8:02 PM
>>> To: Wayne.W.Jones at shell.com
>>> Cc: sms.chauhan at mu-sigma.com; r-sig-finance at stat.math.ethz.ch
>>> Subject: Re: [R-SIG-Finance] XTS Modification
>>>
>>>
>>>
>>> Would this package allow you to upload straight to a mysql or sql  
>>> database ?
>>>
>>> Regards
>>>
>>> Malcolm
>>>
>>> On Wed, Oct 22, 2008 at 4:10 PM, <Wayne.W.Jones at shell.com> wrote:
>>>
>>>
>>>
>>> Another method would be to use the package RODBC.
>>>
>>> Wayne
>>>
>>>
>>>
>>>
>>>
>>> -----Original Message-----
>>> From: r-sig-finance-bounces at stat.math.ethz.ch
>>> [mailto:r-sig-finance-bounces at stat.math.ethz.ch]On Behalf Of SMS  
>>> CHAUHAn
>>> Sent: 22 October 2008 14:40
>>> To: r-sig-finance at stat.math.ethz.ch
>>> Subject: [R-SIG-Finance] XTS Modification
>>>
>>>
>>> Hi,
>>>
>>> I am a newbie to R.
>>>
>>> I am trying to write some stock data to a csv file.
>>>
>>> Here is the code.
>>>
>>>
>>>
>>> <code>
>>>
>>> library(xts)
>>>
>>> library(Defaults)
>>>
>>> library(quantmod)
>>>
>>> library(TTR)
>>>
>>> getSymbols("IBM")
>>>
>>> write.csv(IBM, file="IBM.csv")
>>>
>>> </code>
>>>
>>>
>>>
>>> Later I would use this csv file to write data into an SQL  
>>> database. Here is
>>> where I face the problem. In the tool I will be using, column  
>>> headers have
>>> to be mapped between csv and SQL fields. In the CSV file I get,  
>>> the date
>>> column does not have any column header. There is a workaround to  
>>> edit the
>>> csv and add the column header. But can I dynamically add the date  
>>> id field
>>> as a regular field in the xts data above before I write it to the  
>>> csv.
>>>
>>>
>>>
>>> Thanks,
>>>
>>> SMS Chauhan
>>>
>>>
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>>>
>>> --
>>> Malcolm A.B Croucher
>>>
>>>
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>>
>>
>>
>> -- 
>> Jeffrey Ryan
>> jeffrey.ryan at insightalgo.com
>>
>> ia: insight algorithmics
>> www.insightalgo.com
>>
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