The csv file with OHLC (Open-High-Low-Close) and Volume data (hourly data with the format of DD.MM.YYYY HH:mm) of a currency-pair named XXXZZZ.csv:
Date;Open;High;Low;Close;Volume
02.01.2009 07:00;1,5326;1,539785;1,52896;1,5369;1083497,742
02.01.2009 08:00;1,5375;1,5379;1,53105;1,537;1191678,162
I load the quantstrat package and initialize:
library(quantstrat)
Sys.setenv(TZ="UTC")
currency(c('XXX', 'ZZZ'))
exchange_rate('XXXZZZ', tick_size=0.0001)
I read the csv file with read.zoo (as I could not make quantmod::getSymbols work):
XXXZZZ <- as.xts(read.zoo("XXXZZZ.csv", sep=';', tz='', header=TRUE,
format='%d.%m.%Y %H:%M',
index.column = 1
)
)
This results in a "xts" & "zoo" object with an index column being the Date column and 5 other columns being OHLC and Volume.
chart_Series(XXXZZZ)
Results in:
Error in chart_Series(XXXZZZ) : 'x' must be a time-series object
So how can I manipulate the XXXZZZ to be a time-series object? If different, can the answer cover not only hourly data but from 1-second to monthly data as well?
Suggestion.1: Changed decimal symbol from comma to dot, the problem still persists.
XXXZZZ <- gsub(",",".",XXXZZZ)
RHertel's comment about the decimal separator is the likely issue. It's not enough to simply gsub(x, ",", ".") because the result is still character, not numeric. You need to set dec="," in your call to read.zoo.
The code below works for me, though I had to add a couple more observations to give chart_Series something to plot.
require(quantmod)
Lines <- "Date;Open;High;Low;Close;Volume
02.01.2009 07:00;1,5326;1,539785;1,52896;1,5369;1083497,742
02.01.2009 08:00;1,5375;1,5379;1,53105;1,537;1191678,162
02.01.2009 09:00;1,5375;1,5379;1,53105;1,537;1191678,162
02.01.2009 10:00;1,5375;1,5379;1,53105;1,537;1191678,162"
conn <- textConnection(Lines)
XXXZZZ <- as.xts(read.zoo(conn, sep=';', tz="", dec=",", header=TRUE,
format='%d.%m.%Y %H:%M', index.column=1))
close(conn)
chart_Series(XXXZZZ)