Convert data from csv file into “xts” object

Question

I have got CSV files which has the Date in the following format: 25-Aug-2004

I want to read it as an "xts" object so as to use the function "periodReturn" in quantmod package.

Can I use the following file for the function?

Symbol Series        Date Prev.Close Open.Price High.Price Low.Price

1       XXX     EQ 25-Aug-2004     850.00    1198.70    1198.70    979.00

2       XXX     EQ 26-Aug-2004     987.95     992.00     997.00    975.30

Guide me with the same.

Answer 1

Unfortunately I can't speak for the ts part, but this is how you can convert your dates to a proper format that can be read by other functions as dates (or time). You can import your data into a data.frame as usual (see here if you've missed it). Then, you can convert your Date column into a POSIXlt (POSIXt) class using strptime function.

nibha <- "25-Aug-2004" # this should be your imported column
lct <- Sys.getlocale("LC_TIME"); Sys.setlocale("LC_TIME", "C") #temporarily change locale to C if you happen go get NAs
strptime(nibha, format = "%d-%b-%Y")
Sys.setlocale("LC_TIME", lct) #revert back to your locale

Answer 2

Try this. We get rid of the nuisance columns and specify the format of the time index, then convert to xts and apply the dailyReturn function:

Lines <- "Symbol Series Date Prev.Close Open.Price High.Price Low.Price
1 XXX EQ 25-Aug-2004 850.00 1198.70 1198.70 979.00
2 XXX EQ 26-Aug-2004 987.95 992.00 997.00 975.30"

library(quantmod) # this also pulls in xts & zoo

z <- read.zoo(textConnection(Lines), format = "%d-%b-%Y",
    colClasses = rep(c(NA, "NULL", NA), c(1, 2, 5)))
x <- as.xts(z)
dailyReturn(x)

Of course, textConnection(Lines) is just to keep the example self contained and in reality would be replaced with something like "myfile.dat".