vh.get.data.frame {VhayuR} | R Documentation |
Retrieve data from Vhayu server (or file if in demo mode).
vh.get.data.frame(x, ...) vh.get.zoo(x, ...)
x |
Name of Vhayu table (or if in demo mode then the name or the name and filepath of the file). |
... |
Other arguments. |
If the Vhayu option "demo"
is FALSE
, which it is by default,
then these functions
retrieve data from the Vhayu server. In that case the arguments
"frDef"
, "startTime"
, "endTime"
, "fieldNames"
,
"filter"
and "maxRows"
may be specified or will be taken
from the Vhayu options if not specified. As discussed in the Vhayu R Integration Guide, "frDef"
is the name of a flex record definition (see the command vh.flexrecdef
which
can display the possible names usable here), "startTime"
and "endTime"
are each strings of the form "yyyymmdd HH:MM:SS"
, filter
is the name of a Vhayu filter and maxRows is the maximum number of rows to retrieve or 0 if all records are desired.
If the Vhayu option "demo"
is TRUE
then vh.get.zoo
will
call read.zoo
instead of Vhayu
and vh.get.data.frame
will call read.table
.
Any arguments known to these two
functions may be passed while the remaining arguments will be ignored.
The x
argument is interpreted as a file name which is looked up along the path defined by the Vhayu option "datapath"
.
If not found it will also search a file of the same name suffixed with
".csv"
, ".txt"
or ".dat"
. If a pathname and filename are specified rather than just a filename then that path is used.
If the read.zoo
and read.table
arguments of "sep"
or "header"
are not specified then there will be an
attempt to infer them from
the first line of the file assuming a file with a comma in the first line
should have sep = ","
and a file with an alphabetic in its first line
should have header = TRUE
.
In the case of vh.get.zoo
the aggregate
argument can
be used to specify
an R
function such as vh.tail1
, mean
or median
to
aggregate data values corresponding to a single time value. If
aggregate
is not specified
and if there are multiple
values for any time then a warning will be issued; however, a zoo
object will still be produced. Such an object may not participate in merges but
may be printed, plotted or aggregated. In the case of vh.get.data.frame
aggregate is not used and these comments do not apply.
vh.get.data.frame
returns a data frame and vh.get.zoo
returns a
zoo object. The times are returned as POSIXct
objects
unless the FUN
argument is specified. In this latter case,
FUN
is
an R function that converts times from POSIXct
to whatever class is
desired. See DateTimeClasses
.
Vahyu Velocity Vhayu R Integration Guide. Vhayu Velocity API Reference Guide.
## Not run: vh.flexrecdef() # check which flex record definitions are available vh.flexrecdef("VhTrade") # view definition for VhTrade goog.df <- vh.get.data.frame("GOOG", frDef = "VhTrade", startTime = "20051201 09:30:00", endTime = "20051201 16:00:00", fieldNames = "VhExchgTime VhPrice", FUN = as.chron) goog.zoo <- vh.get.zoo("GOOG", frDef = "VhTrade", startTime = "20051201 09:30:00", endTime = "20051201 16:00:00", fieldNames = "VhExchgTime VhPrice", FUN = as.chron, aggregate = vh.tail1) ## same but set arguments through options ## We have also set the format option which is not application and ignored. vh.options(frDef = "VhTrade", startTime = "20051201 09:30:00", endTime = "20051201 16:00:00", fieldNames = "VhExchgTime VhPrice", FUN = as.chron, aggregate = vh.tail1, format = "%Y%m%d") # Assume there is a csv formatted file called GOOG.csv # with yyyymmdd dates and assume the vh.options is still as above. # Since only options format, FUN and aggregate # apply to read.zoo only those will be used. # Thus by setting options appropriate the same script may work # with files and Vhayu. vh.options(demo = TRUE) goog.file <- goog <- vh.get.zoo("GOOG") ## End(Not run)