r-调用transform/as.xts后出现索引错误



我有一个xts数字矩阵,需要对其应用许多转换。根据这个线程,transform()返回的对象应该封装在对as.xts()的调用中(xts没有自己的转换版本,zoo返回一个新对象)。

我已经尝试过对一些样本数据进行转换,它似乎运行得很好,但当我在自己的数据上运行它时,我会出现以下错误:

Browse[2]> class(myxts)
[1] "xts" "zoo"
Browse[2]> mode(myxts)
[1] "numeric"
Browse[2]> str(myxts)
An 'xts' object from 2011-07-22 09:30:00 to 2011-12-19 16:00:00 containing:
  Data: num [1:11606, 1:19] 0 158300 157700 157600 157900 ...
  - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:19] "Open" "High" "Low" "Close" ...
  Indexed by objects of class: [POSIXlt,POSIXt] TZ: 
  xts Attributes:  
 NULL
Browse[2]> head(myxts['2011-07-22'])
                      Open   High    Low  Close
2011-07-22 09:30:00      0      0      0      0      
2011-07-22 09:31:00 158300 158400 157600 157800     
2011-07-22 09:32:00 157700 157700 157500 157700 
2011-07-22 09:33:00 157600 157900 157599 157900
2011-07-22 09:34:00 157900 158100 157800 158100
2011-07-22 09:35:00 158000 158400 157900 158200 
Browse[2]> n
debug: myxts = as.xts(transform(myxts, Open = ifelse(Open == 
    0, NA, Open), Close = ifelse(Close == 0, NA, Close), High = ifelse(High == 
    0, NA, High), Low = ifelse(Low == 0, NA, Low)))
Browse[2]> class(myxts)
[1] "xts" "zoo"
Browse[2]> head(myxts['2011-07-22'])
Error in function (year = 1970, month = 1, day = 1, hour = 0, min = 0,  : 
  unused argument(s) (tz1 = "", tz2 = "EST", tz3 = "EDT")
Browse[2]> str(myxts)
An 'xts' object from 2011-07-22 09:30:00 to 2011-12-19 16:00:00 containing:
  Data: num [1:11606, 1:19] NA 158300 157700 157600 157900 ...
  - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:19] "Open" "High" "Low" "Close" ...
   Indexed by objects of class: [POSIXlt,POSIXt] TZ: 
  TZ: EST
  TZ: EDT
  xts Attributes:  
 NULL

注意

在调用transform()之后,str(myxts)的输出中添加了2个TZ:EST/EDT字段。

我认为问题在于as.xts()和xts()设置的TZ索引不匹配。未设置我的TZ环境变量,并且创建的原始xts对象没有特定的TZ值,正如str()所报告的那样。

但是,在调用transform()和as.xts()之后,TZ索引被设置为EST/EDT。as.xts()可能从env变量以外的其他来源获取时区。

通过将TZ索引强制为空字符串(或任何TZ-env变量值),我能够恢复as.xts()对象中的索引选择:

indexTZ(myxts) = Sys.getenv("TZ")

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