从Xts 0.9.7到0.10.0更新时，xts转换失败

Question

从xts 0.9.7到0.10.0更新时，Dataframe到xts转换失败。

#THIS WORKS (uses xts 0.9.7):

library(xts)          
DFX <- structure(list(DateTime = structure(list(sec = c(0, 0, 0), min = c(10L, 0L, 5L), hour = c(17L, 18L, 18L), mday = c(24L, 24L, 24L), mon = c(5L, 5L, 5L), year = c(114L, 114L, 114L), wday = c(2L, 2L, 2L), yday = c(174L, 174L, 174L), isdst = c(1L, 1L, 1L), zone = c("EDT", "EDT", "EDT"), gmtoff = c(NA_integer_, NA_integer_, NA_integer_)), .Names = c("sec", "min", "hour", "mday", "mon", "year", "wday", "yday", "isdst", "zone", "gmtoff"), class = c("POSIXlt", "POSIXt")), Open = c(125.03, 125.34, 125.85)), .Names = c("DateTime", "Open"), class = "data.frame", row.names = 558:560)
DFX <- as.xts(DFX[, -1], order.by = DFX$DateTime)


#THIS DOESN'T WORK (uses xts 0.10.1):

install.packages("devtools")
require(devtools)
install_github("joshuaulrich/xts")
library(xts)          
DFX <- structure(list(DateTime = structure(list(sec = c(0, 0, 0), min = c(10L, 0L, 5L), hour = c(17L, 18L, 18L), mday = c(24L, 24L, 24L), mon = c(5L, 5L, 5L), year = c(114L, 114L, 114L), wday = c(2L, 2L, 2L), yday = c(174L, 174L, 174L), isdst = c(1L, 1L, 1L), zone = c("EDT", "EDT", "EDT"), gmtoff = c(NA_integer_, NA_integer_, NA_integer_)), .Names = c("sec", "min", "hour", "mday", "mon", "year", "wday", "yday", "isdst", "zone", "gmtoff"), class = c("POSIXlt", "POSIXt")), Open = c(125.03, 125.34, 125.85)), .Names = c("DateTime", "Open"), class = "data.frame", row.names = 558:560)
DFX <- as.xts(DFX[, -1], order.by = DFX$DateTime)

#Error message:
#Error in .Call("do_is_ordered", x = x, increasing = as.logical(increasing),  : 
#                 "do_is_ordered" not available for .Call() for package "xts"

猜测xts 0.10.0还没有完成构建。然而，我更新到了0.10.0，因为quantstrat包需要blotter包，这需要xts0.10.0。我需要这样做才能将滴答数据数据转换为xts对象，并在其上运行quantstrat策略(需要xts对象)。

Answer 1

这是R会话的问题，而不是xts。我将假设您在Windows上运行RStudio，如果在尝试更新时有任何R会话正在使用该包，则将无法正确更新包。

解决方案是关闭所有正在运行的R会话，然后从GitHub安装xts。

一旦这样做，您还需要更改对as.xts的调用，因为xts对象不喜欢POSIXlt索引(因为它们是时间组件的列表，而不是与时代相距的秒数，比如POSIXct)。

R> DFX <- as.xts(DFX[, -1], order.by = DFX$DateTime)
Error in is.finite(order.by) : 
  default method not implemented for type 'list'

我将打开一个问题来修复错误。它应该与在POSIXlt调用中将POSIXct对象转换为as.xts对象一样简单。