英文:
how to return the same object after "merge" transformation as it was at the beginning
问题
我现在如何将每个 xts 对象返回到 list？
英文:
I have a list with an arbitrary number of elements (3 in this example)
each element is a xts object with an arbitrary number of rows
My_list
..
$Sec1
Open High Low Close
2016-01-01 00:02:00 96.81493 103.8074 96.48305 99.31684
2016-01-01 00:03:00 100.31574 100.9088 95.27193 95.27193
2016-01-01 00:04:00 95.11235 105.5243 95.11235 105.41863
2016-01-01 00:05:00 105.85303 117.9486 104.51442 117.94861
2016-01-01 00:06:00 118.60936 121.7275 116.02890 118.76587
2016-01-01 00:07:00 118.96981 119.5623 111.49401 118.46579
2016-01-01 00:10:00 115.68374 115.6837 102.88741 108.07260
2016-01-01 00:12:00 101.51486 102.4733 97.82271 99.14294
2016-01-01 00:13:00 98.81746 103.8946 90.79351 103.89463
2016-01-01 00:15:00 100.47314 100.4731 84.78741 94.06465
2016-01-01 00:16:00 94.94257 107.0833 94.12961 102.15526
2016-01-01 00:17:00 101.74539 104.1814 92.38105 92.42347
$Sec2
Open High Low Close
2016-01-01 00:01:00 98.37414 99.96370 90.72532 92.95577
2016-01-01 00:02:00 93.98500 93.98500 73.69129 80.18034
2016-01-01 00:04:00 76.43040 78.95213 65.05842 65.61655
2016-01-01 00:05:00 64.99275 75.81193 63.17524 74.69825
2016-01-01 00:06:00 72.37924 83.95192 72.37924 83.95192
2016-01-01 00:08:00 81.29073 83.81830 75.01105 80.61681
2016-01-01 00:12:00 106.27114 109.24152 98.20000 102.32379
2016-01-01 00:17:00 103.73324 109.78397 103.73324 107.02864
$Sec3
Open High Low Close
2016-01-01 00:01:00 99.85170 109.91461 99.85170 107.31518
2016-01-01 00:02:00 106.66197 115.44153 104.47501 109.24811
2016-01-01 00:03:00 110.84442 118.38943 110.83901 113.95159
2016-01-01 00:04:00 114.71170 118.63914 107.73243 114.53394
2016-01-01 00:06:00 106.73027 108.71359 101.05015 101.42198
2016-01-01 00:07:00 99.97737 110.32388 98.99063 106.02683
2016-01-01 00:08:00 105.86289 114.69850 103.34898 110.09985
2016-01-01 00:09:00 110.25313 111.33632 99.71466 111.33632
2016-01-01 00:10:00 112.03636 117.08576 111.28522 111.69231
2016-01-01 00:12:00 93.97850 100.14015 83.35741 83.35741
2016-01-01 00:13:00 82.28654 89.93466 81.26308 85.61102
2016-01-01 00:15:00 82.10802 82.10802 70.98550 74.15053
2016-01-01 00:16:00 74.56891 78.30949 73.06504 77.90111
then i apply merge function to My_list
Merge_list <- do.call(merge,My_list)
..
Merge_list
Open High Low Close Open.1 High.1 Low.1 Close.1
2016-01-01 00:01:00 NA NA NA NA 98.37414 99.96370 90.72532 92.95577
2016-01-01 00:02:00 96.81493 103.8074 96.48305 99.31684 93.98500 93.98500 73.69129 80.18034
2016-01-01 00:03:00 100.31574 100.9088 95.27193 95.27193 NA NA NA NA
2016-01-01 00:04:00 95.11235 105.5243 95.11235 105.41863 76.43040 78.95213 65.05842 65.61655
2016-01-01 00:05:00 105.85303 117.9486 104.51442 117.94861 64.99275 75.81193 63.17524 74.69825
2016-01-01 00:06:00 118.60936 121.7275 116.02890 118.76587 72.37924 83.95192 72.37924 83.95192
2016-01-01 00:07:00 118.96981 119.5623 111.49401 118.46579 NA NA NA NA
2016-01-01 00:08:00 NA NA NA NA 81.29073 83.81830 75.01105 80.61681
2016-01-01 00:09:00 NA NA NA NA NA NA NA NA
2016-01-01 00:10:00 115.68374 115.6837 102.88741 108.07260 NA NA NA NA
2016-01-01 00:12:00 101.51486 102.4733 97.82271 99.14294 106.27114 109.24152 98.20000 102.32379
2016-01-01 00:13:00 98.81746 103.8946 90.79351 103.89463 NA NA NA NA
2016-01-01 00:15:00 100.47314 100.4731 84.78741 94.06465 NA NA NA NA
2016-01-01 00:16:00 94.94257 107.0833 94.12961 102.15526 NA NA NA NA
2016-01-01 00:17:00 101.74539 104.1814 92.38105 92.42347 103.73324 109.78397 103.73324 107.02864
Open.2 High.2 Low.2 Close.2
2016-01-01 00:01:00 99.85170 109.91461 99.85170 107.31518
2016-01-01 00:02:00 106.66197 115.44153 104.47501 109.24811
2016-01-01 00:03:00 110.84442 118.38943 110.83901 113.95159
2016-01-01 00:04:00 114.71170 118.63914 107.73243 114.53394
2016-01-01 00:05:00 NA NA NA NA
2016-01-01 00:06:00 106.73027 108.71359 101.05015 101.42198
2016-01-01 00:07:00 99.97737 110.32388 98.99063 106.02683
2016-01-01 00:08:00 105.86289 114.69850 103.34898 110.09985
2016-01-01 00:09:00 110.25313 111.33632 99.71466 111.33632
2016-01-01 00:10:00 112.03636 117.08576 111.28522 111.69231
2016-01-01 00:12:00 93.97850 100.14015 83.35741 83.35741
2016-01-01 00:13:00 82.28654 89.93466 81.26308 85.61102
2016-01-01 00:15:00 82.10802 82.10802 70.98550 74.15053
2016-01-01 00:16:00 74.56891 78.30949 73.06504 77.90111
2016-01-01 00:17:00 NA NA NA NA
The question is : how do I now return each xts object back to the list
===========
My_list creation code
make_sec <- function(){
Time <- seq(as.POSIXct("2016-01-01 00:00:00"), length = 1000, by = "sec")
Price <- cumsum(rnorm(1000))+100
Sec <- xts(Price, order.by = Time) |>
to_period(period = "minutes", k = 1) |>
align.time()
colnames(Sec) <- c("Open","High","Low","Close")
# Sec with not all timestamps
Sec[-sample(1:nrow(Sec),size = sample(3:10,1)),]
}
n <- 3 # can be any number
My_list <- lapply(1:n, function(x) make_sec())
names(My_list) <- paste0("Sec",1:length(My_list))
答案1
得分: 0
以下是您要求的翻译内容：
"The question did not provide the input in an easily reproducible form so we will use L in the Note at the end which was created using dput."
"问题没有提供易于复现的输入形式，因此我们将使用末尾的附注中使用dput创建的L。"
"Also notice that the merge in the question loses the original list's names (Sec1, Sec2, Sec3) so to retain them suffix the column names with the corresponding list name first using merge's suffixes= argument."
"还要注意问题中的merge丢失了原始列表的名称（Sec1、Sec2、Sec3），因此为了保留它们，首先使用merge的suffixes=参数给列名添加相应的列表名称后缀。"
"Given that merged object M use fortify.zoo to convert to long form, split on the suffixes, convert to zoo and then xts, remove the NA rows and remove the suffixes we added."
"考虑到合并后的对象M，使用fortify.zoo将其转换为长格式，根据后缀拆分，然后转换为zoo，接着转换为xts，删除NA行并移除我们添加的后缀。"
"library(magrittr)"
"library(tools)"
"library(xts)"
"M <- do.call('merge', c(L, list(suffixes = paste('', names(L)))))"
"L.2 <- M %>%"
" fortify.zoo(melt = TRUE) %>%"
" split(file_ext(.$Series)) %>%"
" lapply(function(x) {"
" x %>%"
" read.zoo(split = 'Series') %>%"
" as.xts %>%"
" na.omit %>%"
" setNames(file_path_sans_ext(names(.))) %>%"
" structure(na.action = NULL)"
" })"
"identical(L, L.2)"
"## [1] TRUE"
"Note"
"L <- list(Sec1 = structure(c(96.81493, 100.31574, 95.11235, 105.85303, ..."
"（附注内容请参考原文，由于内容较长，无法一一翻译，请您参考原文内容）"
英文:
The question did not provide the input in an easily reproducible form so we will use L in the Note at the end which was created using dput.
Also notice that the merge in the question loses the original list's names (Sec1, Sec2, Sec3) so to retain them suffix the column names with the corresponding list name first using merge's suffixes= argument.
Given that merged object M use fortify.zoo to convert to long form, split on the suffixes, convert to zoo and then xts, remove the NA rows and remove the suffixes we added.
library(magrittr)
library(tools)
library(xts)
M <- do.call("merge", c(L, list(suffixes = paste("", names(L)))))
L.2 <- M %>%
fortify.zoo(melt = TRUE) %>%
split(file_ext(.$Series)) %>%
lapply(function(x) {
x %>%
read.zoo(split = "Series") %>%
as.xts %>%
na.omit %>%
setNames(file_path_sans_ext(names(.))) %>%
structure(na.action = NULL)
})
identical(L, L.2)
## [1] TRUE
Note
L <- list(Sec1 = structure(c(96.81493, 100.31574, 95.11235, 105.85303,
118.60936, 118.96981, 115.68374, 101.51486, 98.81746, 100.47314,
94.94257, 101.74539, 103.8074, 100.9088, 105.5243, 117.9486,
121.7275, 119.5623, 115.6837, 102.4733, 103.8946, 100.4731, 107.0833,
104.1814, 96.48305, 95.27193, 95.11235, 104.51442, 116.0289,
111.49401, 102.88741, 97.82271, 90.79351, 84.78741, 94.12961,
92.38105, 99.31684, 95.27193, 105.41863, 117.94861, 118.76587,
118.46579, 108.0726, 99.14294, 103.89463, 94.06465, 102.15526,
92.42347), dim = c(12L, 4L), dimnames = list(NULL, c("Open",
"High", "Low", "Close")), index = structure(c(1451624520, 1451624580,
1451624640, 1451624700, 1451624760, 1451624820, 1451625000, 1451625120,
1451625180, 1451625300, 1451625360, 1451625420), tzone = "", tclass = c("POSIXct",
"POSIXt")), class = c("xts", "zoo")), Sec2 = structure(c(98.37414,
93.985, 76.4304, 64.99275, 72.37924, 81.29073, 106.27114, 103.73324,
99.9637, 93.985, 78.95213, 75.81193, 83.95192, 83.8183, 109.24152,
109.78397, 90.72532, 73.69129, 65.05842, 63.17524, 72.37924,
75.01105, 98.2, 103.73324, 92.95577, 80.18034, 65.61655, 74.69825,
83.95192, 80.61681, 102.32379, 107.02864), dim = c(8L, 4L), dimnames = list(
NULL, c("Open", "High", "Low", "Close")), index = structure(c(1451624460,
1451624520, 1451624640, 1451624700, 1451624760, 1451624880, 1451625120,
1451625420), tzone = "", tclass = c("POSIXct", "POSIXt")), class = c("xts",
"zoo")), Sec3 = structure(c(99.8517, 106.66197, 110.84442, 114.7117,
106.73027, 99.97737, 105.86289, 110.25313, 112.03636, 93.9785,
82.28654, 82.10802, 74.56891, 109.91461, 115.44153, 118.38943,
118.63914, 108.71359, 110.32388, 114.6985, 111.33632, 117.08576,
100.14015, 89.93466, 82.10802, 78.30949, 99.8517, 104.47501,
110.83901, 107.73243, 101.05015, 98.99063, 103.34898, 99.71466,
111.28522, 83.35741, 81.26308, 70.9855, 73.06504, 107.31518,
109.24811, 113.95159, 114.53394, 101.42198, 106.02683, 110.09985,
111.33632, 111.69231, 83.35741, 85.61102, 74.15053, 77.90111), dim = c(13L,
4L), dimnames = list(NULL, c("Open", "High", "Low", "Close")), index = structure(c(1451624460,
1451624520, 1451624580, 1451624640, 1451624760, 1451624820, 1451624880,
1451624940, 1451625000, 1451625120, 1451625180, 1451625300, 1451625360
), tzone = "", tclass = c("POSIXct", "POSIXt")), class = c("xts",
"zoo")))
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