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POR language: Remove duplicate rows from xts object
 

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  1. POR language: Remove duplicate rows from xts object
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    <p>I am having trouble deleting duplicated rows in an xts object. I have a R script that will download tick financial data of a currency and convert it to an xts object of OHLC format. The script also pulls new data every 15 minutes. The new data is downloaded from the first trade of today to the last recorded trade of today. The old previous data downloaded was stored in .Rdata format and called. Then the new data is added to the old data and it overwrites the old data in .Rdata format.</p> <p>Here is an example of what my data looks like:</p> <pre><code> .Open .High .Low .Close .Volume .Adjusted 2012-01-07 00:00:11 6.69683 7.01556 6.38000 6.81000 48387.58 6.81000 2012-01-08 00:00:09 6.78660 7.20000 6.73357 7.11358 57193.53 7.11358 2012-01-09 00:00:57 7.08362 7.19100 5.81000 6.32570 148406.85 6.32570 2012-01-10 00:01:01 6.32687 6.89000 6.00100 6.36000 110210.25 6.36000 2012-01-11 00:00:07 6.44904 7.13800 6.41266 6.90000 99442.07 6.90000 2012-01-12 00:01:02 6.90000 6.99700 6.33700 6.79999 140116.52 6.79999 2012-01-13 00:02:01 6.78211 6.80400 6.40000 6.41000 60228.77 6.41000 2012-01-14 00:00:23 6.42000 6.50000 6.23150 6.31894 25392.98 6.31894 </code></pre> <p>Now if I run the script again I will add the new data to the xts.</p> <pre><code> .Open .High .Low .Close .Volume .Adjusted 2012-01-07 00:00:11 6.69683 7.01556 6.38000 6.81000 48387.58 6.81000 2012-01-08 00:00:09 6.78660 7.20000 6.73357 7.11358 57193.53 7.11358 2012-01-09 00:00:57 7.08362 7.19100 5.81000 6.32570 148406.85 6.32570 2012-01-10 00:01:01 6.32687 6.89000 6.00100 6.36000 110210.25 6.36000 2012-01-11 00:00:07 6.44904 7.13800 6.41266 6.90000 99442.07 6.90000 2012-01-12 00:01:02 6.90000 6.99700 6.33700 6.79999 140116.52 6.79999 2012-01-13 00:02:01 6.78211 6.80400 6.40000 6.41000 60228.77 6.41000 2012-01-14 00:00:23 6.42000 6.50000 6.23150 6.31894 25392.98 6.31894 2012-01-14 00:00:23 6.42000 6.75000 6.22010 6.57157 75952.01 6.57157 </code></pre> <p>As you can see the last line is the same day as the second to last line. I want to keep the last row for the last date and delete the second to last row. When I try the following code to delete duplicated rows it does not work, the duplicated rows stay there.</p> <pre><code>xx &lt;- mt.xts[!duplicated(mt.xts$Index),] xx .Open .High .Low .Close .Volume .Adjusted </code></pre> <p>I do not get any result. How can I delete duplicate data entries in an xts object using the Index as the indicator of duplication?</p>
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    1. USKevin
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      1. POR language: Remove duplicate rows from xts object
      1. USNoah
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    1. COPerhaps you meant `!duplicated(mt.xts)`?
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      1. POR language: Remove duplicate rows from xts object
      1. USjoran
    2. COI was thinking I need to either find a way to delete based on row.names, or use both the .Open and the .Adjusted as indicators of duplicate rows. Using the index would be the best as there may be a chance in the future that the Open and Adjusted values are the same for different dates.
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      1. USKevin
    3. CO@joran When I do xx = !duplicated(mt.xts) I only get a logical vector. In a previous use of what I did before it seemed to work but their object was not xts.
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      1. USKevin
 

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