Package tsdb. July 5, 2018

Transcription

1 Package tsdb July 5, 2018 Type Package Title Terribly-Simple Data Base for Time Series Version Date Maintainer A terribly-simple data base for time series. All series are saved as csv files. The package offers utilities for saving files in a standardised format, and for retrieving and joining data. License GPL-3 Imports DBI, datetimeutils, fastmatch, utils, zoo Suggests MonetDBLite NeedsCompilation no Author [aut, cre] R topics documented: tsdb-package as.ts_table file_info read_ts_tables ts_table write_ts_table Index 9 1

2 2 tsdb-package tsdb-package Store and Retrieve Time-Series Several simple utilities that allow to handle time-series data as CSV files. ttime(x, from = "datetime", to = "numeric", tz = "", strip.attr = TRUE, format = "%Y-%m-%d") x from to tz strip.attr format numeric logical: strip attributes; in particular, timezone information ttime ( translate time ) converts timestamps between formats. read_ts_tables ## see the particular functions

3 as.ts_table 3 as.ts_table Coerce To ts_table Coerce objects to ts_table as.ts_table(x,...) ## S3 method for class 'zoo' as.ts_table(x, columns,...) x object to be coerced to ts_table columns... arguments to be passed to other methods A generic function. A ts_table. read_ts_tables require("zoo") as.ts_table(zoo(1:5, Sys.Date()-5:1), columns = "value") ## note that the "columns" ## must be specified

4 4 file_info file_info Information about Data File Provides information about data stored in file: columns, number of observations, range of timestamps. file_info(dir, file) dir file Experimental. An object of type file_info, which is a data.frame. ts_table ## Not run: file_info(dir = "/tsdb", c("table1", "table2")) ## End(Not run)

5 read_ts_tables 5 read_ts_tables Read Data from Files Read time-series data from files. read_ts_tables(file, dir, t.type = "guess", start, end, columns, return.class = NULL, drop.weekends = TRUE, column.names = "%dir%/%file%::%column%", backend = "csv") file dir t.type start end columns return.class drop.weekends column.names backend : guess, Date or POSIXct. Currently only a single column is supported. NULL or logical : a format string for column names; may contain %dir%, %file%, and %column% : currently, csv and monetdb are supported Read time-series data from csv files. When return.class is NULL, a list: data timestamp columns file.path a numeric matrix Date or POSIXct

6 6 ts_table write_ts_table ## Not run: read_ts_tables(c("table1", "table2"), dir = "/tsdb", columns = "close", return.class = "zoo") ## End(Not run) ts_table Create ts_table Create ts_table ts_table(data, timestamp, columns) data timestamp columns numeric Date or POSIXct column names Creates a ts_table. Timestamps must be of class Date or POSIXct (POSIXlt is converted). A tzone attribute is dropped. A ts_table: as.ts_table

7 write_ts_table 7 ts_table(1:5, Sys.Date()-5:1, columns = "value") write_ts_table Write Data to Files Write time-series data to files. write_ts_table(ts, dir, file, add = FALSE, overwrite = FALSE, replace.file = FALSE, backend = "csv") ts dir file add overwrite replace.file backend a ts_table logical: if TRUE, add data with timestamps that are not in a file. logical: overwrite existing file when data differs. overwrite implies add. logical: if TRUE, an existing file is deleted and replaced by a new file (i.e. containing ts)) : currently, csv and monetdb are supported The function takes a ts_table and writes it to a file. If the file already exist and both add and overwrite are FALSE (the default), nothing is written. When add is TRUE, the function checks if x contains timestamps not yet in the file and, if there are any, writes only those data. When overwrite is TRUE, the function merges all observations in the file with those in x and writes the result back to the file. If x contains timestamps that were already in the file, the data in the file are overwritten. Note that no data will be removed from the file: timestamps not in x remain unchanged in the file. Invisibly, the number of data rows written to a file.

8 8 write_ts_table write_ts_table ## Not run: write_ts_table(ts_table(1, Sys.Date(), "a_column"), dir = "~/tsdb/daily", file = "example") ## End(Not run)

9 Index as.ts_table, 3, 6 file_info, 4 read_ts_tables, 2, 3, 5 ts_table, 4, 6 tsdb (tsdb-package), 2 tsdb-package, 2 ttime (tsdb-package), 2 write_ts_table, 7 9