请接受我的道歉,因为我是R的新手。下面的代码用于一次性处理多个文件,并将输出放在一个单独的文件夹中。
require(highfrequency)
require(quantmod)
require(readxl)
input_files1=list("file_path1.xlsx","file_path2.xlsx","file_path3.xlsx") #making list of file paths
for(i in length(input_files1))
{
bid_df<-read_excel(input_files1[i], sheet = 1, col_names = TRUE, col_types = NULL, na = "", skip = 0)
#read_excel takes file path as first argument
ask_df<-read_excel(input_files1[i], sheet = 2, col_names = TRUE, col_types = NULL, na = "", skip = 0)
trade_df<-read_excel(input_files1[i], sheet = 3, col_names = TRUE, col_types = NULL, na = "", skip = 0)
qdata_df <- merge(ask_df, bid_df, by = "TIMESTAMP")
qdata_xts_raw<-xts(qdata_df[,-1], order.by=qdata_df[,1])
qdata_xts_m<-mergeQuotesSameTimestamp(qdata_xts_raw, selection = "median")
trade_xts_raw <- xts(trade_df[,-1], order.by=trade_df[,1])
trade_xts_m<-mergeTradesSameTimestamp(trade_xts_raw, selection = "median")
tqdata=matchTradesQuotes(trade_xts_m,qdata_xts_m)
quoted_spread<-tqLiquidity(tqdata,trade_xts_m,qdata_xts_m,type="qs")
qs_30<-aggregatets(quoted_spread,FUN="mean",on="minutes",k=30)
indexTZ(qs_30) <- "UTC"
write.csv(qs_30, file = file.path("output_file_path", paste0("CAN_out", i)))
}
当代码运行时,它给出以下错误Error in file.exists(path):“file”参数无效请帮助删 debugging 误并运行代码。
1条答案
按热度按时间6jjcrrmo1#
访问路径input_files1i中的列表元素