R语言 如何按指定的蜡烛数拆分xts OHLC数据

5f0d552i  于 2023-05-11  发布在  其他
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我有蜡烛数据

len <- 10000
times <- seq(as.POSIXct("2016-01-01 00:00:00"), length = len, by = "sec")
prices <- cumsum(rnorm(len))+1000

library(xts)
xp <- xts(x = prices,order.by = times)
xp <- to.minutes5(xp)

xp

xp.Open   xp.High   xp.Low xp.Close
2016-01-01 00:04:59 1001.8097 1004.7440 986.8783 986.8783
2016-01-01 00:09:59  986.7830  995.0656 960.4920 966.7475
2016-01-01 00:14:59  965.9071  979.9402 965.2857 975.6030
2016-01-01 00:19:59  973.5659  988.7293 965.7774 983.4846
2016-01-01 00:24:59  982.7731  982.7731 945.9951 946.5125
2016-01-01 00:29:59  946.3951  949.1420 925.5131 936.8539
2016-01-01 00:34:59  935.7039  954.8570 935.7039 948.0653
2016-01-01 00:39:59  949.0397  951.8483 928.8650 942.4658
2016-01-01 00:44:59  943.3805  963.3857 939.1387 947.9653

..

chart_Series(xp)

我可以在选定的时间用函数to.period()改变图表周期。
但是我怎么能只根据我设置的蜡烛数量来改变图表周期呢?例如,我想把这个片段变成五根蜡烛
像这样的东西

n <- 5  # set n candles

breaks <- seq(1, nrow(xp), length.out = n+1)
abline(v=breaks,col=4,lty=2,lwd=2)

yws3nbqq

yws3nbqq1#

使用to.minutes与所需的分钟数,其中xp是在问题中。

to.minutes(xp, 25)

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